NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
70.90 |
67.69 |
-3.21 |
-4.5% |
70.67 |
| High |
71.60 |
67.69 |
-3.91 |
-5.5% |
72.21 |
| Low |
67.12 |
65.23 |
-1.89 |
-2.8% |
67.12 |
| Close |
67.51 |
66.75 |
-0.76 |
-1.1% |
67.51 |
| Range |
4.48 |
2.46 |
-2.02 |
-45.1% |
5.09 |
| ATR |
2.66 |
2.65 |
-0.01 |
-0.5% |
0.00 |
| Volume |
322,969 |
320,144 |
-2,825 |
-0.9% |
1,725,432 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.94 |
72.80 |
68.10 |
|
| R3 |
71.48 |
70.34 |
67.43 |
|
| R2 |
69.02 |
69.02 |
67.20 |
|
| R1 |
67.88 |
67.88 |
66.98 |
67.22 |
| PP |
66.56 |
66.56 |
66.56 |
66.23 |
| S1 |
65.42 |
65.42 |
66.52 |
64.76 |
| S2 |
64.10 |
64.10 |
66.30 |
|
| S3 |
61.64 |
62.96 |
66.07 |
|
| S4 |
59.18 |
60.50 |
65.40 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.22 |
80.95 |
70.31 |
|
| R3 |
79.13 |
75.86 |
68.91 |
|
| R2 |
74.04 |
74.04 |
68.44 |
|
| R1 |
70.77 |
70.77 |
67.98 |
69.86 |
| PP |
68.95 |
68.95 |
68.95 |
68.49 |
| S1 |
65.68 |
65.68 |
67.04 |
64.77 |
| S2 |
63.86 |
63.86 |
66.58 |
|
| S3 |
58.77 |
60.59 |
66.11 |
|
| S4 |
53.68 |
55.50 |
64.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.21 |
65.23 |
6.98 |
10.5% |
2.79 |
4.2% |
22% |
False |
True |
335,710 |
| 10 |
72.84 |
65.23 |
7.61 |
11.4% |
2.43 |
3.6% |
20% |
False |
True |
329,112 |
| 20 |
72.84 |
62.70 |
10.14 |
15.2% |
2.67 |
4.0% |
40% |
False |
False |
313,525 |
| 40 |
74.25 |
59.30 |
14.95 |
22.4% |
2.63 |
3.9% |
50% |
False |
False |
207,185 |
| 60 |
74.66 |
59.30 |
15.36 |
23.0% |
2.54 |
3.8% |
49% |
False |
False |
151,857 |
| 80 |
74.66 |
51.96 |
22.70 |
34.0% |
2.42 |
3.6% |
65% |
False |
False |
118,735 |
| 100 |
74.66 |
51.96 |
22.70 |
34.0% |
2.32 |
3.5% |
65% |
False |
False |
97,201 |
| 120 |
74.66 |
45.78 |
28.88 |
43.3% |
2.32 |
3.5% |
73% |
False |
False |
82,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.15 |
|
2.618 |
74.13 |
|
1.618 |
71.67 |
|
1.000 |
70.15 |
|
0.618 |
69.21 |
|
HIGH |
67.69 |
|
0.618 |
66.75 |
|
0.500 |
66.46 |
|
0.382 |
66.17 |
|
LOW |
65.23 |
|
0.618 |
63.71 |
|
1.000 |
62.77 |
|
1.618 |
61.25 |
|
2.618 |
58.79 |
|
4.250 |
54.78 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.65 |
68.72 |
| PP |
66.56 |
68.06 |
| S1 |
66.46 |
67.41 |
|