NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
76.00 |
72.45 |
-3.55 |
-4.7% |
75.75 |
| High |
76.00 |
72.52 |
-3.48 |
-4.6% |
76.28 |
| Low |
72.61 |
70.75 |
-1.86 |
-2.6% |
72.61 |
| Close |
72.80 |
72.07 |
-0.73 |
-1.0% |
72.80 |
| Range |
3.39 |
1.77 |
-1.62 |
-47.8% |
3.67 |
| ATR |
2.02 |
2.02 |
0.00 |
0.1% |
0.00 |
| Volume |
11,136 |
7,418 |
-3,718 |
-33.4% |
43,234 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.09 |
76.35 |
73.04 |
|
| R3 |
75.32 |
74.58 |
72.56 |
|
| R2 |
73.55 |
73.55 |
72.39 |
|
| R1 |
72.81 |
72.81 |
72.23 |
72.30 |
| PP |
71.78 |
71.78 |
71.78 |
71.52 |
| S1 |
71.04 |
71.04 |
71.91 |
70.53 |
| S2 |
70.01 |
70.01 |
71.75 |
|
| S3 |
68.24 |
69.27 |
71.58 |
|
| S4 |
66.47 |
67.50 |
71.10 |
|
|
| 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 |
76.25 |
70.75 |
5.50 |
7.6% |
2.01 |
2.8% |
24% |
False |
True |
8,492 |
| 10 |
77.45 |
70.75 |
6.70 |
9.3% |
1.80 |
2.5% |
20% |
False |
True |
9,201 |
| 20 |
77.45 |
68.55 |
8.90 |
12.3% |
1.99 |
2.8% |
40% |
False |
False |
9,592 |
| 40 |
77.45 |
63.01 |
14.44 |
20.0% |
1.86 |
2.6% |
63% |
False |
False |
7,653 |
| 60 |
77.45 |
63.01 |
14.44 |
20.0% |
1.70 |
2.4% |
63% |
False |
False |
6,314 |
| 80 |
77.45 |
56.57 |
20.88 |
29.0% |
1.60 |
2.2% |
74% |
False |
False |
5,196 |
| 100 |
77.45 |
56.18 |
21.27 |
29.5% |
1.49 |
2.1% |
75% |
False |
False |
4,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.04 |
|
2.618 |
77.15 |
|
1.618 |
75.38 |
|
1.000 |
74.29 |
|
0.618 |
73.61 |
|
HIGH |
72.52 |
|
0.618 |
71.84 |
|
0.500 |
71.64 |
|
0.382 |
71.43 |
|
LOW |
70.75 |
|
0.618 |
69.66 |
|
1.000 |
68.98 |
|
1.618 |
67.89 |
|
2.618 |
66.12 |
|
4.250 |
63.23 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.93 |
73.50 |
| PP |
71.78 |
73.02 |
| S1 |
71.64 |
72.55 |
|