NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.19 |
67.87 |
-0.32 |
-0.5% |
71.00 |
| High |
69.70 |
71.79 |
2.09 |
3.0% |
73.36 |
| Low |
67.12 |
67.54 |
0.42 |
0.6% |
67.05 |
| Close |
68.02 |
71.10 |
3.08 |
4.5% |
68.02 |
| Range |
2.58 |
4.25 |
1.67 |
64.7% |
6.31 |
| ATR |
2.61 |
2.73 |
0.12 |
4.5% |
0.00 |
| Volume |
231,967 |
229,782 |
-2,185 |
-0.9% |
1,354,483 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.89 |
81.25 |
73.44 |
|
| R3 |
78.64 |
77.00 |
72.27 |
|
| R2 |
74.39 |
74.39 |
71.88 |
|
| R1 |
72.75 |
72.75 |
71.49 |
73.57 |
| PP |
70.14 |
70.14 |
70.14 |
70.56 |
| S1 |
68.50 |
68.50 |
70.71 |
69.32 |
| S2 |
65.89 |
65.89 |
70.32 |
|
| S3 |
61.64 |
64.25 |
69.93 |
|
| S4 |
57.39 |
60.00 |
68.76 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.41 |
84.52 |
71.49 |
|
| R3 |
82.10 |
78.21 |
69.76 |
|
| R2 |
75.79 |
75.79 |
69.18 |
|
| R1 |
71.90 |
71.90 |
68.60 |
70.69 |
| PP |
69.48 |
69.48 |
69.48 |
68.87 |
| S1 |
65.59 |
65.59 |
67.44 |
64.38 |
| S2 |
63.17 |
63.17 |
66.86 |
|
| S3 |
56.86 |
59.28 |
66.28 |
|
| S4 |
50.55 |
52.97 |
64.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.79 |
67.05 |
4.74 |
6.7% |
2.74 |
3.9% |
85% |
True |
False |
269,009 |
| 10 |
75.00 |
67.05 |
7.95 |
11.2% |
2.86 |
4.0% |
51% |
False |
False |
264,559 |
| 20 |
75.00 |
67.05 |
7.95 |
11.2% |
2.80 |
3.9% |
51% |
False |
False |
236,094 |
| 40 |
75.00 |
61.15 |
13.85 |
19.5% |
2.61 |
3.7% |
72% |
False |
False |
158,002 |
| 60 |
75.00 |
60.43 |
14.57 |
20.5% |
2.59 |
3.6% |
73% |
False |
False |
112,388 |
| 80 |
75.27 |
59.26 |
16.01 |
22.5% |
2.43 |
3.4% |
74% |
False |
False |
87,490 |
| 100 |
75.27 |
53.00 |
22.27 |
31.3% |
2.27 |
3.2% |
81% |
False |
False |
71,785 |
| 120 |
75.27 |
53.00 |
22.27 |
31.3% |
2.14 |
3.0% |
81% |
False |
False |
60,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.85 |
|
2.618 |
82.92 |
|
1.618 |
78.67 |
|
1.000 |
76.04 |
|
0.618 |
74.42 |
|
HIGH |
71.79 |
|
0.618 |
70.17 |
|
0.500 |
69.67 |
|
0.382 |
69.16 |
|
LOW |
67.54 |
|
0.618 |
64.91 |
|
1.000 |
63.29 |
|
1.618 |
60.66 |
|
2.618 |
56.41 |
|
4.250 |
49.48 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.62 |
70.55 |
| PP |
70.14 |
70.00 |
| S1 |
69.67 |
69.46 |
|