NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
71.35 |
71.36 |
0.01 |
0.0% |
69.70 |
| High |
72.64 |
72.95 |
0.31 |
0.4% |
74.72 |
| Low |
70.67 |
69.83 |
-0.84 |
-1.2% |
67.42 |
| Close |
71.43 |
72.49 |
1.06 |
1.5% |
73.89 |
| Range |
1.97 |
3.12 |
1.15 |
58.4% |
7.30 |
| ATR |
2.62 |
2.66 |
0.04 |
1.4% |
0.00 |
| Volume |
324,399 |
255,501 |
-68,898 |
-21.2% |
1,144,984 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.12 |
79.92 |
74.21 |
|
| R3 |
78.00 |
76.80 |
73.35 |
|
| R2 |
74.88 |
74.88 |
73.06 |
|
| R1 |
73.68 |
73.68 |
72.78 |
74.28 |
| PP |
71.76 |
71.76 |
71.76 |
72.06 |
| S1 |
70.56 |
70.56 |
72.20 |
71.16 |
| S2 |
68.64 |
68.64 |
71.92 |
|
| S3 |
65.52 |
67.44 |
71.63 |
|
| S4 |
62.40 |
64.32 |
70.77 |
|
|
| 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 |
75.00 |
69.83 |
5.17 |
7.1% |
2.58 |
3.6% |
51% |
False |
True |
255,261 |
| 10 |
75.00 |
67.42 |
7.58 |
10.5% |
2.97 |
4.1% |
67% |
False |
False |
234,149 |
| 20 |
75.00 |
66.92 |
8.08 |
11.1% |
2.68 |
3.7% |
69% |
False |
False |
183,769 |
| 40 |
75.00 |
60.43 |
14.57 |
20.1% |
2.49 |
3.4% |
83% |
False |
False |
116,945 |
| 60 |
75.27 |
60.43 |
14.84 |
20.5% |
2.46 |
3.4% |
81% |
False |
False |
83,229 |
| 80 |
75.27 |
59.20 |
16.07 |
22.2% |
2.34 |
3.2% |
83% |
False |
False |
65,228 |
| 100 |
75.27 |
53.00 |
22.27 |
30.7% |
2.18 |
3.0% |
88% |
False |
False |
53,684 |
| 120 |
75.27 |
48.64 |
26.63 |
36.7% |
2.11 |
2.9% |
90% |
False |
False |
45,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.21 |
|
2.618 |
81.12 |
|
1.618 |
78.00 |
|
1.000 |
76.07 |
|
0.618 |
74.88 |
|
HIGH |
72.95 |
|
0.618 |
71.76 |
|
0.500 |
71.39 |
|
0.382 |
71.02 |
|
LOW |
69.83 |
|
0.618 |
67.90 |
|
1.000 |
66.71 |
|
1.618 |
64.78 |
|
2.618 |
61.66 |
|
4.250 |
56.57 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.12 |
72.47 |
| PP |
71.76 |
72.44 |
| S1 |
71.39 |
72.42 |
|