NYMEX Light Sweet Crude Oil Future October 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 |
72.72 |
71.53 |
-1.19 |
-1.6% |
71.15 |
| High |
73.26 |
72.73 |
-0.53 |
-0.7% |
74.51 |
| Low |
70.74 |
70.68 |
-0.06 |
-0.1% |
70.78 |
| Close |
71.35 |
72.01 |
0.66 |
0.9% |
72.78 |
| Range |
2.52 |
2.05 |
-0.47 |
-18.7% |
3.73 |
| ATR |
2.46 |
2.43 |
-0.03 |
-1.2% |
0.00 |
| Volume |
143,071 |
195,742 |
52,671 |
36.8% |
550,279 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.96 |
77.03 |
73.14 |
|
| R3 |
75.91 |
74.98 |
72.57 |
|
| R2 |
73.86 |
73.86 |
72.39 |
|
| R1 |
72.93 |
72.93 |
72.20 |
73.40 |
| PP |
71.81 |
71.81 |
71.81 |
72.04 |
| S1 |
70.88 |
70.88 |
71.82 |
71.35 |
| S2 |
69.76 |
69.76 |
71.63 |
|
| S3 |
67.71 |
68.83 |
71.45 |
|
| S4 |
65.66 |
66.78 |
70.88 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.88 |
82.06 |
74.83 |
|
| R3 |
80.15 |
78.33 |
73.81 |
|
| R2 |
76.42 |
76.42 |
73.46 |
|
| R1 |
74.60 |
74.60 |
73.12 |
75.51 |
| PP |
72.69 |
72.69 |
72.69 |
73.15 |
| S1 |
70.87 |
70.87 |
72.44 |
71.78 |
| S2 |
68.96 |
68.96 |
72.10 |
|
| S3 |
65.23 |
67.14 |
71.75 |
|
| S4 |
61.50 |
63.41 |
70.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.51 |
70.68 |
3.83 |
5.3% |
2.07 |
2.9% |
35% |
False |
True |
147,176 |
| 10 |
74.51 |
64.82 |
9.69 |
13.5% |
2.62 |
3.6% |
74% |
False |
False |
124,951 |
| 20 |
74.51 |
62.79 |
11.72 |
16.3% |
2.43 |
3.4% |
79% |
False |
False |
93,582 |
| 40 |
74.85 |
60.43 |
14.42 |
20.0% |
2.48 |
3.4% |
80% |
False |
False |
58,480 |
| 60 |
75.27 |
60.43 |
14.84 |
20.6% |
2.30 |
3.2% |
78% |
False |
False |
43,363 |
| 80 |
75.27 |
53.00 |
22.27 |
30.9% |
2.12 |
2.9% |
85% |
False |
False |
34,821 |
| 100 |
75.27 |
53.00 |
22.27 |
30.9% |
2.03 |
2.8% |
85% |
False |
False |
29,177 |
| 120 |
75.27 |
46.50 |
28.77 |
40.0% |
2.00 |
2.8% |
89% |
False |
False |
25,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.44 |
|
2.618 |
78.10 |
|
1.618 |
76.05 |
|
1.000 |
74.78 |
|
0.618 |
74.00 |
|
HIGH |
72.73 |
|
0.618 |
71.95 |
|
0.500 |
71.71 |
|
0.382 |
71.46 |
|
LOW |
70.68 |
|
0.618 |
69.41 |
|
1.000 |
68.63 |
|
1.618 |
67.36 |
|
2.618 |
65.31 |
|
4.250 |
61.97 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.91 |
72.05 |
| PP |
71.81 |
72.03 |
| S1 |
71.71 |
72.02 |
|