NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.68 |
73.96 |
0.28 |
0.4% |
72.45 |
| High |
74.70 |
74.81 |
0.11 |
0.1% |
76.55 |
| Low |
72.85 |
72.25 |
-0.60 |
-0.8% |
70.75 |
| Close |
73.68 |
74.53 |
0.85 |
1.2% |
76.13 |
| Range |
1.85 |
2.56 |
0.71 |
38.4% |
5.80 |
| ATR |
2.10 |
2.13 |
0.03 |
1.6% |
0.00 |
| Volume |
12,173 |
12,720 |
547 |
4.5% |
62,595 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.54 |
80.60 |
75.94 |
|
| R3 |
78.98 |
78.04 |
75.23 |
|
| R2 |
76.42 |
76.42 |
75.00 |
|
| R1 |
75.48 |
75.48 |
74.76 |
75.95 |
| PP |
73.86 |
73.86 |
73.86 |
74.10 |
| S1 |
72.92 |
72.92 |
74.30 |
73.39 |
| S2 |
71.30 |
71.30 |
74.06 |
|
| S3 |
68.74 |
70.36 |
73.83 |
|
| S4 |
66.18 |
67.80 |
73.12 |
|
|
| 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 |
72.25 |
4.44 |
6.0% |
2.01 |
2.7% |
51% |
False |
True |
12,666 |
| 10 |
76.69 |
70.75 |
5.94 |
8.0% |
2.36 |
3.2% |
64% |
False |
False |
11,999 |
| 20 |
77.45 |
70.66 |
6.79 |
9.1% |
2.08 |
2.8% |
57% |
False |
False |
10,718 |
| 40 |
77.45 |
63.01 |
14.44 |
19.4% |
1.92 |
2.6% |
80% |
False |
False |
9,244 |
| 60 |
77.45 |
63.01 |
14.44 |
19.4% |
1.83 |
2.5% |
80% |
False |
False |
7,514 |
| 80 |
77.45 |
61.52 |
15.93 |
21.4% |
1.72 |
2.3% |
82% |
False |
False |
6,302 |
| 100 |
77.45 |
56.18 |
21.27 |
28.5% |
1.57 |
2.1% |
86% |
False |
False |
5,383 |
| 120 |
77.45 |
50.10 |
27.35 |
36.7% |
1.56 |
2.1% |
89% |
False |
False |
4,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.69 |
|
2.618 |
81.51 |
|
1.618 |
78.95 |
|
1.000 |
77.37 |
|
0.618 |
76.39 |
|
HIGH |
74.81 |
|
0.618 |
73.83 |
|
0.500 |
73.53 |
|
0.382 |
73.23 |
|
LOW |
72.25 |
|
0.618 |
70.67 |
|
1.000 |
69.69 |
|
1.618 |
68.11 |
|
2.618 |
65.55 |
|
4.250 |
61.37 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.20 |
74.49 |
| PP |
73.86 |
74.46 |
| S1 |
73.53 |
74.42 |
|