NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
76.25 |
76.00 |
-0.25 |
-0.3% |
75.75 |
| High |
76.25 |
76.00 |
-0.25 |
-0.3% |
76.28 |
| Low |
74.75 |
72.61 |
-2.14 |
-2.9% |
72.61 |
| Close |
75.50 |
72.80 |
-2.70 |
-3.6% |
72.80 |
| Range |
1.50 |
3.39 |
1.89 |
126.0% |
3.67 |
| ATR |
1.91 |
2.02 |
0.11 |
5.5% |
0.00 |
| Volume |
10,612 |
11,136 |
524 |
4.9% |
43,234 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.97 |
81.78 |
74.66 |
|
| R3 |
80.58 |
78.39 |
73.73 |
|
| R2 |
77.19 |
77.19 |
73.42 |
|
| R1 |
75.00 |
75.00 |
73.11 |
74.40 |
| PP |
73.80 |
73.80 |
73.80 |
73.51 |
| S1 |
71.61 |
71.61 |
72.49 |
71.01 |
| S2 |
70.41 |
70.41 |
72.18 |
|
| S3 |
67.02 |
68.22 |
71.87 |
|
| S4 |
63.63 |
64.83 |
70.94 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.91 |
82.52 |
74.82 |
|
| R3 |
81.24 |
78.85 |
73.81 |
|
| R2 |
77.57 |
77.57 |
73.47 |
|
| R1 |
75.18 |
75.18 |
73.14 |
74.54 |
| PP |
73.90 |
73.90 |
73.90 |
73.58 |
| S1 |
71.51 |
71.51 |
72.46 |
70.87 |
| S2 |
70.23 |
70.23 |
72.13 |
|
| S3 |
66.56 |
67.84 |
71.79 |
|
| S4 |
62.89 |
64.17 |
70.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.28 |
72.61 |
3.67 |
5.0% |
1.88 |
2.6% |
5% |
False |
True |
8,646 |
| 10 |
77.45 |
72.61 |
4.84 |
6.6% |
1.80 |
2.5% |
4% |
False |
True |
9,621 |
| 20 |
77.45 |
68.55 |
8.90 |
12.2% |
1.96 |
2.7% |
48% |
False |
False |
9,471 |
| 40 |
77.45 |
63.01 |
14.44 |
19.8% |
1.86 |
2.6% |
68% |
False |
False |
7,503 |
| 60 |
77.45 |
63.01 |
14.44 |
19.8% |
1.69 |
2.3% |
68% |
False |
False |
6,221 |
| 80 |
77.45 |
56.50 |
20.95 |
28.8% |
1.59 |
2.2% |
78% |
False |
False |
5,135 |
| 100 |
77.45 |
56.18 |
21.27 |
29.2% |
1.49 |
2.0% |
78% |
False |
False |
4,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.41 |
|
2.618 |
84.88 |
|
1.618 |
81.49 |
|
1.000 |
79.39 |
|
0.618 |
78.10 |
|
HIGH |
76.00 |
|
0.618 |
74.71 |
|
0.500 |
74.31 |
|
0.382 |
73.90 |
|
LOW |
72.61 |
|
0.618 |
70.51 |
|
1.000 |
69.22 |
|
1.618 |
67.12 |
|
2.618 |
63.73 |
|
4.250 |
58.20 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.31 |
74.43 |
| PP |
73.80 |
73.89 |
| S1 |
73.30 |
73.34 |
|