NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.88 |
73.75 |
0.87 |
1.2% |
69.70 |
| High |
74.72 |
74.81 |
0.09 |
0.1% |
74.72 |
| Low |
72.03 |
73.57 |
1.54 |
2.1% |
67.42 |
| Close |
73.89 |
74.37 |
0.48 |
0.6% |
73.89 |
| Range |
2.69 |
1.24 |
-1.45 |
-53.9% |
7.30 |
| ATR |
2.68 |
2.58 |
-0.10 |
-3.8% |
0.00 |
| Volume |
241,477 |
246,228 |
4,751 |
2.0% |
1,144,984 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.97 |
77.41 |
75.05 |
|
| R3 |
76.73 |
76.17 |
74.71 |
|
| R2 |
75.49 |
75.49 |
74.60 |
|
| R1 |
74.93 |
74.93 |
74.48 |
75.21 |
| PP |
74.25 |
74.25 |
74.25 |
74.39 |
| S1 |
73.69 |
73.69 |
74.26 |
73.97 |
| S2 |
73.01 |
73.01 |
74.14 |
|
| S3 |
71.77 |
72.45 |
74.03 |
|
| S4 |
70.53 |
71.21 |
73.69 |
|
|
| 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 |
74.81 |
67.94 |
6.87 |
9.2% |
2.81 |
3.8% |
94% |
True |
False |
248,571 |
| 10 |
74.81 |
67.42 |
7.39 |
9.9% |
2.73 |
3.7% |
94% |
True |
False |
207,629 |
| 20 |
74.81 |
64.69 |
10.12 |
13.6% |
2.77 |
3.7% |
96% |
True |
False |
155,812 |
| 40 |
74.85 |
60.43 |
14.42 |
19.4% |
2.53 |
3.4% |
97% |
False |
False |
98,844 |
| 60 |
75.27 |
60.43 |
14.84 |
20.0% |
2.45 |
3.3% |
94% |
False |
False |
70,897 |
| 80 |
75.27 |
58.40 |
16.87 |
22.7% |
2.28 |
3.1% |
95% |
False |
False |
55,754 |
| 100 |
75.27 |
53.00 |
22.27 |
29.9% |
2.14 |
2.9% |
96% |
False |
False |
46,027 |
| 120 |
75.27 |
48.64 |
26.63 |
35.8% |
2.08 |
2.8% |
97% |
False |
False |
39,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.08 |
|
2.618 |
78.06 |
|
1.618 |
76.82 |
|
1.000 |
76.05 |
|
0.618 |
75.58 |
|
HIGH |
74.81 |
|
0.618 |
74.34 |
|
0.500 |
74.19 |
|
0.382 |
74.04 |
|
LOW |
73.57 |
|
0.618 |
72.80 |
|
1.000 |
72.33 |
|
1.618 |
71.56 |
|
2.618 |
70.32 |
|
4.250 |
68.30 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.31 |
74.05 |
| PP |
74.25 |
73.74 |
| S1 |
74.19 |
73.42 |
|