NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
76.49 |
75.75 |
-0.74 |
-1.0% |
72.45 |
| High |
76.69 |
76.59 |
-0.10 |
-0.1% |
76.55 |
| Low |
75.88 |
73.24 |
-2.64 |
-3.5% |
70.75 |
| Close |
76.38 |
74.15 |
-2.23 |
-2.9% |
76.13 |
| Range |
0.81 |
3.35 |
2.54 |
313.6% |
5.80 |
| ATR |
2.02 |
2.12 |
0.09 |
4.7% |
0.00 |
| Volume |
13,325 |
8,045 |
-5,280 |
-39.6% |
62,595 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.71 |
82.78 |
75.99 |
|
| R3 |
81.36 |
79.43 |
75.07 |
|
| R2 |
78.01 |
78.01 |
74.76 |
|
| R1 |
76.08 |
76.08 |
74.46 |
75.37 |
| PP |
74.66 |
74.66 |
74.66 |
74.31 |
| S1 |
72.73 |
72.73 |
73.84 |
72.02 |
| S2 |
71.31 |
71.31 |
73.54 |
|
| S3 |
67.96 |
69.38 |
73.23 |
|
| S4 |
64.61 |
66.03 |
72.31 |
|
|
| 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 |
72.70 |
3.99 |
5.4% |
2.16 |
2.9% |
36% |
False |
False |
14,042 |
| 10 |
76.69 |
70.75 |
5.94 |
8.0% |
2.20 |
3.0% |
57% |
False |
False |
11,255 |
| 20 |
77.45 |
68.55 |
8.90 |
12.0% |
2.18 |
2.9% |
63% |
False |
False |
10,539 |
| 40 |
77.45 |
63.01 |
14.44 |
19.5% |
1.96 |
2.6% |
77% |
False |
False |
8,883 |
| 60 |
77.45 |
63.01 |
14.44 |
19.5% |
1.82 |
2.5% |
77% |
False |
False |
7,250 |
| 80 |
77.45 |
59.99 |
17.46 |
23.5% |
1.70 |
2.3% |
81% |
False |
False |
6,033 |
| 100 |
77.45 |
56.18 |
21.27 |
28.7% |
1.55 |
2.1% |
84% |
False |
False |
5,186 |
| 120 |
77.45 |
50.10 |
27.35 |
36.9% |
1.55 |
2.1% |
88% |
False |
False |
4,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.83 |
|
2.618 |
85.36 |
|
1.618 |
82.01 |
|
1.000 |
79.94 |
|
0.618 |
78.66 |
|
HIGH |
76.59 |
|
0.618 |
75.31 |
|
0.500 |
74.92 |
|
0.382 |
74.52 |
|
LOW |
73.24 |
|
0.618 |
71.17 |
|
1.000 |
69.89 |
|
1.618 |
67.82 |
|
2.618 |
64.47 |
|
4.250 |
59.00 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.92 |
74.97 |
| PP |
74.66 |
74.69 |
| S1 |
74.41 |
74.42 |
|