NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
70.76 |
69.67 |
-1.09 |
-1.5% |
69.30 |
| High |
71.25 |
71.13 |
-0.12 |
-0.2% |
72.84 |
| Low |
68.71 |
68.84 |
0.13 |
0.2% |
69.09 |
| Close |
69.45 |
70.16 |
0.71 |
1.0% |
70.93 |
| Range |
2.54 |
2.29 |
-0.25 |
-9.8% |
3.75 |
| ATR |
2.57 |
2.55 |
-0.02 |
-0.8% |
0.00 |
| Volume |
304,092 |
389,079 |
84,987 |
27.9% |
1,646,389 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.91 |
75.83 |
71.42 |
|
| R3 |
74.62 |
73.54 |
70.79 |
|
| R2 |
72.33 |
72.33 |
70.58 |
|
| R1 |
71.25 |
71.25 |
70.37 |
71.79 |
| PP |
70.04 |
70.04 |
70.04 |
70.32 |
| S1 |
68.96 |
68.96 |
69.95 |
69.50 |
| S2 |
67.75 |
67.75 |
69.74 |
|
| S3 |
65.46 |
66.67 |
69.53 |
|
| S4 |
63.17 |
64.38 |
68.90 |
|
|
| 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% |
2.20 |
3.1% |
35% |
False |
False |
339,283 |
| 10 |
72.84 |
62.76 |
10.08 |
14.4% |
2.74 |
3.9% |
73% |
False |
False |
339,321 |
| 20 |
72.84 |
61.45 |
11.39 |
16.2% |
2.54 |
3.6% |
76% |
False |
False |
289,927 |
| 40 |
74.25 |
59.30 |
14.95 |
21.3% |
2.62 |
3.7% |
73% |
False |
False |
186,319 |
| 60 |
74.66 |
59.30 |
15.36 |
21.9% |
2.48 |
3.5% |
71% |
False |
False |
136,776 |
| 80 |
74.66 |
51.96 |
22.70 |
32.4% |
2.36 |
3.4% |
80% |
False |
False |
106,960 |
| 100 |
74.66 |
51.96 |
22.70 |
32.4% |
2.27 |
3.2% |
80% |
False |
False |
87,593 |
| 120 |
74.66 |
45.78 |
28.88 |
41.2% |
2.30 |
3.3% |
84% |
False |
False |
74,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.86 |
|
2.618 |
77.13 |
|
1.618 |
74.84 |
|
1.000 |
73.42 |
|
0.618 |
72.55 |
|
HIGH |
71.13 |
|
0.618 |
70.26 |
|
0.500 |
69.99 |
|
0.382 |
69.71 |
|
LOW |
68.84 |
|
0.618 |
67.42 |
|
1.000 |
66.55 |
|
1.618 |
65.13 |
|
2.618 |
62.84 |
|
4.250 |
59.11 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.10 |
70.15 |
| PP |
70.04 |
70.15 |
| S1 |
69.99 |
70.14 |
|