NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.71 |
72.10 |
-2.61 |
-3.5% |
71.20 |
| High |
75.55 |
73.37 |
-2.18 |
-2.9% |
75.50 |
| Low |
71.87 |
71.40 |
-0.47 |
-0.7% |
68.90 |
| Close |
72.78 |
72.19 |
-0.59 |
-0.8% |
74.82 |
| Range |
3.68 |
1.97 |
-1.71 |
-46.5% |
6.60 |
| ATR |
2.53 |
2.49 |
-0.04 |
-1.6% |
0.00 |
| Volume |
66,761 |
85,850 |
19,089 |
28.6% |
293,786 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.23 |
77.18 |
73.27 |
|
| R3 |
76.26 |
75.21 |
72.73 |
|
| R2 |
74.29 |
74.29 |
72.55 |
|
| R1 |
73.24 |
73.24 |
72.37 |
73.77 |
| PP |
72.32 |
72.32 |
72.32 |
72.58 |
| S1 |
71.27 |
71.27 |
72.01 |
71.80 |
| S2 |
70.35 |
70.35 |
71.83 |
|
| S3 |
68.38 |
69.30 |
71.65 |
|
| S4 |
66.41 |
67.33 |
71.11 |
|
|
| 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 |
71.40 |
4.15 |
5.7% |
2.15 |
3.0% |
19% |
False |
True |
76,279 |
| 10 |
75.55 |
68.90 |
6.65 |
9.2% |
2.72 |
3.8% |
49% |
False |
False |
64,155 |
| 20 |
75.89 |
66.65 |
9.24 |
12.8% |
2.58 |
3.6% |
60% |
False |
False |
55,099 |
| 40 |
75.89 |
61.38 |
14.51 |
20.1% |
2.41 |
3.3% |
75% |
False |
False |
37,825 |
| 60 |
75.89 |
61.38 |
14.51 |
20.1% |
2.30 |
3.2% |
75% |
False |
False |
28,126 |
| 80 |
75.89 |
59.80 |
16.09 |
22.3% |
2.11 |
2.9% |
77% |
False |
False |
22,874 |
| 100 |
75.89 |
54.20 |
21.69 |
30.0% |
1.94 |
2.7% |
83% |
False |
False |
19,176 |
| 120 |
75.89 |
49.00 |
26.89 |
37.2% |
1.92 |
2.7% |
86% |
False |
False |
16,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.74 |
|
2.618 |
78.53 |
|
1.618 |
76.56 |
|
1.000 |
75.34 |
|
0.618 |
74.59 |
|
HIGH |
73.37 |
|
0.618 |
72.62 |
|
0.500 |
72.39 |
|
0.382 |
72.15 |
|
LOW |
71.40 |
|
0.618 |
70.18 |
|
1.000 |
69.43 |
|
1.618 |
68.21 |
|
2.618 |
66.24 |
|
4.250 |
63.03 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.39 |
73.48 |
| PP |
72.32 |
73.05 |
| S1 |
72.26 |
72.62 |
|