NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.07 |
74.62 |
0.55 |
0.7% |
75.56 |
| High |
74.80 |
74.62 |
-0.18 |
-0.2% |
76.15 |
| Low |
73.16 |
70.51 |
-2.65 |
-3.6% |
71.45 |
| Close |
74.16 |
71.38 |
-2.78 |
-3.7% |
74.16 |
| Range |
1.64 |
4.11 |
2.47 |
150.6% |
4.70 |
| ATR |
2.41 |
2.53 |
0.12 |
5.0% |
0.00 |
| Volume |
51,502 |
51,673 |
171 |
0.3% |
283,942 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.50 |
82.05 |
73.64 |
|
| R3 |
80.39 |
77.94 |
72.51 |
|
| R2 |
76.28 |
76.28 |
72.13 |
|
| R1 |
73.83 |
73.83 |
71.76 |
73.00 |
| PP |
72.17 |
72.17 |
72.17 |
71.76 |
| S1 |
69.72 |
69.72 |
71.00 |
68.89 |
| S2 |
68.06 |
68.06 |
70.63 |
|
| S3 |
63.95 |
65.61 |
70.25 |
|
| S4 |
59.84 |
61.50 |
69.12 |
|
|
| 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 |
70.51 |
5.64 |
7.9% |
2.81 |
3.9% |
15% |
False |
True |
55,316 |
| 10 |
76.16 |
70.18 |
5.98 |
8.4% |
2.67 |
3.7% |
20% |
False |
False |
57,225 |
| 20 |
76.87 |
69.87 |
7.00 |
9.8% |
2.42 |
3.4% |
22% |
False |
False |
53,698 |
| 40 |
76.87 |
62.21 |
14.66 |
20.5% |
2.40 |
3.4% |
63% |
False |
False |
49,921 |
| 60 |
76.87 |
62.21 |
14.66 |
20.5% |
2.40 |
3.4% |
63% |
False |
False |
44,916 |
| 80 |
76.87 |
60.66 |
16.21 |
22.7% |
2.31 |
3.2% |
66% |
False |
False |
41,278 |
| 100 |
76.87 |
54.92 |
21.95 |
30.8% |
2.24 |
3.1% |
75% |
False |
False |
36,840 |
| 120 |
76.87 |
49.66 |
27.21 |
38.1% |
2.30 |
3.2% |
80% |
False |
False |
34,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.09 |
|
2.618 |
85.38 |
|
1.618 |
81.27 |
|
1.000 |
78.73 |
|
0.618 |
77.16 |
|
HIGH |
74.62 |
|
0.618 |
73.05 |
|
0.500 |
72.57 |
|
0.382 |
72.08 |
|
LOW |
70.51 |
|
0.618 |
67.97 |
|
1.000 |
66.40 |
|
1.618 |
63.86 |
|
2.618 |
59.75 |
|
4.250 |
53.04 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.57 |
72.66 |
| PP |
72.17 |
72.23 |
| S1 |
71.78 |
71.81 |
|