NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.71 |
69.38 |
-0.33 |
-0.5% |
75.56 |
| High |
70.11 |
70.62 |
0.51 |
0.7% |
76.15 |
| Low |
68.41 |
68.93 |
0.52 |
0.8% |
71.45 |
| Close |
69.33 |
69.15 |
-0.18 |
-0.3% |
74.16 |
| Range |
1.70 |
1.69 |
-0.01 |
-0.6% |
4.70 |
| ATR |
2.52 |
2.46 |
-0.06 |
-2.4% |
0.00 |
| Volume |
56,141 |
55,163 |
-978 |
-1.7% |
283,942 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.64 |
73.58 |
70.08 |
|
| R3 |
72.95 |
71.89 |
69.61 |
|
| R2 |
71.26 |
71.26 |
69.46 |
|
| R1 |
70.20 |
70.20 |
69.30 |
69.89 |
| PP |
69.57 |
69.57 |
69.57 |
69.41 |
| S1 |
68.51 |
68.51 |
69.00 |
68.20 |
| S2 |
67.88 |
67.88 |
68.84 |
|
| S3 |
66.19 |
66.82 |
68.69 |
|
| S4 |
64.50 |
65.13 |
68.22 |
|
|
| 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 |
68.41 |
6.39 |
9.2% |
2.48 |
3.6% |
12% |
False |
False |
53,603 |
| 10 |
76.16 |
68.41 |
7.75 |
11.2% |
2.41 |
3.5% |
10% |
False |
False |
55,565 |
| 20 |
76.55 |
68.41 |
8.14 |
11.8% |
2.45 |
3.5% |
9% |
False |
False |
52,878 |
| 40 |
76.87 |
62.21 |
14.66 |
21.2% |
2.39 |
3.5% |
47% |
False |
False |
50,803 |
| 60 |
76.87 |
62.21 |
14.66 |
21.2% |
2.44 |
3.5% |
47% |
False |
False |
45,878 |
| 80 |
76.87 |
60.66 |
16.21 |
23.4% |
2.33 |
3.4% |
52% |
False |
False |
42,320 |
| 100 |
76.87 |
54.92 |
21.95 |
31.7% |
2.24 |
3.2% |
65% |
False |
False |
37,925 |
| 120 |
76.87 |
52.35 |
24.52 |
35.5% |
2.28 |
3.3% |
69% |
False |
False |
35,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.80 |
|
2.618 |
75.04 |
|
1.618 |
73.35 |
|
1.000 |
72.31 |
|
0.618 |
71.66 |
|
HIGH |
70.62 |
|
0.618 |
69.97 |
|
0.500 |
69.78 |
|
0.382 |
69.58 |
|
LOW |
68.93 |
|
0.618 |
67.89 |
|
1.000 |
67.24 |
|
1.618 |
66.20 |
|
2.618 |
64.51 |
|
4.250 |
61.75 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.78 |
70.53 |
| PP |
69.57 |
70.07 |
| S1 |
69.36 |
69.61 |
|