NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.00 |
69.85 |
-1.15 |
-1.6% |
73.75 |
| High |
73.36 |
71.37 |
-1.99 |
-2.7% |
75.00 |
| Low |
69.13 |
68.00 |
-1.13 |
-1.6% |
69.83 |
| Close |
69.96 |
68.05 |
-1.91 |
-2.7% |
72.74 |
| Range |
4.23 |
3.37 |
-0.86 |
-20.3% |
5.17 |
| ATR |
2.71 |
2.76 |
0.05 |
1.7% |
0.00 |
| Volume |
239,217 |
276,967 |
37,750 |
15.8% |
1,307,560 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.25 |
77.02 |
69.90 |
|
| R3 |
75.88 |
73.65 |
68.98 |
|
| R2 |
72.51 |
72.51 |
68.67 |
|
| R1 |
70.28 |
70.28 |
68.36 |
69.71 |
| PP |
69.14 |
69.14 |
69.14 |
68.86 |
| S1 |
66.91 |
66.91 |
67.74 |
66.34 |
| S2 |
65.77 |
65.77 |
67.43 |
|
| S3 |
62.40 |
63.54 |
67.12 |
|
| S4 |
59.03 |
60.17 |
66.20 |
|
|
| 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 |
73.52 |
68.00 |
5.52 |
8.1% |
2.89 |
4.2% |
1% |
False |
True |
273,762 |
| 10 |
75.00 |
68.00 |
7.00 |
10.3% |
2.83 |
4.2% |
1% |
False |
True |
267,717 |
| 20 |
75.00 |
67.42 |
7.58 |
11.1% |
2.69 |
4.0% |
8% |
False |
False |
207,181 |
| 40 |
75.00 |
60.43 |
14.57 |
21.4% |
2.57 |
3.8% |
52% |
False |
False |
134,581 |
| 60 |
75.27 |
60.43 |
14.84 |
21.8% |
2.52 |
3.7% |
51% |
False |
False |
95,553 |
| 80 |
75.27 |
59.20 |
16.07 |
23.6% |
2.39 |
3.5% |
55% |
False |
False |
74,590 |
| 100 |
75.27 |
53.00 |
22.27 |
32.7% |
2.21 |
3.2% |
68% |
False |
False |
61,315 |
| 120 |
75.27 |
49.73 |
25.54 |
37.5% |
2.14 |
3.1% |
72% |
False |
False |
52,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.69 |
|
2.618 |
80.19 |
|
1.618 |
76.82 |
|
1.000 |
74.74 |
|
0.618 |
73.45 |
|
HIGH |
71.37 |
|
0.618 |
70.08 |
|
0.500 |
69.69 |
|
0.382 |
69.29 |
|
LOW |
68.00 |
|
0.618 |
65.92 |
|
1.000 |
64.63 |
|
1.618 |
62.55 |
|
2.618 |
59.18 |
|
4.250 |
53.68 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.69 |
70.76 |
| PP |
69.14 |
69.86 |
| S1 |
68.60 |
68.95 |
|