NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.25 |
74.07 |
0.82 |
1.1% |
75.56 |
| High |
74.25 |
74.80 |
0.55 |
0.7% |
76.15 |
| Low |
71.45 |
73.16 |
1.71 |
2.4% |
71.45 |
| Close |
73.87 |
74.16 |
0.29 |
0.4% |
74.16 |
| Range |
2.80 |
1.64 |
-1.16 |
-41.4% |
4.70 |
| ATR |
2.47 |
2.41 |
-0.06 |
-2.4% |
0.00 |
| Volume |
62,073 |
51,502 |
-10,571 |
-17.0% |
283,942 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.96 |
78.20 |
75.06 |
|
| R3 |
77.32 |
76.56 |
74.61 |
|
| R2 |
75.68 |
75.68 |
74.46 |
|
| R1 |
74.92 |
74.92 |
74.31 |
75.30 |
| PP |
74.04 |
74.04 |
74.04 |
74.23 |
| S1 |
73.28 |
73.28 |
74.01 |
73.66 |
| S2 |
72.40 |
72.40 |
73.86 |
|
| S3 |
70.76 |
71.64 |
73.71 |
|
| S4 |
69.12 |
70.00 |
73.26 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.02 |
85.79 |
76.75 |
|
| R3 |
83.32 |
81.09 |
75.45 |
|
| R2 |
78.62 |
78.62 |
75.02 |
|
| R1 |
76.39 |
76.39 |
74.59 |
75.16 |
| PP |
73.92 |
73.92 |
73.92 |
73.30 |
| S1 |
71.69 |
71.69 |
73.73 |
70.46 |
| S2 |
69.22 |
69.22 |
73.30 |
|
| S3 |
64.52 |
66.99 |
72.87 |
|
| S4 |
59.82 |
62.29 |
71.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.15 |
71.45 |
4.70 |
6.3% |
2.18 |
2.9% |
58% |
False |
False |
56,788 |
| 10 |
76.16 |
69.87 |
6.29 |
8.5% |
2.47 |
3.3% |
68% |
False |
False |
56,059 |
| 20 |
76.87 |
69.87 |
7.00 |
9.4% |
2.34 |
3.2% |
61% |
False |
False |
54,767 |
| 40 |
76.87 |
62.21 |
14.66 |
19.8% |
2.36 |
3.2% |
82% |
False |
False |
49,858 |
| 60 |
76.87 |
62.21 |
14.66 |
19.8% |
2.37 |
3.2% |
82% |
False |
False |
44,848 |
| 80 |
76.87 |
60.66 |
16.21 |
21.9% |
2.29 |
3.1% |
83% |
False |
False |
40,979 |
| 100 |
76.87 |
54.92 |
21.95 |
29.6% |
2.24 |
3.0% |
88% |
False |
False |
36,502 |
| 120 |
76.87 |
49.46 |
27.41 |
37.0% |
2.28 |
3.1% |
90% |
False |
False |
34,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.77 |
|
2.618 |
79.09 |
|
1.618 |
77.45 |
|
1.000 |
76.44 |
|
0.618 |
75.81 |
|
HIGH |
74.80 |
|
0.618 |
74.17 |
|
0.500 |
73.98 |
|
0.382 |
73.79 |
|
LOW |
73.16 |
|
0.618 |
72.15 |
|
1.000 |
71.52 |
|
1.618 |
70.51 |
|
2.618 |
68.87 |
|
4.250 |
66.19 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.10 |
73.82 |
| PP |
74.04 |
73.47 |
| S1 |
73.98 |
73.13 |
|