NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.08 |
76.49 |
1.41 |
1.9% |
72.45 |
| High |
76.55 |
76.69 |
0.14 |
0.2% |
76.55 |
| Low |
75.08 |
75.88 |
0.80 |
1.1% |
70.75 |
| Close |
76.13 |
76.38 |
0.25 |
0.3% |
76.13 |
| Range |
1.47 |
0.81 |
-0.66 |
-44.9% |
5.80 |
| ATR |
2.12 |
2.02 |
-0.09 |
-4.4% |
0.00 |
| Volume |
17,071 |
13,325 |
-3,746 |
-21.9% |
62,595 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.75 |
78.37 |
76.83 |
|
| R3 |
77.94 |
77.56 |
76.60 |
|
| R2 |
77.13 |
77.13 |
76.53 |
|
| R1 |
76.75 |
76.75 |
76.45 |
76.54 |
| PP |
76.32 |
76.32 |
76.32 |
76.21 |
| S1 |
75.94 |
75.94 |
76.31 |
75.73 |
| S2 |
75.51 |
75.51 |
76.23 |
|
| S3 |
74.70 |
75.13 |
76.16 |
|
| S4 |
73.89 |
74.32 |
75.93 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.88 |
89.80 |
79.32 |
|
| R3 |
86.08 |
84.00 |
77.73 |
|
| R2 |
80.28 |
80.28 |
77.19 |
|
| R1 |
78.20 |
78.20 |
76.66 |
79.24 |
| PP |
74.48 |
74.48 |
74.48 |
75.00 |
| S1 |
72.40 |
72.40 |
75.60 |
73.44 |
| S2 |
68.68 |
68.68 |
75.07 |
|
| S3 |
62.88 |
66.60 |
74.54 |
|
| S4 |
57.08 |
60.80 |
72.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.69 |
71.15 |
5.54 |
7.3% |
2.14 |
2.8% |
94% |
True |
False |
13,700 |
| 10 |
76.69 |
70.75 |
5.94 |
7.8% |
2.07 |
2.7% |
95% |
True |
False |
11,096 |
| 20 |
77.45 |
68.55 |
8.90 |
11.7% |
2.11 |
2.8% |
88% |
False |
False |
10,657 |
| 40 |
77.45 |
63.01 |
14.44 |
18.9% |
1.92 |
2.5% |
93% |
False |
False |
8,769 |
| 60 |
77.45 |
63.01 |
14.44 |
18.9% |
1.78 |
2.3% |
93% |
False |
False |
7,184 |
| 80 |
77.45 |
57.44 |
20.01 |
26.2% |
1.70 |
2.2% |
95% |
False |
False |
5,944 |
| 100 |
77.45 |
56.18 |
21.27 |
27.8% |
1.54 |
2.0% |
95% |
False |
False |
5,123 |
| 120 |
77.45 |
50.10 |
27.35 |
35.8% |
1.52 |
2.0% |
96% |
False |
False |
4,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.13 |
|
2.618 |
78.81 |
|
1.618 |
78.00 |
|
1.000 |
77.50 |
|
0.618 |
77.19 |
|
HIGH |
76.69 |
|
0.618 |
76.38 |
|
0.500 |
76.29 |
|
0.382 |
76.19 |
|
LOW |
75.88 |
|
0.618 |
75.38 |
|
1.000 |
75.07 |
|
1.618 |
74.57 |
|
2.618 |
73.76 |
|
4.250 |
72.44 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.35 |
76.20 |
| PP |
76.32 |
76.03 |
| S1 |
76.29 |
75.85 |
|