NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.22 |
72.99 |
-1.23 |
-1.7% |
72.50 |
| High |
74.68 |
73.94 |
-0.74 |
-1.0% |
75.89 |
| Low |
72.22 |
72.12 |
-0.10 |
-0.1% |
72.10 |
| Close |
72.77 |
73.36 |
0.59 |
0.8% |
74.08 |
| Range |
2.46 |
1.82 |
-0.64 |
-26.0% |
3.79 |
| ATR |
2.34 |
2.31 |
-0.04 |
-1.6% |
0.00 |
| Volume |
42,890 |
56,557 |
13,667 |
31.9% |
231,857 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.60 |
77.80 |
74.36 |
|
| R3 |
76.78 |
75.98 |
73.86 |
|
| R2 |
74.96 |
74.96 |
73.69 |
|
| R1 |
74.16 |
74.16 |
73.53 |
74.56 |
| PP |
73.14 |
73.14 |
73.14 |
73.34 |
| S1 |
72.34 |
72.34 |
73.19 |
72.74 |
| S2 |
71.32 |
71.32 |
73.03 |
|
| S3 |
69.50 |
70.52 |
72.86 |
|
| S4 |
67.68 |
68.70 |
72.36 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.39 |
83.53 |
76.16 |
|
| R3 |
81.60 |
79.74 |
75.12 |
|
| R2 |
77.81 |
77.81 |
74.77 |
|
| R1 |
75.95 |
75.95 |
74.43 |
76.88 |
| PP |
74.02 |
74.02 |
74.02 |
74.49 |
| S1 |
72.16 |
72.16 |
73.73 |
73.09 |
| S2 |
70.23 |
70.23 |
73.39 |
|
| S3 |
66.44 |
68.37 |
73.04 |
|
| S4 |
62.65 |
64.58 |
72.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.89 |
72.12 |
3.77 |
5.1% |
1.94 |
2.6% |
33% |
False |
True |
47,949 |
| 10 |
75.89 |
66.65 |
9.24 |
12.6% |
2.45 |
3.3% |
73% |
False |
False |
46,042 |
| 20 |
75.89 |
64.02 |
11.87 |
16.2% |
2.31 |
3.1% |
79% |
False |
False |
36,922 |
| 40 |
75.89 |
61.38 |
14.51 |
19.8% |
2.34 |
3.2% |
83% |
False |
False |
23,653 |
| 60 |
75.89 |
61.38 |
14.51 |
19.8% |
2.10 |
2.9% |
83% |
False |
False |
18,593 |
| 80 |
75.89 |
54.20 |
21.69 |
29.6% |
1.94 |
2.6% |
88% |
False |
False |
15,464 |
| 100 |
75.89 |
54.20 |
21.69 |
29.6% |
1.81 |
2.5% |
88% |
False |
False |
13,309 |
| 120 |
75.89 |
47.00 |
28.89 |
39.4% |
1.83 |
2.5% |
91% |
False |
False |
11,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.68 |
|
2.618 |
78.70 |
|
1.618 |
76.88 |
|
1.000 |
75.76 |
|
0.618 |
75.06 |
|
HIGH |
73.94 |
|
0.618 |
73.24 |
|
0.500 |
73.03 |
|
0.382 |
72.82 |
|
LOW |
72.12 |
|
0.618 |
71.00 |
|
1.000 |
70.30 |
|
1.618 |
69.18 |
|
2.618 |
67.36 |
|
4.250 |
64.39 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.25 |
73.41 |
| PP |
73.14 |
73.39 |
| S1 |
73.03 |
73.38 |
|