NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.20 |
74.54 |
2.34 |
3.2% |
75.75 |
| High |
74.41 |
76.55 |
2.14 |
2.9% |
76.28 |
| Low |
71.15 |
72.70 |
1.55 |
2.2% |
72.61 |
| Close |
73.96 |
76.26 |
2.30 |
3.1% |
72.80 |
| Range |
3.26 |
3.85 |
0.59 |
18.1% |
3.67 |
| ATR |
2.11 |
2.23 |
0.12 |
5.9% |
0.00 |
| Volume |
6,336 |
8,999 |
2,663 |
42.0% |
43,234 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.72 |
85.34 |
78.38 |
|
| R3 |
82.87 |
81.49 |
77.32 |
|
| R2 |
79.02 |
79.02 |
76.97 |
|
| R1 |
77.64 |
77.64 |
76.61 |
78.33 |
| PP |
75.17 |
75.17 |
75.17 |
75.52 |
| S1 |
73.79 |
73.79 |
75.91 |
74.48 |
| S2 |
71.32 |
71.32 |
75.55 |
|
| S3 |
67.47 |
69.94 |
75.20 |
|
| S4 |
63.62 |
66.09 |
74.14 |
|
|
| 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 |
76.55 |
70.75 |
5.80 |
7.6% |
2.75 |
3.6% |
95% |
True |
False |
8,900 |
| 10 |
77.45 |
70.75 |
6.70 |
8.8% |
2.17 |
2.8% |
82% |
False |
False |
8,340 |
| 20 |
77.45 |
68.55 |
8.90 |
11.7% |
2.16 |
2.8% |
87% |
False |
False |
9,610 |
| 40 |
77.45 |
63.01 |
14.44 |
18.9% |
1.94 |
2.5% |
92% |
False |
False |
7,826 |
| 60 |
77.45 |
63.01 |
14.44 |
18.9% |
1.78 |
2.3% |
92% |
False |
False |
6,488 |
| 80 |
77.45 |
56.57 |
20.88 |
27.4% |
1.67 |
2.2% |
94% |
False |
False |
5,326 |
| 100 |
77.45 |
56.18 |
21.27 |
27.9% |
1.54 |
2.0% |
94% |
False |
False |
4,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.91 |
|
2.618 |
86.63 |
|
1.618 |
82.78 |
|
1.000 |
80.40 |
|
0.618 |
78.93 |
|
HIGH |
76.55 |
|
0.618 |
75.08 |
|
0.500 |
74.63 |
|
0.382 |
74.17 |
|
LOW |
72.70 |
|
0.618 |
70.32 |
|
1.000 |
68.85 |
|
1.618 |
66.47 |
|
2.618 |
62.62 |
|
4.250 |
56.34 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.72 |
75.39 |
| PP |
75.17 |
74.52 |
| S1 |
74.63 |
73.65 |
|