NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
70.54 |
68.93 |
-1.61 |
-2.3% |
74.69 |
| High |
72.00 |
69.43 |
-2.57 |
-3.6% |
75.55 |
| Low |
68.67 |
67.71 |
-0.96 |
-1.4% |
70.62 |
| Close |
68.72 |
68.68 |
-0.04 |
-0.1% |
73.46 |
| Range |
3.33 |
1.72 |
-1.61 |
-48.3% |
4.93 |
| ATR |
2.65 |
2.58 |
-0.07 |
-2.5% |
0.00 |
| Volume |
66,454 |
65,490 |
-964 |
-1.5% |
349,873 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.77 |
72.94 |
69.63 |
|
| R3 |
72.05 |
71.22 |
69.15 |
|
| R2 |
70.33 |
70.33 |
69.00 |
|
| R1 |
69.50 |
69.50 |
68.84 |
69.06 |
| PP |
68.61 |
68.61 |
68.61 |
68.38 |
| S1 |
67.78 |
67.78 |
68.52 |
67.34 |
| S2 |
66.89 |
66.89 |
68.36 |
|
| S3 |
65.17 |
66.06 |
68.21 |
|
| S4 |
63.45 |
64.34 |
67.73 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.00 |
85.66 |
76.17 |
|
| R3 |
83.07 |
80.73 |
74.82 |
|
| R2 |
78.14 |
78.14 |
74.36 |
|
| R1 |
75.80 |
75.80 |
73.91 |
74.51 |
| PP |
73.21 |
73.21 |
73.21 |
72.56 |
| S1 |
70.87 |
70.87 |
73.01 |
69.58 |
| S2 |
68.28 |
68.28 |
72.56 |
|
| S3 |
63.35 |
65.94 |
72.10 |
|
| S4 |
58.42 |
61.01 |
70.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.16 |
67.71 |
6.45 |
9.4% |
2.80 |
4.1% |
15% |
False |
True |
63,029 |
| 10 |
75.55 |
67.71 |
7.84 |
11.4% |
2.47 |
3.6% |
12% |
False |
True |
69,654 |
| 20 |
75.89 |
67.71 |
8.18 |
11.9% |
2.54 |
3.7% |
12% |
False |
True |
59,822 |
| 40 |
75.89 |
61.38 |
14.51 |
21.1% |
2.44 |
3.5% |
50% |
False |
False |
44,188 |
| 60 |
75.89 |
61.38 |
14.51 |
21.1% |
2.38 |
3.5% |
50% |
False |
False |
32,347 |
| 80 |
75.89 |
59.95 |
15.94 |
23.2% |
2.20 |
3.2% |
55% |
False |
False |
26,284 |
| 100 |
75.89 |
54.20 |
21.69 |
31.6% |
2.01 |
2.9% |
67% |
False |
False |
22,074 |
| 120 |
75.89 |
50.25 |
25.64 |
37.3% |
1.95 |
2.8% |
72% |
False |
False |
19,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.74 |
|
2.618 |
73.93 |
|
1.618 |
72.21 |
|
1.000 |
71.15 |
|
0.618 |
70.49 |
|
HIGH |
69.43 |
|
0.618 |
68.77 |
|
0.500 |
68.57 |
|
0.382 |
68.37 |
|
LOW |
67.71 |
|
0.618 |
66.65 |
|
1.000 |
65.99 |
|
1.618 |
64.93 |
|
2.618 |
63.21 |
|
4.250 |
60.40 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.64 |
70.92 |
| PP |
68.61 |
70.17 |
| S1 |
68.57 |
69.43 |
|