NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.86 |
71.00 |
-1.86 |
-2.6% |
73.75 |
| High |
73.52 |
73.36 |
-0.16 |
-0.2% |
75.00 |
| Low |
71.78 |
69.13 |
-2.65 |
-3.7% |
69.83 |
| Close |
72.74 |
69.96 |
-2.78 |
-3.8% |
72.74 |
| Range |
1.74 |
4.23 |
2.49 |
143.1% |
5.17 |
| ATR |
2.59 |
2.71 |
0.12 |
4.5% |
0.00 |
| Volume |
272,730 |
239,217 |
-33,513 |
-12.3% |
1,307,560 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.51 |
80.96 |
72.29 |
|
| R3 |
79.28 |
76.73 |
71.12 |
|
| R2 |
75.05 |
75.05 |
70.74 |
|
| R1 |
72.50 |
72.50 |
70.35 |
71.66 |
| PP |
70.82 |
70.82 |
70.82 |
70.40 |
| S1 |
68.27 |
68.27 |
69.57 |
67.43 |
| S2 |
66.59 |
66.59 |
69.18 |
|
| S3 |
62.36 |
64.04 |
68.80 |
|
| S4 |
58.13 |
59.81 |
67.63 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.03 |
85.56 |
75.58 |
|
| R3 |
82.86 |
80.39 |
74.16 |
|
| R2 |
77.69 |
77.69 |
73.69 |
|
| R1 |
75.22 |
75.22 |
73.21 |
73.87 |
| PP |
72.52 |
72.52 |
72.52 |
71.85 |
| S1 |
70.05 |
70.05 |
72.27 |
68.70 |
| S2 |
67.35 |
67.35 |
71.79 |
|
| S3 |
62.18 |
64.88 |
71.32 |
|
| S4 |
57.01 |
59.71 |
69.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.00 |
69.13 |
5.87 |
8.4% |
2.99 |
4.3% |
14% |
False |
True |
260,109 |
| 10 |
75.00 |
67.94 |
7.06 |
10.1% |
2.90 |
4.1% |
29% |
False |
False |
254,340 |
| 20 |
75.00 |
67.42 |
7.58 |
10.8% |
2.61 |
3.7% |
34% |
False |
False |
199,239 |
| 40 |
75.00 |
60.43 |
14.57 |
20.8% |
2.55 |
3.6% |
65% |
False |
False |
128,481 |
| 60 |
75.27 |
60.43 |
14.84 |
21.2% |
2.49 |
3.6% |
64% |
False |
False |
91,207 |
| 80 |
75.27 |
59.20 |
16.07 |
23.0% |
2.37 |
3.4% |
67% |
False |
False |
71,273 |
| 100 |
75.27 |
53.00 |
22.27 |
31.8% |
2.20 |
3.1% |
76% |
False |
False |
58,620 |
| 120 |
75.27 |
49.73 |
25.54 |
36.5% |
2.12 |
3.0% |
79% |
False |
False |
49,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.34 |
|
2.618 |
84.43 |
|
1.618 |
80.20 |
|
1.000 |
77.59 |
|
0.618 |
75.97 |
|
HIGH |
73.36 |
|
0.618 |
71.74 |
|
0.500 |
71.25 |
|
0.382 |
70.75 |
|
LOW |
69.13 |
|
0.618 |
66.52 |
|
1.000 |
64.90 |
|
1.618 |
62.29 |
|
2.618 |
58.06 |
|
4.250 |
51.15 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.25 |
71.33 |
| PP |
70.82 |
70.87 |
| S1 |
70.39 |
70.42 |
|