NYMEX Light Sweet Crude Oil Future December 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 |
71.01 |
69.71 |
-1.30 |
-1.8% |
75.56 |
| High |
72.65 |
70.11 |
-2.54 |
-3.5% |
76.15 |
| Low |
69.40 |
68.41 |
-0.99 |
-1.4% |
71.45 |
| Close |
69.45 |
69.33 |
-0.12 |
-0.2% |
74.16 |
| Range |
3.25 |
1.70 |
-1.55 |
-47.7% |
4.70 |
| ATR |
2.58 |
2.52 |
-0.06 |
-2.4% |
0.00 |
| Volume |
53,536 |
56,141 |
2,605 |
4.9% |
283,942 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.38 |
73.56 |
70.27 |
|
| R3 |
72.68 |
71.86 |
69.80 |
|
| R2 |
70.98 |
70.98 |
69.64 |
|
| R1 |
70.16 |
70.16 |
69.49 |
69.72 |
| PP |
69.28 |
69.28 |
69.28 |
69.07 |
| S1 |
68.46 |
68.46 |
69.17 |
68.02 |
| S2 |
67.58 |
67.58 |
69.02 |
|
| S3 |
65.88 |
66.76 |
68.86 |
|
| S4 |
64.18 |
65.06 |
68.40 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.02 |
85.79 |
76.75 |
|
| R3 |
83.32 |
81.09 |
75.45 |
|
| R2 |
78.62 |
78.62 |
75.02 |
|
| R1 |
76.39 |
76.39 |
74.59 |
75.16 |
| PP |
73.92 |
73.92 |
73.92 |
73.30 |
| S1 |
71.69 |
71.69 |
73.73 |
70.46 |
| S2 |
69.22 |
69.22 |
73.30 |
|
| S3 |
64.52 |
66.99 |
72.87 |
|
| S4 |
59.82 |
62.29 |
71.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.80 |
68.41 |
6.39 |
9.2% |
2.70 |
3.9% |
14% |
False |
True |
54,985 |
| 10 |
76.16 |
68.41 |
7.75 |
11.2% |
2.39 |
3.4% |
12% |
False |
True |
59,156 |
| 20 |
76.87 |
68.41 |
8.46 |
12.2% |
2.47 |
3.6% |
11% |
False |
True |
52,919 |
| 40 |
76.87 |
62.21 |
14.66 |
21.1% |
2.40 |
3.5% |
49% |
False |
False |
50,717 |
| 60 |
76.87 |
62.21 |
14.66 |
21.1% |
2.43 |
3.5% |
49% |
False |
False |
45,456 |
| 80 |
76.87 |
60.66 |
16.21 |
23.4% |
2.33 |
3.4% |
53% |
False |
False |
41,861 |
| 100 |
76.87 |
54.92 |
21.95 |
31.7% |
2.24 |
3.2% |
66% |
False |
False |
37,515 |
| 120 |
76.87 |
50.50 |
26.37 |
38.0% |
2.29 |
3.3% |
71% |
False |
False |
34,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.34 |
|
2.618 |
74.56 |
|
1.618 |
72.86 |
|
1.000 |
71.81 |
|
0.618 |
71.16 |
|
HIGH |
70.11 |
|
0.618 |
69.46 |
|
0.500 |
69.26 |
|
0.382 |
69.06 |
|
LOW |
68.41 |
|
0.618 |
67.36 |
|
1.000 |
66.71 |
|
1.618 |
65.66 |
|
2.618 |
63.96 |
|
4.250 |
61.19 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.31 |
71.52 |
| PP |
69.28 |
70.79 |
| S1 |
69.26 |
70.06 |
|