NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.24 |
71.20 |
-3.04 |
-4.1% |
73.70 |
| High |
74.90 |
71.20 |
-3.70 |
-4.9% |
75.22 |
| Low |
70.75 |
68.90 |
-1.85 |
-2.6% |
70.75 |
| Close |
71.06 |
70.24 |
-0.82 |
-1.2% |
71.06 |
| Range |
4.15 |
2.30 |
-1.85 |
-44.6% |
4.47 |
| ATR |
2.42 |
2.41 |
-0.01 |
-0.4% |
0.00 |
| Volume |
56,709 |
42,851 |
-13,858 |
-24.4% |
276,464 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.01 |
75.93 |
71.51 |
|
| R3 |
74.71 |
73.63 |
70.87 |
|
| R2 |
72.41 |
72.41 |
70.66 |
|
| R1 |
71.33 |
71.33 |
70.45 |
70.72 |
| PP |
70.11 |
70.11 |
70.11 |
69.81 |
| S1 |
69.03 |
69.03 |
70.03 |
68.42 |
| S2 |
67.81 |
67.81 |
69.82 |
|
| S3 |
65.51 |
66.73 |
69.61 |
|
| S4 |
63.21 |
64.43 |
68.98 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.75 |
82.88 |
73.52 |
|
| R3 |
81.28 |
78.41 |
72.29 |
|
| R2 |
76.81 |
76.81 |
71.88 |
|
| R1 |
73.94 |
73.94 |
71.47 |
73.14 |
| PP |
72.34 |
72.34 |
72.34 |
71.95 |
| S1 |
69.47 |
69.47 |
70.65 |
68.67 |
| S2 |
67.87 |
67.87 |
70.24 |
|
| S3 |
63.40 |
65.00 |
69.83 |
|
| S4 |
58.93 |
60.53 |
68.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.22 |
68.90 |
6.32 |
9.0% |
2.55 |
3.6% |
21% |
False |
True |
53,227 |
| 10 |
75.89 |
68.90 |
6.99 |
10.0% |
2.23 |
3.2% |
19% |
False |
True |
50,589 |
| 20 |
75.89 |
66.41 |
9.48 |
13.5% |
2.43 |
3.5% |
40% |
False |
False |
41,831 |
| 40 |
75.89 |
61.38 |
14.51 |
20.7% |
2.40 |
3.4% |
61% |
False |
False |
27,235 |
| 60 |
75.89 |
61.38 |
14.51 |
20.7% |
2.17 |
3.1% |
61% |
False |
False |
21,162 |
| 80 |
75.89 |
54.20 |
21.69 |
30.9% |
2.00 |
2.8% |
74% |
False |
False |
17,372 |
| 100 |
75.89 |
54.20 |
21.69 |
30.9% |
1.85 |
2.6% |
74% |
False |
False |
14,781 |
| 120 |
75.89 |
47.48 |
28.41 |
40.4% |
1.85 |
2.6% |
80% |
False |
False |
13,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.98 |
|
2.618 |
77.22 |
|
1.618 |
74.92 |
|
1.000 |
73.50 |
|
0.618 |
72.62 |
|
HIGH |
71.20 |
|
0.618 |
70.32 |
|
0.500 |
70.05 |
|
0.382 |
69.78 |
|
LOW |
68.90 |
|
0.618 |
67.48 |
|
1.000 |
66.60 |
|
1.618 |
65.18 |
|
2.618 |
62.88 |
|
4.250 |
59.13 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.18 |
72.06 |
| PP |
70.11 |
71.45 |
| S1 |
70.05 |
70.85 |
|