NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.34 |
72.94 |
-2.40 |
-3.2% |
72.04 |
| High |
76.15 |
74.08 |
-2.07 |
-2.7% |
76.16 |
| Low |
72.61 |
72.13 |
-0.48 |
-0.7% |
69.87 |
| Close |
73.51 |
72.98 |
-0.53 |
-0.7% |
75.48 |
| Range |
3.54 |
1.95 |
-1.59 |
-44.9% |
6.29 |
| ATR |
2.48 |
2.44 |
-0.04 |
-1.5% |
0.00 |
| Volume |
47,058 |
64,277 |
17,219 |
36.6% |
276,648 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.91 |
77.90 |
74.05 |
|
| R3 |
76.96 |
75.95 |
73.52 |
|
| R2 |
75.01 |
75.01 |
73.34 |
|
| R1 |
74.00 |
74.00 |
73.16 |
74.51 |
| PP |
73.06 |
73.06 |
73.06 |
73.32 |
| S1 |
72.05 |
72.05 |
72.80 |
72.56 |
| S2 |
71.11 |
71.11 |
72.62 |
|
| S3 |
69.16 |
70.10 |
72.44 |
|
| S4 |
67.21 |
68.15 |
71.91 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.71 |
90.38 |
78.94 |
|
| R3 |
86.42 |
84.09 |
77.21 |
|
| R2 |
80.13 |
80.13 |
76.63 |
|
| R1 |
77.80 |
77.80 |
76.06 |
78.97 |
| PP |
73.84 |
73.84 |
73.84 |
74.42 |
| S1 |
71.51 |
71.51 |
74.90 |
72.68 |
| S2 |
67.55 |
67.55 |
74.33 |
|
| S3 |
61.26 |
65.22 |
73.75 |
|
| S4 |
54.97 |
58.93 |
72.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.16 |
72.13 |
4.03 |
5.5% |
2.08 |
2.9% |
21% |
False |
True |
63,327 |
| 10 |
76.16 |
69.87 |
6.29 |
8.6% |
2.63 |
3.6% |
49% |
False |
False |
54,627 |
| 20 |
76.87 |
67.80 |
9.07 |
12.4% |
2.51 |
3.4% |
57% |
False |
False |
54,677 |
| 40 |
76.87 |
62.21 |
14.66 |
20.1% |
2.40 |
3.3% |
73% |
False |
False |
49,173 |
| 60 |
76.87 |
62.21 |
14.66 |
20.1% |
2.40 |
3.3% |
73% |
False |
False |
44,785 |
| 80 |
76.87 |
60.51 |
16.36 |
22.4% |
2.27 |
3.1% |
76% |
False |
False |
40,186 |
| 100 |
76.87 |
54.92 |
21.95 |
30.1% |
2.24 |
3.1% |
82% |
False |
False |
35,695 |
| 120 |
76.87 |
49.46 |
27.41 |
37.6% |
2.29 |
3.1% |
86% |
False |
False |
33,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.37 |
|
2.618 |
79.19 |
|
1.618 |
77.24 |
|
1.000 |
76.03 |
|
0.618 |
75.29 |
|
HIGH |
74.08 |
|
0.618 |
73.34 |
|
0.500 |
73.11 |
|
0.382 |
72.87 |
|
LOW |
72.13 |
|
0.618 |
70.92 |
|
1.000 |
70.18 |
|
1.618 |
68.97 |
|
2.618 |
67.02 |
|
4.250 |
63.84 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.11 |
74.14 |
| PP |
73.06 |
73.75 |
| S1 |
73.02 |
73.37 |
|