NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.65 |
74.95 |
0.30 |
0.4% |
74.47 |
| High |
75.97 |
75.78 |
-0.19 |
-0.3% |
75.97 |
| Low |
74.02 |
71.68 |
-2.34 |
-3.2% |
71.68 |
| Close |
74.75 |
72.00 |
-2.75 |
-3.7% |
72.00 |
| Range |
1.95 |
4.10 |
2.15 |
110.3% |
4.29 |
| ATR |
2.28 |
2.41 |
0.13 |
5.7% |
0.00 |
| Volume |
52,795 |
46,466 |
-6,329 |
-12.0% |
233,816 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.45 |
82.83 |
74.26 |
|
| R3 |
81.35 |
78.73 |
73.13 |
|
| R2 |
77.25 |
77.25 |
72.75 |
|
| R1 |
74.63 |
74.63 |
72.38 |
73.89 |
| PP |
73.15 |
73.15 |
73.15 |
72.79 |
| S1 |
70.53 |
70.53 |
71.62 |
69.79 |
| S2 |
69.05 |
69.05 |
71.25 |
|
| S3 |
64.95 |
66.43 |
70.87 |
|
| S4 |
60.85 |
62.33 |
69.75 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.09 |
83.33 |
74.36 |
|
| R3 |
81.80 |
79.04 |
73.18 |
|
| R2 |
77.51 |
77.51 |
72.79 |
|
| R1 |
74.75 |
74.75 |
72.39 |
73.99 |
| PP |
73.22 |
73.22 |
73.22 |
72.83 |
| S1 |
70.46 |
70.46 |
71.61 |
69.70 |
| S2 |
68.93 |
68.93 |
71.21 |
|
| S3 |
64.64 |
66.17 |
70.82 |
|
| S4 |
60.35 |
61.88 |
69.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.97 |
71.68 |
4.29 |
6.0% |
2.31 |
3.2% |
7% |
False |
True |
46,763 |
| 10 |
76.87 |
71.68 |
5.19 |
7.2% |
2.21 |
3.1% |
6% |
False |
True |
53,475 |
| 20 |
76.87 |
67.58 |
9.29 |
12.9% |
2.36 |
3.3% |
48% |
False |
False |
50,390 |
| 40 |
76.87 |
62.21 |
14.66 |
20.4% |
2.47 |
3.4% |
67% |
False |
False |
44,299 |
| 60 |
76.87 |
62.21 |
14.66 |
20.4% |
2.31 |
3.2% |
67% |
False |
False |
41,258 |
| 80 |
76.87 |
54.92 |
21.95 |
30.5% |
2.22 |
3.1% |
78% |
False |
False |
36,549 |
| 100 |
76.87 |
54.92 |
21.95 |
30.5% |
2.23 |
3.1% |
78% |
False |
False |
33,094 |
| 120 |
76.87 |
48.00 |
28.87 |
40.1% |
2.28 |
3.2% |
83% |
False |
False |
31,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.21 |
|
2.618 |
86.51 |
|
1.618 |
82.41 |
|
1.000 |
79.88 |
|
0.618 |
78.31 |
|
HIGH |
75.78 |
|
0.618 |
74.21 |
|
0.500 |
73.73 |
|
0.382 |
73.25 |
|
LOW |
71.68 |
|
0.618 |
69.15 |
|
1.000 |
67.58 |
|
1.618 |
65.05 |
|
2.618 |
60.95 |
|
4.250 |
54.26 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.73 |
73.83 |
| PP |
73.15 |
73.22 |
| S1 |
72.58 |
72.61 |
|