NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.69 |
74.71 |
0.02 |
0.0% |
71.20 |
| High |
75.53 |
75.55 |
0.02 |
0.0% |
75.50 |
| Low |
74.49 |
71.87 |
-2.62 |
-3.5% |
68.90 |
| Close |
75.08 |
72.78 |
-2.30 |
-3.1% |
74.82 |
| Range |
1.04 |
3.68 |
2.64 |
253.8% |
6.60 |
| ATR |
2.44 |
2.53 |
0.09 |
3.6% |
0.00 |
| Volume |
71,321 |
66,761 |
-4,560 |
-6.4% |
293,786 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.44 |
82.29 |
74.80 |
|
| R3 |
80.76 |
78.61 |
73.79 |
|
| R2 |
77.08 |
77.08 |
73.45 |
|
| R1 |
74.93 |
74.93 |
73.12 |
74.17 |
| PP |
73.40 |
73.40 |
73.40 |
73.02 |
| S1 |
71.25 |
71.25 |
72.44 |
70.49 |
| S2 |
69.72 |
69.72 |
72.11 |
|
| S3 |
66.04 |
67.57 |
71.77 |
|
| S4 |
62.36 |
63.89 |
70.76 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.87 |
90.45 |
78.45 |
|
| R3 |
86.27 |
83.85 |
76.64 |
|
| R2 |
79.67 |
79.67 |
76.03 |
|
| R1 |
77.25 |
77.25 |
75.43 |
78.46 |
| PP |
73.07 |
73.07 |
73.07 |
73.68 |
| S1 |
70.65 |
70.65 |
74.22 |
71.86 |
| S2 |
66.47 |
66.47 |
73.61 |
|
| S3 |
59.87 |
64.05 |
73.01 |
|
| S4 |
53.27 |
57.45 |
71.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.55 |
70.99 |
4.56 |
6.3% |
2.60 |
3.6% |
39% |
True |
False |
71,338 |
| 10 |
75.55 |
68.90 |
6.65 |
9.1% |
2.70 |
3.7% |
58% |
True |
False |
61,226 |
| 20 |
75.89 |
66.41 |
9.48 |
13.0% |
2.67 |
3.7% |
67% |
False |
False |
51,827 |
| 40 |
75.89 |
61.38 |
14.51 |
19.9% |
2.45 |
3.4% |
79% |
False |
False |
35,841 |
| 60 |
75.89 |
61.38 |
14.51 |
19.9% |
2.29 |
3.1% |
79% |
False |
False |
26,848 |
| 80 |
75.89 |
59.77 |
16.12 |
22.1% |
2.10 |
2.9% |
81% |
False |
False |
21,875 |
| 100 |
75.89 |
54.20 |
21.69 |
29.8% |
1.93 |
2.7% |
86% |
False |
False |
18,392 |
| 120 |
75.89 |
49.00 |
26.89 |
36.9% |
1.91 |
2.6% |
88% |
False |
False |
16,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.19 |
|
2.618 |
85.18 |
|
1.618 |
81.50 |
|
1.000 |
79.23 |
|
0.618 |
77.82 |
|
HIGH |
75.55 |
|
0.618 |
74.14 |
|
0.500 |
73.71 |
|
0.382 |
73.28 |
|
LOW |
71.87 |
|
0.618 |
69.60 |
|
1.000 |
68.19 |
|
1.618 |
65.92 |
|
2.618 |
62.24 |
|
4.250 |
56.23 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.71 |
73.71 |
| PP |
73.40 |
73.40 |
| S1 |
73.09 |
73.09 |
|