NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.47 |
75.15 |
0.68 |
0.9% |
73.21 |
| High |
75.55 |
75.64 |
0.09 |
0.1% |
76.87 |
| Low |
74.28 |
73.16 |
-1.12 |
-1.5% |
72.86 |
| Close |
75.04 |
73.73 |
-1.31 |
-1.7% |
74.91 |
| Range |
1.27 |
2.48 |
1.21 |
95.3% |
4.01 |
| ATR |
2.33 |
2.35 |
0.01 |
0.4% |
0.00 |
| Volume |
49,316 |
36,980 |
-12,336 |
-25.0% |
300,935 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.62 |
80.15 |
75.09 |
|
| R3 |
79.14 |
77.67 |
74.41 |
|
| R2 |
76.66 |
76.66 |
74.18 |
|
| R1 |
75.19 |
75.19 |
73.96 |
74.69 |
| PP |
74.18 |
74.18 |
74.18 |
73.92 |
| S1 |
72.71 |
72.71 |
73.50 |
72.21 |
| S2 |
71.70 |
71.70 |
73.28 |
|
| S3 |
69.22 |
70.23 |
73.05 |
|
| S4 |
66.74 |
67.75 |
72.37 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.91 |
84.92 |
77.12 |
|
| R3 |
82.90 |
80.91 |
76.01 |
|
| R2 |
78.89 |
78.89 |
75.65 |
|
| R1 |
76.90 |
76.90 |
75.28 |
77.90 |
| PP |
74.88 |
74.88 |
74.88 |
75.38 |
| S1 |
72.89 |
72.89 |
74.54 |
73.89 |
| S2 |
70.87 |
70.87 |
74.17 |
|
| S3 |
66.86 |
68.88 |
73.81 |
|
| S4 |
62.85 |
64.87 |
72.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.87 |
73.16 |
3.71 |
5.0% |
1.98 |
2.7% |
15% |
False |
True |
47,822 |
| 10 |
76.87 |
67.58 |
9.29 |
12.6% |
2.59 |
3.5% |
66% |
False |
False |
53,655 |
| 20 |
76.87 |
63.80 |
13.07 |
17.7% |
2.31 |
3.1% |
76% |
False |
False |
50,373 |
| 40 |
76.87 |
62.21 |
14.66 |
19.9% |
2.43 |
3.3% |
79% |
False |
False |
42,824 |
| 60 |
76.87 |
60.77 |
16.10 |
21.8% |
2.28 |
3.1% |
80% |
False |
False |
39,860 |
| 80 |
76.87 |
54.92 |
21.95 |
29.8% |
2.20 |
3.0% |
86% |
False |
False |
35,357 |
| 100 |
76.87 |
54.92 |
21.95 |
29.8% |
2.20 |
3.0% |
86% |
False |
False |
32,346 |
| 120 |
76.87 |
47.19 |
29.68 |
40.3% |
2.27 |
3.1% |
89% |
False |
False |
30,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.18 |
|
2.618 |
82.13 |
|
1.618 |
79.65 |
|
1.000 |
78.12 |
|
0.618 |
77.17 |
|
HIGH |
75.64 |
|
0.618 |
74.69 |
|
0.500 |
74.40 |
|
0.382 |
74.11 |
|
LOW |
73.16 |
|
0.618 |
71.63 |
|
1.000 |
70.68 |
|
1.618 |
69.15 |
|
2.618 |
66.67 |
|
4.250 |
62.62 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.40 |
74.86 |
| PP |
74.18 |
74.48 |
| S1 |
73.95 |
74.11 |
|