NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.70 |
74.22 |
0.52 |
0.7% |
72.50 |
| High |
74.70 |
74.68 |
-0.02 |
0.0% |
75.89 |
| Low |
73.39 |
72.22 |
-1.17 |
-1.6% |
72.10 |
| Close |
74.08 |
72.77 |
-1.31 |
-1.8% |
74.08 |
| Range |
1.31 |
2.46 |
1.15 |
87.8% |
3.79 |
| ATR |
2.33 |
2.34 |
0.01 |
0.4% |
0.00 |
| Volume |
53,177 |
42,890 |
-10,287 |
-19.3% |
231,857 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.60 |
79.15 |
74.12 |
|
| R3 |
78.14 |
76.69 |
73.45 |
|
| R2 |
75.68 |
75.68 |
73.22 |
|
| R1 |
74.23 |
74.23 |
73.00 |
73.73 |
| PP |
73.22 |
73.22 |
73.22 |
72.97 |
| S1 |
71.77 |
71.77 |
72.54 |
71.27 |
| S2 |
70.76 |
70.76 |
72.32 |
|
| S3 |
68.30 |
69.31 |
72.09 |
|
| S4 |
65.84 |
66.85 |
71.42 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.39 |
83.53 |
76.16 |
|
| R3 |
81.60 |
79.74 |
75.12 |
|
| R2 |
77.81 |
77.81 |
74.77 |
|
| R1 |
75.95 |
75.95 |
74.43 |
76.88 |
| PP |
74.02 |
74.02 |
74.02 |
74.49 |
| S1 |
72.16 |
72.16 |
73.73 |
73.09 |
| S2 |
70.23 |
70.23 |
73.39 |
|
| S3 |
66.44 |
68.37 |
73.04 |
|
| S4 |
62.65 |
64.58 |
72.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.89 |
72.22 |
3.67 |
5.0% |
2.01 |
2.8% |
15% |
False |
True |
45,160 |
| 10 |
75.89 |
66.41 |
9.48 |
13.0% |
2.65 |
3.6% |
67% |
False |
False |
42,428 |
| 20 |
75.89 |
62.83 |
13.06 |
17.9% |
2.34 |
3.2% |
76% |
False |
False |
35,032 |
| 40 |
75.89 |
61.38 |
14.51 |
19.9% |
2.36 |
3.2% |
78% |
False |
False |
22,340 |
| 60 |
75.89 |
60.06 |
15.83 |
21.8% |
2.11 |
2.9% |
80% |
False |
False |
17,737 |
| 80 |
75.89 |
54.20 |
21.69 |
29.8% |
1.94 |
2.7% |
86% |
False |
False |
14,781 |
| 100 |
75.89 |
54.20 |
21.69 |
29.8% |
1.80 |
2.5% |
86% |
False |
False |
12,793 |
| 120 |
75.89 |
46.74 |
29.15 |
40.1% |
1.83 |
2.5% |
89% |
False |
False |
11,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.14 |
|
2.618 |
81.12 |
|
1.618 |
78.66 |
|
1.000 |
77.14 |
|
0.618 |
76.20 |
|
HIGH |
74.68 |
|
0.618 |
73.74 |
|
0.500 |
73.45 |
|
0.382 |
73.16 |
|
LOW |
72.22 |
|
0.618 |
70.70 |
|
1.000 |
69.76 |
|
1.618 |
68.24 |
|
2.618 |
65.78 |
|
4.250 |
61.77 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.45 |
73.96 |
| PP |
73.22 |
73.56 |
| S1 |
73.00 |
73.17 |
|