NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.86 |
74.48 |
-1.38 |
-1.8% |
75.81 |
| High |
76.25 |
75.57 |
-0.68 |
-0.9% |
77.45 |
| Low |
74.16 |
74.27 |
0.11 |
0.1% |
74.19 |
| Close |
74.58 |
75.03 |
0.45 |
0.6% |
75.71 |
| Range |
2.09 |
1.30 |
-0.79 |
-37.8% |
3.26 |
| ATR |
1.99 |
1.94 |
-0.05 |
-2.5% |
0.00 |
| Volume |
6,455 |
6,843 |
388 |
6.0% |
52,978 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.86 |
78.24 |
75.75 |
|
| R3 |
77.56 |
76.94 |
75.39 |
|
| R2 |
76.26 |
76.26 |
75.27 |
|
| R1 |
75.64 |
75.64 |
75.15 |
75.95 |
| PP |
74.96 |
74.96 |
74.96 |
75.11 |
| S1 |
74.34 |
74.34 |
74.91 |
74.65 |
| S2 |
73.66 |
73.66 |
74.79 |
|
| S3 |
72.36 |
73.04 |
74.67 |
|
| S4 |
71.06 |
71.74 |
74.32 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.56 |
83.90 |
77.50 |
|
| R3 |
82.30 |
80.64 |
76.61 |
|
| R2 |
79.04 |
79.04 |
76.31 |
|
| R1 |
77.38 |
77.38 |
76.01 |
76.58 |
| PP |
75.78 |
75.78 |
75.78 |
75.39 |
| S1 |
74.12 |
74.12 |
75.41 |
73.32 |
| S2 |
72.52 |
72.52 |
75.11 |
|
| S3 |
69.26 |
70.86 |
74.81 |
|
| S4 |
66.00 |
67.60 |
73.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.45 |
74.16 |
3.29 |
4.4% |
1.58 |
2.1% |
26% |
False |
False |
7,780 |
| 10 |
77.45 |
69.33 |
8.12 |
10.8% |
1.98 |
2.6% |
70% |
False |
False |
9,587 |
| 20 |
77.45 |
65.94 |
11.51 |
15.3% |
1.90 |
2.5% |
79% |
False |
False |
9,064 |
| 40 |
77.45 |
63.01 |
14.44 |
19.2% |
1.82 |
2.4% |
83% |
False |
False |
7,209 |
| 60 |
77.45 |
63.01 |
14.44 |
19.2% |
1.65 |
2.2% |
83% |
False |
False |
5,897 |
| 80 |
77.45 |
56.18 |
21.27 |
28.3% |
1.55 |
2.1% |
89% |
False |
False |
4,902 |
| 100 |
77.45 |
56.18 |
21.27 |
28.3% |
1.46 |
1.9% |
89% |
False |
False |
4,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.10 |
|
2.618 |
78.97 |
|
1.618 |
77.67 |
|
1.000 |
76.87 |
|
0.618 |
76.37 |
|
HIGH |
75.57 |
|
0.618 |
75.07 |
|
0.500 |
74.92 |
|
0.382 |
74.77 |
|
LOW |
74.27 |
|
0.618 |
73.47 |
|
1.000 |
72.97 |
|
1.618 |
72.17 |
|
2.618 |
70.87 |
|
4.250 |
68.75 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.99 |
75.22 |
| PP |
74.96 |
75.16 |
| S1 |
74.92 |
75.09 |
|