NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
68.81 |
71.90 |
3.09 |
4.5% |
72.54 |
| High |
71.98 |
74.31 |
2.33 |
3.2% |
73.92 |
| Low |
67.94 |
69.78 |
1.84 |
2.7% |
69.25 |
| Close |
71.09 |
73.83 |
2.74 |
3.9% |
69.60 |
| Range |
4.04 |
4.53 |
0.49 |
12.1% |
4.67 |
| ATR |
2.63 |
2.77 |
0.14 |
5.1% |
0.00 |
| Volume |
143,205 |
235,078 |
91,873 |
64.2% |
850,393 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.23 |
84.56 |
76.32 |
|
| R3 |
81.70 |
80.03 |
75.08 |
|
| R2 |
77.17 |
77.17 |
74.66 |
|
| R1 |
75.50 |
75.50 |
74.25 |
76.34 |
| PP |
72.64 |
72.64 |
72.64 |
73.06 |
| S1 |
70.97 |
70.97 |
73.41 |
71.81 |
| S2 |
68.11 |
68.11 |
73.00 |
|
| S3 |
63.58 |
66.44 |
72.58 |
|
| S4 |
59.05 |
61.91 |
71.34 |
|
|
| 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 |
74.31 |
67.42 |
6.89 |
9.3% |
3.46 |
4.7% |
93% |
True |
False |
174,581 |
| 10 |
74.51 |
67.42 |
7.09 |
9.6% |
2.76 |
3.7% |
90% |
False |
False |
160,879 |
| 20 |
74.51 |
64.69 |
9.82 |
13.3% |
2.78 |
3.8% |
93% |
False |
False |
124,697 |
| 40 |
74.85 |
60.43 |
14.42 |
19.5% |
2.60 |
3.5% |
93% |
False |
False |
78,472 |
| 60 |
75.27 |
60.43 |
14.84 |
20.1% |
2.46 |
3.3% |
90% |
False |
False |
57,108 |
| 80 |
75.27 |
54.66 |
20.61 |
27.9% |
2.26 |
3.1% |
93% |
False |
False |
45,212 |
| 100 |
75.27 |
53.00 |
22.27 |
30.2% |
2.13 |
2.9% |
94% |
False |
False |
37,605 |
| 120 |
75.27 |
46.50 |
28.77 |
39.0% |
2.07 |
2.8% |
95% |
False |
False |
32,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.56 |
|
2.618 |
86.17 |
|
1.618 |
81.64 |
|
1.000 |
78.84 |
|
0.618 |
77.11 |
|
HIGH |
74.31 |
|
0.618 |
72.58 |
|
0.500 |
72.05 |
|
0.382 |
71.51 |
|
LOW |
69.78 |
|
0.618 |
66.98 |
|
1.000 |
65.25 |
|
1.618 |
62.45 |
|
2.618 |
57.92 |
|
4.250 |
50.53 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.24 |
72.84 |
| PP |
72.64 |
71.85 |
| S1 |
72.05 |
70.87 |
|