NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
70.25 |
72.15 |
1.90 |
2.7% |
70.67 |
| High |
72.80 |
72.88 |
0.08 |
0.1% |
72.21 |
| Low |
68.05 |
71.65 |
3.60 |
5.3% |
67.12 |
| Close |
72.42 |
72.54 |
0.12 |
0.2% |
67.51 |
| Range |
4.75 |
1.23 |
-3.52 |
-74.1% |
5.09 |
| ATR |
2.90 |
2.78 |
-0.12 |
-4.1% |
0.00 |
| Volume |
182,990 |
126,681 |
-56,309 |
-30.8% |
1,725,432 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.05 |
75.52 |
73.22 |
|
| R3 |
74.82 |
74.29 |
72.88 |
|
| R2 |
73.59 |
73.59 |
72.77 |
|
| R1 |
73.06 |
73.06 |
72.65 |
73.33 |
| PP |
72.36 |
72.36 |
72.36 |
72.49 |
| S1 |
71.83 |
71.83 |
72.43 |
72.10 |
| S2 |
71.13 |
71.13 |
72.31 |
|
| S3 |
69.90 |
70.60 |
72.20 |
|
| S4 |
68.67 |
69.37 |
71.86 |
|
|
| 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 |
72.88 |
65.23 |
7.65 |
10.5% |
3.42 |
4.7% |
96% |
True |
False |
243,514 |
| 10 |
72.88 |
65.23 |
7.65 |
10.5% |
2.80 |
3.9% |
96% |
True |
False |
294,870 |
| 20 |
72.88 |
62.70 |
10.18 |
14.0% |
2.82 |
3.9% |
97% |
True |
False |
299,534 |
| 40 |
74.25 |
59.30 |
14.95 |
20.6% |
2.69 |
3.7% |
89% |
False |
False |
217,530 |
| 60 |
74.66 |
59.30 |
15.36 |
21.2% |
2.60 |
3.6% |
86% |
False |
False |
160,212 |
| 80 |
74.66 |
53.57 |
21.09 |
29.1% |
2.48 |
3.4% |
90% |
False |
False |
125,418 |
| 100 |
74.66 |
51.96 |
22.70 |
31.3% |
2.36 |
3.3% |
91% |
False |
False |
102,757 |
| 120 |
74.66 |
47.25 |
27.41 |
37.8% |
2.33 |
3.2% |
92% |
False |
False |
87,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.11 |
|
2.618 |
76.10 |
|
1.618 |
74.87 |
|
1.000 |
74.11 |
|
0.618 |
73.64 |
|
HIGH |
72.88 |
|
0.618 |
72.41 |
|
0.500 |
72.27 |
|
0.382 |
72.12 |
|
LOW |
71.65 |
|
0.618 |
70.89 |
|
1.000 |
70.42 |
|
1.618 |
69.66 |
|
2.618 |
68.43 |
|
4.250 |
66.42 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.45 |
71.53 |
| PP |
72.36 |
70.51 |
| S1 |
72.27 |
69.50 |
|