NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.71 |
75.48 |
1.77 |
2.4% |
74.47 |
| High |
75.90 |
75.74 |
-0.16 |
-0.2% |
75.97 |
| Low |
71.87 |
74.22 |
2.35 |
3.3% |
71.68 |
| Close |
75.56 |
74.52 |
-1.04 |
-1.4% |
72.00 |
| Range |
4.03 |
1.52 |
-2.51 |
-62.3% |
4.29 |
| ATR |
2.59 |
2.52 |
-0.08 |
-3.0% |
0.00 |
| Volume |
51,273 |
91,076 |
39,803 |
77.6% |
233,816 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.39 |
78.47 |
75.36 |
|
| R3 |
77.87 |
76.95 |
74.94 |
|
| R2 |
76.35 |
76.35 |
74.80 |
|
| R1 |
75.43 |
75.43 |
74.66 |
75.13 |
| PP |
74.83 |
74.83 |
74.83 |
74.68 |
| S1 |
73.91 |
73.91 |
74.38 |
73.61 |
| S2 |
73.31 |
73.31 |
74.24 |
|
| S3 |
71.79 |
72.39 |
74.10 |
|
| S4 |
70.27 |
70.87 |
73.68 |
|
|
| 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 |
75.90 |
69.87 |
6.03 |
8.1% |
3.10 |
4.2% |
77% |
False |
False |
53,583 |
| 10 |
76.55 |
69.87 |
6.68 |
9.0% |
2.50 |
3.4% |
70% |
False |
False |
50,192 |
| 20 |
76.87 |
67.58 |
9.29 |
12.5% |
2.51 |
3.4% |
75% |
False |
False |
52,329 |
| 40 |
76.87 |
62.21 |
14.66 |
19.7% |
2.47 |
3.3% |
84% |
False |
False |
46,662 |
| 60 |
76.87 |
62.21 |
14.66 |
19.7% |
2.39 |
3.2% |
84% |
False |
False |
43,312 |
| 80 |
76.87 |
55.70 |
21.17 |
28.4% |
2.27 |
3.0% |
89% |
False |
False |
38,297 |
| 100 |
76.87 |
54.92 |
21.95 |
29.5% |
2.26 |
3.0% |
89% |
False |
False |
34,478 |
| 120 |
76.87 |
48.00 |
28.87 |
38.7% |
2.28 |
3.1% |
92% |
False |
False |
32,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.20 |
|
2.618 |
79.72 |
|
1.618 |
78.20 |
|
1.000 |
77.26 |
|
0.618 |
76.68 |
|
HIGH |
75.74 |
|
0.618 |
75.16 |
|
0.500 |
74.98 |
|
0.382 |
74.80 |
|
LOW |
74.22 |
|
0.618 |
73.28 |
|
1.000 |
72.70 |
|
1.618 |
71.76 |
|
2.618 |
70.24 |
|
4.250 |
67.76 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.98 |
74.03 |
| PP |
74.83 |
73.53 |
| S1 |
74.67 |
73.04 |
|