NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.38 |
69.29 |
-0.09 |
-0.1% |
74.62 |
| High |
70.62 |
69.81 |
-0.81 |
-1.1% |
74.62 |
| Low |
68.93 |
68.21 |
-0.72 |
-1.0% |
68.21 |
| Close |
69.15 |
69.08 |
-0.07 |
-0.1% |
69.08 |
| Range |
1.69 |
1.60 |
-0.09 |
-5.3% |
6.41 |
| ATR |
2.46 |
2.40 |
-0.06 |
-2.5% |
0.00 |
| Volume |
55,163 |
61,516 |
6,353 |
11.5% |
278,029 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.83 |
73.06 |
69.96 |
|
| R3 |
72.23 |
71.46 |
69.52 |
|
| R2 |
70.63 |
70.63 |
69.37 |
|
| R1 |
69.86 |
69.86 |
69.23 |
69.45 |
| PP |
69.03 |
69.03 |
69.03 |
68.83 |
| S1 |
68.26 |
68.26 |
68.93 |
67.85 |
| S2 |
67.43 |
67.43 |
68.79 |
|
| S3 |
65.83 |
66.66 |
68.64 |
|
| S4 |
64.23 |
65.06 |
68.20 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.87 |
85.88 |
72.61 |
|
| R3 |
83.46 |
79.47 |
70.84 |
|
| R2 |
77.05 |
77.05 |
70.26 |
|
| R1 |
73.06 |
73.06 |
69.67 |
71.85 |
| PP |
70.64 |
70.64 |
70.64 |
70.03 |
| S1 |
66.65 |
66.65 |
68.49 |
65.44 |
| S2 |
64.23 |
64.23 |
67.90 |
|
| S3 |
57.82 |
60.24 |
67.32 |
|
| S4 |
51.41 |
53.83 |
65.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.62 |
68.21 |
6.41 |
9.3% |
2.47 |
3.6% |
14% |
False |
True |
55,605 |
| 10 |
76.15 |
68.21 |
7.94 |
11.5% |
2.33 |
3.4% |
11% |
False |
True |
56,197 |
| 20 |
76.16 |
68.21 |
7.95 |
11.5% |
2.43 |
3.5% |
11% |
False |
True |
53,621 |
| 40 |
76.87 |
62.21 |
14.66 |
21.2% |
2.38 |
3.4% |
47% |
False |
False |
51,483 |
| 60 |
76.87 |
62.21 |
14.66 |
21.2% |
2.43 |
3.5% |
47% |
False |
False |
46,188 |
| 80 |
76.87 |
60.66 |
16.21 |
23.5% |
2.33 |
3.4% |
52% |
False |
False |
42,824 |
| 100 |
76.87 |
54.92 |
21.95 |
31.8% |
2.24 |
3.2% |
65% |
False |
False |
38,412 |
| 120 |
76.87 |
54.32 |
22.55 |
32.6% |
2.27 |
3.3% |
65% |
False |
False |
35,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.61 |
|
2.618 |
74.00 |
|
1.618 |
72.40 |
|
1.000 |
71.41 |
|
0.618 |
70.80 |
|
HIGH |
69.81 |
|
0.618 |
69.20 |
|
0.500 |
69.01 |
|
0.382 |
68.82 |
|
LOW |
68.21 |
|
0.618 |
67.22 |
|
1.000 |
66.61 |
|
1.618 |
65.62 |
|
2.618 |
64.02 |
|
4.250 |
61.41 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.06 |
69.42 |
| PP |
69.03 |
69.30 |
| S1 |
69.01 |
69.19 |
|