NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.75 |
73.68 |
-2.07 |
-2.7% |
72.45 |
| High |
76.59 |
74.70 |
-1.89 |
-2.5% |
76.55 |
| Low |
73.24 |
72.85 |
-0.39 |
-0.5% |
70.75 |
| Close |
74.15 |
73.68 |
-0.47 |
-0.6% |
76.13 |
| Range |
3.35 |
1.85 |
-1.50 |
-44.8% |
5.80 |
| ATR |
2.12 |
2.10 |
-0.02 |
-0.9% |
0.00 |
| Volume |
8,045 |
12,173 |
4,128 |
51.3% |
62,595 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.29 |
78.34 |
74.70 |
|
| R3 |
77.44 |
76.49 |
74.19 |
|
| R2 |
75.59 |
75.59 |
74.02 |
|
| R1 |
74.64 |
74.64 |
73.85 |
74.61 |
| PP |
73.74 |
73.74 |
73.74 |
73.73 |
| S1 |
72.79 |
72.79 |
73.51 |
72.76 |
| S2 |
71.89 |
71.89 |
73.34 |
|
| S3 |
70.04 |
70.94 |
73.17 |
|
| S4 |
68.19 |
69.09 |
72.66 |
|
|
| 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 |
72.85 |
3.84 |
5.2% |
1.76 |
2.4% |
22% |
False |
True |
14,677 |
| 10 |
76.69 |
70.75 |
5.94 |
8.1% |
2.26 |
3.1% |
49% |
False |
False |
11,788 |
| 20 |
77.45 |
69.33 |
8.12 |
11.0% |
2.12 |
2.9% |
54% |
False |
False |
10,688 |
| 40 |
77.45 |
63.01 |
14.44 |
19.6% |
1.92 |
2.6% |
74% |
False |
False |
9,030 |
| 60 |
77.45 |
63.01 |
14.44 |
19.6% |
1.83 |
2.5% |
74% |
False |
False |
7,414 |
| 80 |
77.45 |
61.41 |
16.04 |
21.8% |
1.70 |
2.3% |
76% |
False |
False |
6,159 |
| 100 |
77.45 |
56.18 |
21.27 |
28.9% |
1.56 |
2.1% |
82% |
False |
False |
5,290 |
| 120 |
77.45 |
50.10 |
27.35 |
37.1% |
1.55 |
2.1% |
86% |
False |
False |
4,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.56 |
|
2.618 |
79.54 |
|
1.618 |
77.69 |
|
1.000 |
76.55 |
|
0.618 |
75.84 |
|
HIGH |
74.70 |
|
0.618 |
73.99 |
|
0.500 |
73.78 |
|
0.382 |
73.56 |
|
LOW |
72.85 |
|
0.618 |
71.71 |
|
1.000 |
71.00 |
|
1.618 |
69.86 |
|
2.618 |
68.01 |
|
4.250 |
64.99 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.78 |
74.77 |
| PP |
73.74 |
74.41 |
| S1 |
73.71 |
74.04 |
|