NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.29 |
68.71 |
-0.58 |
-0.8% |
74.62 |
| High |
69.81 |
72.70 |
2.89 |
4.1% |
74.62 |
| Low |
68.21 |
68.65 |
0.44 |
0.6% |
68.21 |
| Close |
69.08 |
72.00 |
2.92 |
4.2% |
69.08 |
| Range |
1.60 |
4.05 |
2.45 |
153.1% |
6.41 |
| ATR |
2.40 |
2.52 |
0.12 |
4.9% |
0.00 |
| Volume |
61,516 |
55,445 |
-6,071 |
-9.9% |
278,029 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.27 |
81.68 |
74.23 |
|
| R3 |
79.22 |
77.63 |
73.11 |
|
| R2 |
75.17 |
75.17 |
72.74 |
|
| R1 |
73.58 |
73.58 |
72.37 |
74.38 |
| PP |
71.12 |
71.12 |
71.12 |
71.51 |
| S1 |
69.53 |
69.53 |
71.63 |
70.33 |
| S2 |
67.07 |
67.07 |
71.26 |
|
| S3 |
63.02 |
65.48 |
70.89 |
|
| S4 |
58.97 |
61.43 |
69.77 |
|
|
| 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 |
72.70 |
68.21 |
4.49 |
6.2% |
2.46 |
3.4% |
84% |
True |
False |
56,360 |
| 10 |
76.15 |
68.21 |
7.94 |
11.0% |
2.63 |
3.7% |
48% |
False |
False |
55,838 |
| 20 |
76.16 |
68.21 |
7.95 |
11.0% |
2.57 |
3.6% |
48% |
False |
False |
53,928 |
| 40 |
76.87 |
62.90 |
13.97 |
19.4% |
2.43 |
3.4% |
65% |
False |
False |
52,007 |
| 60 |
76.87 |
62.21 |
14.66 |
20.4% |
2.47 |
3.4% |
67% |
False |
False |
46,423 |
| 80 |
76.87 |
60.66 |
16.21 |
22.5% |
2.35 |
3.3% |
70% |
False |
False |
43,216 |
| 100 |
76.87 |
54.92 |
21.95 |
30.5% |
2.27 |
3.1% |
78% |
False |
False |
38,816 |
| 120 |
76.87 |
54.92 |
21.95 |
30.5% |
2.27 |
3.2% |
78% |
False |
False |
35,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.91 |
|
2.618 |
83.30 |
|
1.618 |
79.25 |
|
1.000 |
76.75 |
|
0.618 |
75.20 |
|
HIGH |
72.70 |
|
0.618 |
71.15 |
|
0.500 |
70.68 |
|
0.382 |
70.20 |
|
LOW |
68.65 |
|
0.618 |
66.15 |
|
1.000 |
64.60 |
|
1.618 |
62.10 |
|
2.618 |
58.05 |
|
4.250 |
51.44 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.56 |
71.49 |
| PP |
71.12 |
70.97 |
| S1 |
70.68 |
70.46 |
|