NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.55 |
72.88 |
-0.67 |
-0.9% |
69.70 |
| High |
74.07 |
74.72 |
0.65 |
0.9% |
74.72 |
| Low |
72.53 |
72.03 |
-0.50 |
-0.7% |
67.42 |
| Close |
72.91 |
73.89 |
0.98 |
1.3% |
73.89 |
| Range |
1.54 |
2.69 |
1.15 |
74.7% |
7.30 |
| ATR |
2.68 |
2.68 |
0.00 |
0.0% |
0.00 |
| Volume |
376,871 |
241,477 |
-135,394 |
-35.9% |
1,144,984 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.62 |
80.44 |
75.37 |
|
| R3 |
78.93 |
77.75 |
74.63 |
|
| R2 |
76.24 |
76.24 |
74.38 |
|
| R1 |
75.06 |
75.06 |
74.14 |
75.65 |
| PP |
73.55 |
73.55 |
73.55 |
73.84 |
| S1 |
72.37 |
72.37 |
73.64 |
72.96 |
| S2 |
70.86 |
70.86 |
73.40 |
|
| S3 |
68.17 |
69.68 |
73.15 |
|
| S4 |
65.48 |
66.99 |
72.41 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.91 |
91.20 |
77.91 |
|
| R3 |
86.61 |
83.90 |
75.90 |
|
| R2 |
79.31 |
79.31 |
75.23 |
|
| R1 |
76.60 |
76.60 |
74.56 |
77.96 |
| PP |
72.01 |
72.01 |
72.01 |
72.69 |
| S1 |
69.30 |
69.30 |
73.22 |
70.66 |
| S2 |
64.71 |
64.71 |
72.55 |
|
| S3 |
57.41 |
62.00 |
71.88 |
|
| S4 |
50.11 |
54.70 |
69.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.72 |
67.42 |
7.30 |
9.9% |
3.03 |
4.1% |
89% |
True |
False |
228,996 |
| 10 |
74.72 |
67.42 |
7.30 |
9.9% |
2.75 |
3.7% |
89% |
True |
False |
199,537 |
| 20 |
74.72 |
64.69 |
10.03 |
13.6% |
2.77 |
3.7% |
92% |
True |
False |
146,370 |
| 40 |
74.85 |
60.43 |
14.42 |
19.5% |
2.58 |
3.5% |
93% |
False |
False |
93,007 |
| 60 |
75.27 |
60.43 |
14.84 |
20.1% |
2.46 |
3.3% |
91% |
False |
False |
66,974 |
| 80 |
75.27 |
55.52 |
19.75 |
26.7% |
2.29 |
3.1% |
93% |
False |
False |
52,766 |
| 100 |
75.27 |
53.00 |
22.27 |
30.1% |
2.14 |
2.9% |
94% |
False |
False |
43,651 |
| 120 |
75.27 |
48.64 |
26.63 |
36.0% |
2.08 |
2.8% |
95% |
False |
False |
37,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.15 |
|
2.618 |
81.76 |
|
1.618 |
79.07 |
|
1.000 |
77.41 |
|
0.618 |
76.38 |
|
HIGH |
74.72 |
|
0.618 |
73.69 |
|
0.500 |
73.38 |
|
0.382 |
73.06 |
|
LOW |
72.03 |
|
0.618 |
70.37 |
|
1.000 |
69.34 |
|
1.618 |
67.68 |
|
2.618 |
64.99 |
|
4.250 |
60.60 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.72 |
73.34 |
| PP |
73.55 |
72.80 |
| S1 |
73.38 |
72.25 |
|