NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.74 |
74.50 |
-0.24 |
-0.3% |
76.49 |
| High |
75.29 |
75.15 |
-0.14 |
-0.2% |
76.69 |
| Low |
73.83 |
71.17 |
-2.66 |
-3.6% |
72.25 |
| Close |
74.78 |
72.00 |
-2.78 |
-3.7% |
74.78 |
| Range |
1.46 |
3.98 |
2.52 |
172.6% |
4.44 |
| ATR |
2.08 |
2.22 |
0.14 |
6.5% |
0.00 |
| Volume |
8,299 |
12,159 |
3,860 |
46.5% |
54,562 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.71 |
82.34 |
74.19 |
|
| R3 |
80.73 |
78.36 |
73.09 |
|
| R2 |
76.75 |
76.75 |
72.73 |
|
| R1 |
74.38 |
74.38 |
72.36 |
73.58 |
| PP |
72.77 |
72.77 |
72.77 |
72.37 |
| S1 |
70.40 |
70.40 |
71.64 |
69.60 |
| S2 |
68.79 |
68.79 |
71.27 |
|
| S3 |
64.81 |
66.42 |
70.91 |
|
| S4 |
60.83 |
62.44 |
69.81 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.89 |
85.78 |
77.22 |
|
| R3 |
83.45 |
81.34 |
76.00 |
|
| R2 |
79.01 |
79.01 |
75.59 |
|
| R1 |
76.90 |
76.90 |
75.19 |
75.74 |
| PP |
74.57 |
74.57 |
74.57 |
73.99 |
| S1 |
72.46 |
72.46 |
74.37 |
71.30 |
| S2 |
70.13 |
70.13 |
73.97 |
|
| S3 |
65.69 |
68.02 |
73.56 |
|
| S4 |
61.25 |
63.58 |
72.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.59 |
71.17 |
5.42 |
7.5% |
2.64 |
3.7% |
15% |
False |
True |
10,679 |
| 10 |
76.69 |
71.15 |
5.54 |
7.7% |
2.39 |
3.3% |
15% |
False |
False |
12,189 |
| 20 |
77.45 |
70.75 |
6.70 |
9.3% |
2.09 |
2.9% |
19% |
False |
False |
10,695 |
| 40 |
77.45 |
63.01 |
14.44 |
20.1% |
1.99 |
2.8% |
62% |
False |
False |
9,404 |
| 60 |
77.45 |
63.01 |
14.44 |
20.1% |
1.88 |
2.6% |
62% |
False |
False |
7,736 |
| 80 |
77.45 |
61.52 |
15.93 |
22.1% |
1.74 |
2.4% |
66% |
False |
False |
6,470 |
| 100 |
77.45 |
56.18 |
21.27 |
29.5% |
1.60 |
2.2% |
74% |
False |
False |
5,525 |
| 120 |
77.45 |
50.20 |
27.25 |
37.8% |
1.57 |
2.2% |
80% |
False |
False |
4,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.07 |
|
2.618 |
85.57 |
|
1.618 |
81.59 |
|
1.000 |
79.13 |
|
0.618 |
77.61 |
|
HIGH |
75.15 |
|
0.618 |
73.63 |
|
0.500 |
73.16 |
|
0.382 |
72.69 |
|
LOW |
71.17 |
|
0.618 |
68.71 |
|
1.000 |
67.19 |
|
1.618 |
64.73 |
|
2.618 |
60.75 |
|
4.250 |
54.26 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.16 |
73.23 |
| PP |
72.77 |
72.82 |
| S1 |
72.39 |
72.41 |
|