NYMEX Light Sweet Crude Oil Future September 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 |
70.67 |
70.76 |
0.09 |
0.1% |
69.30 |
| High |
71.57 |
71.25 |
-0.32 |
-0.4% |
72.84 |
| Low |
70.09 |
68.71 |
-1.38 |
-2.0% |
69.09 |
| Close |
70.60 |
69.45 |
-1.15 |
-1.6% |
70.93 |
| Range |
1.48 |
2.54 |
1.06 |
71.6% |
3.75 |
| ATR |
2.57 |
2.57 |
0.00 |
-0.1% |
0.00 |
| Volume |
367,023 |
304,092 |
-62,931 |
-17.1% |
1,646,389 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.42 |
75.98 |
70.85 |
|
| R3 |
74.88 |
73.44 |
70.15 |
|
| R2 |
72.34 |
72.34 |
69.92 |
|
| R1 |
70.90 |
70.90 |
69.68 |
70.35 |
| PP |
69.80 |
69.80 |
69.80 |
69.53 |
| S1 |
68.36 |
68.36 |
69.22 |
67.81 |
| S2 |
67.26 |
67.26 |
68.98 |
|
| S3 |
64.72 |
65.82 |
68.75 |
|
| S4 |
62.18 |
63.28 |
68.05 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.20 |
80.32 |
72.99 |
|
| R3 |
78.45 |
76.57 |
71.96 |
|
| R2 |
74.70 |
74.70 |
71.62 |
|
| R1 |
72.82 |
72.82 |
71.27 |
73.76 |
| PP |
70.95 |
70.95 |
70.95 |
71.43 |
| S1 |
69.07 |
69.07 |
70.59 |
70.01 |
| S2 |
67.20 |
67.20 |
70.24 |
|
| S3 |
63.45 |
65.32 |
69.90 |
|
| S4 |
59.70 |
61.57 |
68.87 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.84 |
68.71 |
4.13 |
5.9% |
2.22 |
3.2% |
18% |
False |
True |
318,642 |
| 10 |
72.84 |
62.70 |
10.14 |
14.6% |
2.94 |
4.2% |
67% |
False |
False |
325,768 |
| 20 |
72.84 |
60.55 |
12.29 |
17.7% |
2.55 |
3.7% |
72% |
False |
False |
278,102 |
| 40 |
74.25 |
59.30 |
14.95 |
21.5% |
2.62 |
3.8% |
68% |
False |
False |
177,428 |
| 60 |
74.66 |
59.30 |
15.36 |
22.1% |
2.47 |
3.6% |
66% |
False |
False |
130,577 |
| 80 |
74.66 |
51.96 |
22.70 |
32.7% |
2.36 |
3.4% |
77% |
False |
False |
102,228 |
| 100 |
74.66 |
51.96 |
22.70 |
32.7% |
2.26 |
3.3% |
77% |
False |
False |
83,779 |
| 120 |
74.66 |
45.32 |
29.34 |
42.2% |
2.30 |
3.3% |
82% |
False |
False |
71,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.05 |
|
2.618 |
77.90 |
|
1.618 |
75.36 |
|
1.000 |
73.79 |
|
0.618 |
72.82 |
|
HIGH |
71.25 |
|
0.618 |
70.28 |
|
0.500 |
69.98 |
|
0.382 |
69.68 |
|
LOW |
68.71 |
|
0.618 |
67.14 |
|
1.000 |
66.17 |
|
1.618 |
64.60 |
|
2.618 |
62.06 |
|
4.250 |
57.92 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.98 |
70.78 |
| PP |
69.80 |
70.33 |
| S1 |
69.63 |
69.89 |
|