NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.50 |
73.45 |
-0.05 |
-0.1% |
74.69 |
| High |
74.16 |
74.13 |
-0.03 |
0.0% |
75.55 |
| Low |
72.44 |
69.81 |
-2.63 |
-3.6% |
70.62 |
| Close |
73.46 |
70.66 |
-2.80 |
-3.8% |
73.46 |
| Range |
1.72 |
4.32 |
2.60 |
151.2% |
4.93 |
| ATR |
2.46 |
2.59 |
0.13 |
5.4% |
0.00 |
| Volume |
59,606 |
57,261 |
-2,345 |
-3.9% |
349,873 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.49 |
81.90 |
73.04 |
|
| R3 |
80.17 |
77.58 |
71.85 |
|
| R2 |
75.85 |
75.85 |
71.45 |
|
| R1 |
73.26 |
73.26 |
71.06 |
72.40 |
| PP |
71.53 |
71.53 |
71.53 |
71.10 |
| S1 |
68.94 |
68.94 |
70.26 |
68.08 |
| S2 |
67.21 |
67.21 |
69.87 |
|
| S3 |
62.89 |
64.62 |
69.47 |
|
| S4 |
58.57 |
60.30 |
68.28 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.00 |
85.66 |
76.17 |
|
| R3 |
83.07 |
80.73 |
74.82 |
|
| R2 |
78.14 |
78.14 |
74.36 |
|
| R1 |
75.80 |
75.80 |
73.91 |
74.51 |
| PP |
73.21 |
73.21 |
73.21 |
72.56 |
| S1 |
70.87 |
70.87 |
73.01 |
69.58 |
| S2 |
68.28 |
68.28 |
72.56 |
|
| S3 |
63.35 |
65.94 |
72.10 |
|
| S4 |
58.42 |
61.01 |
70.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.55 |
69.81 |
5.74 |
8.1% |
2.92 |
4.1% |
15% |
False |
True |
67,162 |
| 10 |
75.55 |
69.28 |
6.27 |
8.9% |
2.76 |
3.9% |
22% |
False |
False |
65,806 |
| 20 |
75.89 |
68.90 |
6.99 |
9.9% |
2.50 |
3.5% |
25% |
False |
False |
58,198 |
| 40 |
75.89 |
61.38 |
14.51 |
20.5% |
2.43 |
3.4% |
64% |
False |
False |
41,528 |
| 60 |
75.89 |
61.38 |
14.51 |
20.5% |
2.34 |
3.3% |
64% |
False |
False |
30,567 |
| 80 |
75.89 |
59.95 |
15.94 |
22.6% |
2.17 |
3.1% |
67% |
False |
False |
24,887 |
| 100 |
75.89 |
54.20 |
21.69 |
30.7% |
1.99 |
2.8% |
76% |
False |
False |
20,880 |
| 120 |
75.89 |
49.44 |
26.45 |
37.4% |
1.94 |
2.8% |
80% |
False |
False |
18,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.49 |
|
2.618 |
85.44 |
|
1.618 |
81.12 |
|
1.000 |
78.45 |
|
0.618 |
76.80 |
|
HIGH |
74.13 |
|
0.618 |
72.48 |
|
0.500 |
71.97 |
|
0.382 |
71.46 |
|
LOW |
69.81 |
|
0.618 |
67.14 |
|
1.000 |
65.49 |
|
1.618 |
62.82 |
|
2.618 |
58.50 |
|
4.250 |
51.45 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.97 |
71.99 |
| PP |
71.53 |
71.54 |
| S1 |
71.10 |
71.10 |
|