NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
74.62 |
71.01 |
-3.61 |
-4.8% |
75.56 |
| High |
74.62 |
72.65 |
-1.97 |
-2.6% |
76.15 |
| Low |
70.51 |
69.40 |
-1.11 |
-1.6% |
71.45 |
| Close |
71.38 |
69.45 |
-1.93 |
-2.7% |
74.16 |
| Range |
4.11 |
3.25 |
-0.86 |
-20.9% |
4.70 |
| ATR |
2.53 |
2.58 |
0.05 |
2.0% |
0.00 |
| Volume |
51,673 |
53,536 |
1,863 |
3.6% |
283,942 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.25 |
78.10 |
71.24 |
|
| R3 |
77.00 |
74.85 |
70.34 |
|
| R2 |
73.75 |
73.75 |
70.05 |
|
| R1 |
71.60 |
71.60 |
69.75 |
71.05 |
| PP |
70.50 |
70.50 |
70.50 |
70.23 |
| S1 |
68.35 |
68.35 |
69.15 |
67.80 |
| S2 |
67.25 |
67.25 |
68.85 |
|
| S3 |
64.00 |
65.10 |
68.56 |
|
| S4 |
60.75 |
61.85 |
67.66 |
|
|
| 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 |
74.80 |
69.40 |
5.40 |
7.8% |
2.75 |
4.0% |
1% |
False |
True |
56,612 |
| 10 |
76.16 |
69.40 |
6.76 |
9.7% |
2.62 |
3.8% |
1% |
False |
True |
58,669 |
| 20 |
76.87 |
69.40 |
7.47 |
10.8% |
2.49 |
3.6% |
1% |
False |
True |
52,621 |
| 40 |
76.87 |
62.21 |
14.66 |
21.1% |
2.42 |
3.5% |
49% |
False |
False |
50,113 |
| 60 |
76.87 |
62.21 |
14.66 |
21.1% |
2.42 |
3.5% |
49% |
False |
False |
45,031 |
| 80 |
76.87 |
60.66 |
16.21 |
23.3% |
2.33 |
3.4% |
54% |
False |
False |
41,484 |
| 100 |
76.87 |
54.92 |
21.95 |
31.6% |
2.25 |
3.2% |
66% |
False |
False |
37,156 |
| 120 |
76.87 |
50.50 |
26.37 |
38.0% |
2.29 |
3.3% |
72% |
False |
False |
34,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.46 |
|
2.618 |
81.16 |
|
1.618 |
77.91 |
|
1.000 |
75.90 |
|
0.618 |
74.66 |
|
HIGH |
72.65 |
|
0.618 |
71.41 |
|
0.500 |
71.03 |
|
0.382 |
70.64 |
|
LOW |
69.40 |
|
0.618 |
67.39 |
|
1.000 |
66.15 |
|
1.618 |
64.14 |
|
2.618 |
60.89 |
|
4.250 |
55.59 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.03 |
72.10 |
| PP |
70.50 |
71.22 |
| S1 |
69.98 |
70.33 |
|