NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.78 |
68.70 |
-0.08 |
-0.1% |
73.45 |
| High |
70.00 |
69.30 |
-0.70 |
-1.0% |
74.13 |
| Low |
68.28 |
67.66 |
-0.62 |
-0.9% |
67.66 |
| Close |
68.55 |
68.55 |
0.00 |
0.0% |
68.55 |
| Range |
1.72 |
1.64 |
-0.08 |
-4.7% |
6.47 |
| ATR |
2.52 |
2.46 |
-0.06 |
-2.5% |
0.00 |
| Volume |
67,416 |
67,533 |
117 |
0.2% |
324,154 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.42 |
72.63 |
69.45 |
|
| R3 |
71.78 |
70.99 |
69.00 |
|
| R2 |
70.14 |
70.14 |
68.85 |
|
| R1 |
69.35 |
69.35 |
68.70 |
68.93 |
| PP |
68.50 |
68.50 |
68.50 |
68.29 |
| S1 |
67.71 |
67.71 |
68.40 |
67.29 |
| S2 |
66.86 |
66.86 |
68.25 |
|
| S3 |
65.22 |
66.07 |
68.10 |
|
| S4 |
63.58 |
64.43 |
67.65 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.52 |
85.51 |
72.11 |
|
| R3 |
83.05 |
79.04 |
70.33 |
|
| R2 |
76.58 |
76.58 |
69.74 |
|
| R1 |
72.57 |
72.57 |
69.14 |
71.34 |
| PP |
70.11 |
70.11 |
70.11 |
69.50 |
| S1 |
66.10 |
66.10 |
67.96 |
64.87 |
| S2 |
63.64 |
63.64 |
67.36 |
|
| S3 |
57.17 |
59.63 |
66.77 |
|
| S4 |
50.70 |
53.16 |
64.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.13 |
67.66 |
6.47 |
9.4% |
2.55 |
3.7% |
14% |
False |
True |
64,830 |
| 10 |
75.55 |
67.66 |
7.89 |
11.5% |
2.40 |
3.5% |
11% |
False |
True |
67,402 |
| 20 |
75.55 |
67.66 |
7.89 |
11.5% |
2.51 |
3.7% |
11% |
False |
True |
62,213 |
| 40 |
75.89 |
61.38 |
14.51 |
21.2% |
2.42 |
3.5% |
49% |
False |
False |
46,821 |
| 60 |
75.89 |
61.38 |
14.51 |
21.2% |
2.40 |
3.5% |
49% |
False |
False |
34,298 |
| 80 |
75.89 |
59.95 |
15.94 |
23.3% |
2.20 |
3.2% |
54% |
False |
False |
27,819 |
| 100 |
75.89 |
54.20 |
21.69 |
31.6% |
2.03 |
3.0% |
66% |
False |
False |
23,358 |
| 120 |
75.89 |
53.70 |
22.19 |
32.4% |
1.94 |
2.8% |
67% |
False |
False |
20,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.27 |
|
2.618 |
73.59 |
|
1.618 |
71.95 |
|
1.000 |
70.94 |
|
0.618 |
70.31 |
|
HIGH |
69.30 |
|
0.618 |
68.67 |
|
0.500 |
68.48 |
|
0.382 |
68.29 |
|
LOW |
67.66 |
|
0.618 |
66.65 |
|
1.000 |
66.02 |
|
1.618 |
65.01 |
|
2.618 |
63.37 |
|
4.250 |
60.69 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.53 |
68.83 |
| PP |
68.50 |
68.74 |
| S1 |
68.48 |
68.64 |
|