NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.85 |
67.70 |
-2.15 |
-3.1% |
73.75 |
| High |
71.37 |
68.80 |
-2.57 |
-3.6% |
75.00 |
| Low |
68.00 |
67.05 |
-0.95 |
-1.4% |
69.83 |
| Close |
68.05 |
68.05 |
0.00 |
0.0% |
72.74 |
| Range |
3.37 |
1.75 |
-1.62 |
-48.1% |
5.17 |
| ATR |
2.76 |
2.68 |
-0.07 |
-2.6% |
0.00 |
| Volume |
276,967 |
336,835 |
59,868 |
21.6% |
1,307,560 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.22 |
72.38 |
69.01 |
|
| R3 |
71.47 |
70.63 |
68.53 |
|
| R2 |
69.72 |
69.72 |
68.37 |
|
| R1 |
68.88 |
68.88 |
68.21 |
69.30 |
| PP |
67.97 |
67.97 |
67.97 |
68.18 |
| S1 |
67.13 |
67.13 |
67.89 |
67.55 |
| S2 |
66.22 |
66.22 |
67.73 |
|
| S3 |
64.47 |
65.38 |
67.57 |
|
| S4 |
62.72 |
63.63 |
67.09 |
|
|
| 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 |
67.05 |
6.47 |
9.5% |
2.84 |
4.2% |
15% |
False |
True |
276,250 |
| 10 |
75.00 |
67.05 |
7.95 |
11.7% |
2.55 |
3.8% |
13% |
False |
True |
277,892 |
| 20 |
75.00 |
67.05 |
7.95 |
11.7% |
2.66 |
3.9% |
13% |
False |
True |
219,385 |
| 40 |
75.00 |
60.43 |
14.57 |
21.4% |
2.55 |
3.8% |
52% |
False |
False |
142,208 |
| 60 |
75.27 |
60.43 |
14.84 |
21.8% |
2.53 |
3.7% |
51% |
False |
False |
100,982 |
| 80 |
75.27 |
59.20 |
16.07 |
23.6% |
2.39 |
3.5% |
55% |
False |
False |
78,715 |
| 100 |
75.27 |
53.00 |
22.27 |
32.7% |
2.21 |
3.2% |
68% |
False |
False |
64,628 |
| 120 |
75.27 |
52.34 |
22.93 |
33.7% |
2.13 |
3.1% |
69% |
False |
False |
55,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.24 |
|
2.618 |
73.38 |
|
1.618 |
71.63 |
|
1.000 |
70.55 |
|
0.618 |
69.88 |
|
HIGH |
68.80 |
|
0.618 |
68.13 |
|
0.500 |
67.93 |
|
0.382 |
67.72 |
|
LOW |
67.05 |
|
0.618 |
65.97 |
|
1.000 |
65.30 |
|
1.618 |
64.22 |
|
2.618 |
62.47 |
|
4.250 |
59.61 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.01 |
70.21 |
| PP |
67.97 |
69.49 |
| S1 |
67.93 |
68.77 |
|