NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
70.11 |
72.20 |
2.09 |
3.0% |
73.70 |
| High |
73.00 |
75.20 |
2.20 |
3.0% |
75.22 |
| Low |
69.28 |
70.99 |
1.71 |
2.5% |
70.75 |
| Close |
72.30 |
74.79 |
2.49 |
3.4% |
71.06 |
| Range |
3.72 |
4.21 |
0.49 |
13.2% |
4.47 |
| ATR |
2.50 |
2.63 |
0.12 |
4.9% |
0.00 |
| Volume |
32,323 |
61,149 |
28,826 |
89.2% |
276,464 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.29 |
84.75 |
77.11 |
|
| R3 |
82.08 |
80.54 |
75.95 |
|
| R2 |
77.87 |
77.87 |
75.56 |
|
| R1 |
76.33 |
76.33 |
75.18 |
77.10 |
| PP |
73.66 |
73.66 |
73.66 |
74.05 |
| S1 |
72.12 |
72.12 |
74.40 |
72.89 |
| S2 |
69.45 |
69.45 |
74.02 |
|
| S3 |
65.24 |
67.91 |
73.63 |
|
| S4 |
61.03 |
63.70 |
72.47 |
|
|
| 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 |
8.5% |
3.28 |
4.4% |
93% |
False |
False |
52,032 |
| 10 |
75.89 |
68.90 |
6.99 |
9.3% |
2.61 |
3.5% |
84% |
False |
False |
49,990 |
| 20 |
75.89 |
66.41 |
9.48 |
12.7% |
2.62 |
3.5% |
88% |
False |
False |
44,052 |
| 40 |
75.89 |
61.38 |
14.51 |
19.4% |
2.46 |
3.3% |
92% |
False |
False |
29,154 |
| 60 |
75.89 |
61.38 |
14.51 |
19.4% |
2.24 |
3.0% |
92% |
False |
False |
22,517 |
| 80 |
75.89 |
54.71 |
21.18 |
28.3% |
2.05 |
2.7% |
95% |
False |
False |
18,415 |
| 100 |
75.89 |
54.20 |
21.69 |
29.0% |
1.92 |
2.6% |
95% |
False |
False |
15,645 |
| 120 |
75.89 |
47.48 |
28.41 |
38.0% |
1.89 |
2.5% |
96% |
False |
False |
13,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.09 |
|
2.618 |
86.22 |
|
1.618 |
82.01 |
|
1.000 |
79.41 |
|
0.618 |
77.80 |
|
HIGH |
75.20 |
|
0.618 |
73.59 |
|
0.500 |
73.10 |
|
0.382 |
72.60 |
|
LOW |
70.99 |
|
0.618 |
68.39 |
|
1.000 |
66.78 |
|
1.618 |
64.18 |
|
2.618 |
59.97 |
|
4.250 |
53.10 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.23 |
73.88 |
| PP |
73.66 |
72.96 |
| S1 |
73.10 |
72.05 |
|