NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.80 |
74.65 |
0.85 |
1.2% |
73.21 |
| High |
74.83 |
75.97 |
1.14 |
1.5% |
76.87 |
| Low |
73.09 |
74.02 |
0.93 |
1.3% |
72.86 |
| Close |
74.24 |
74.75 |
0.51 |
0.7% |
74.91 |
| Range |
1.74 |
1.95 |
0.21 |
12.1% |
4.01 |
| ATR |
2.30 |
2.28 |
-0.03 |
-1.1% |
0.00 |
| Volume |
48,259 |
52,795 |
4,536 |
9.4% |
300,935 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.76 |
79.71 |
75.82 |
|
| R3 |
78.81 |
77.76 |
75.29 |
|
| R2 |
76.86 |
76.86 |
75.11 |
|
| R1 |
75.81 |
75.81 |
74.93 |
76.34 |
| PP |
74.91 |
74.91 |
74.91 |
75.18 |
| S1 |
73.86 |
73.86 |
74.57 |
74.39 |
| S2 |
72.96 |
72.96 |
74.39 |
|
| S3 |
71.01 |
71.91 |
74.21 |
|
| S4 |
69.06 |
69.96 |
73.68 |
|
|
| 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 |
76.55 |
73.09 |
3.46 |
4.6% |
1.90 |
2.5% |
48% |
False |
False |
46,801 |
| 10 |
76.87 |
69.54 |
7.33 |
9.8% |
2.19 |
2.9% |
71% |
False |
False |
54,385 |
| 20 |
76.87 |
65.62 |
11.25 |
15.1% |
2.29 |
3.1% |
81% |
False |
False |
50,653 |
| 40 |
76.87 |
62.21 |
14.66 |
19.6% |
2.40 |
3.2% |
86% |
False |
False |
43,878 |
| 60 |
76.87 |
62.21 |
14.66 |
19.6% |
2.27 |
3.0% |
86% |
False |
False |
40,821 |
| 80 |
76.87 |
54.92 |
21.95 |
29.4% |
2.18 |
2.9% |
90% |
False |
False |
36,227 |
| 100 |
76.87 |
54.92 |
21.95 |
29.4% |
2.20 |
2.9% |
90% |
False |
False |
32,850 |
| 120 |
76.87 |
48.00 |
28.87 |
38.6% |
2.26 |
3.0% |
93% |
False |
False |
31,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.26 |
|
2.618 |
81.08 |
|
1.618 |
79.13 |
|
1.000 |
77.92 |
|
0.618 |
77.18 |
|
HIGH |
75.97 |
|
0.618 |
75.23 |
|
0.500 |
75.00 |
|
0.382 |
74.76 |
|
LOW |
74.02 |
|
0.618 |
72.81 |
|
1.000 |
72.07 |
|
1.618 |
70.86 |
|
2.618 |
68.91 |
|
4.250 |
65.73 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.00 |
74.68 |
| PP |
74.91 |
74.60 |
| S1 |
74.83 |
74.53 |
|