NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.38 |
72.77 |
0.39 |
0.5% |
72.54 |
| High |
73.92 |
73.57 |
-0.35 |
-0.5% |
73.92 |
| Low |
71.88 |
69.25 |
-2.63 |
-3.7% |
69.25 |
| Close |
72.48 |
69.60 |
-2.88 |
-4.0% |
69.60 |
| Range |
2.04 |
4.32 |
2.28 |
111.8% |
4.67 |
| ATR |
2.40 |
2.54 |
0.14 |
5.7% |
0.00 |
| Volume |
184,593 |
161,677 |
-22,916 |
-12.4% |
850,393 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.77 |
81.00 |
71.98 |
|
| R3 |
79.45 |
76.68 |
70.79 |
|
| R2 |
75.13 |
75.13 |
70.39 |
|
| R1 |
72.36 |
72.36 |
70.00 |
71.59 |
| PP |
70.81 |
70.81 |
70.81 |
70.42 |
| S1 |
68.04 |
68.04 |
69.20 |
67.27 |
| S2 |
66.49 |
66.49 |
68.81 |
|
| S3 |
62.17 |
63.72 |
68.41 |
|
| S4 |
57.85 |
59.40 |
67.22 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.93 |
81.94 |
72.17 |
|
| R3 |
80.26 |
77.27 |
70.88 |
|
| R2 |
75.59 |
75.59 |
70.46 |
|
| R1 |
72.60 |
72.60 |
70.03 |
71.76 |
| PP |
70.92 |
70.92 |
70.92 |
70.51 |
| S1 |
67.93 |
67.93 |
69.17 |
67.09 |
| S2 |
66.25 |
66.25 |
68.74 |
|
| S3 |
61.58 |
63.26 |
68.32 |
|
| S4 |
56.91 |
58.59 |
67.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.92 |
69.25 |
4.67 |
6.7% |
2.47 |
3.5% |
7% |
False |
True |
170,078 |
| 10 |
74.51 |
69.25 |
5.26 |
7.6% |
2.38 |
3.4% |
7% |
False |
True |
140,067 |
| 20 |
74.51 |
64.69 |
9.82 |
14.1% |
2.52 |
3.6% |
50% |
False |
False |
106,529 |
| 40 |
74.85 |
60.43 |
14.42 |
20.7% |
2.52 |
3.6% |
64% |
False |
False |
66,406 |
| 60 |
75.27 |
60.43 |
14.84 |
21.3% |
2.36 |
3.4% |
62% |
False |
False |
48,809 |
| 80 |
75.27 |
53.00 |
22.27 |
32.0% |
2.18 |
3.1% |
75% |
False |
False |
38,891 |
| 100 |
75.27 |
53.00 |
22.27 |
32.0% |
2.07 |
3.0% |
75% |
False |
False |
32,492 |
| 120 |
75.27 |
46.50 |
28.77 |
41.3% |
2.02 |
2.9% |
80% |
False |
False |
28,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.93 |
|
2.618 |
84.88 |
|
1.618 |
80.56 |
|
1.000 |
77.89 |
|
0.618 |
76.24 |
|
HIGH |
73.57 |
|
0.618 |
71.92 |
|
0.500 |
71.41 |
|
0.382 |
70.90 |
|
LOW |
69.25 |
|
0.618 |
66.58 |
|
1.000 |
64.93 |
|
1.618 |
62.26 |
|
2.618 |
57.94 |
|
4.250 |
50.89 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.41 |
71.59 |
| PP |
70.81 |
70.92 |
| S1 |
70.20 |
70.26 |
|