NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
70.05 |
69.97 |
-0.08 |
-0.1% |
76.49 |
| High |
70.74 |
71.16 |
0.42 |
0.6% |
76.69 |
| Low |
69.15 |
69.59 |
0.44 |
0.6% |
72.25 |
| Close |
69.96 |
69.73 |
-0.23 |
-0.3% |
74.78 |
| Range |
1.59 |
1.57 |
-0.02 |
-1.3% |
4.44 |
| ATR |
2.23 |
2.18 |
-0.05 |
-2.1% |
0.00 |
| Volume |
10,218 |
12,611 |
2,393 |
23.4% |
54,562 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.87 |
73.87 |
70.59 |
|
| R3 |
73.30 |
72.30 |
70.16 |
|
| R2 |
71.73 |
71.73 |
70.02 |
|
| R1 |
70.73 |
70.73 |
69.87 |
70.45 |
| PP |
70.16 |
70.16 |
70.16 |
70.02 |
| S1 |
69.16 |
69.16 |
69.59 |
68.88 |
| S2 |
68.59 |
68.59 |
69.44 |
|
| S3 |
67.02 |
67.59 |
69.30 |
|
| S4 |
65.45 |
66.02 |
68.87 |
|
|
| 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 |
75.29 |
69.15 |
6.14 |
8.8% |
2.34 |
3.4% |
9% |
False |
False |
9,817 |
| 10 |
76.69 |
69.15 |
7.54 |
10.8% |
2.17 |
3.1% |
8% |
False |
False |
11,242 |
| 20 |
77.05 |
69.15 |
7.90 |
11.3% |
2.15 |
3.1% |
7% |
False |
False |
10,488 |
| 40 |
77.45 |
63.01 |
14.44 |
20.7% |
2.03 |
2.9% |
47% |
False |
False |
9,639 |
| 60 |
77.45 |
63.01 |
14.44 |
20.7% |
1.93 |
2.8% |
47% |
False |
False |
8,033 |
| 80 |
77.45 |
61.52 |
15.93 |
22.8% |
1.77 |
2.5% |
52% |
False |
False |
6,756 |
| 100 |
77.45 |
56.18 |
21.27 |
30.5% |
1.63 |
2.3% |
64% |
False |
False |
5,755 |
| 120 |
77.45 |
55.05 |
22.40 |
32.1% |
1.57 |
2.3% |
66% |
False |
False |
5,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.83 |
|
2.618 |
75.27 |
|
1.618 |
73.70 |
|
1.000 |
72.73 |
|
0.618 |
72.13 |
|
HIGH |
71.16 |
|
0.618 |
70.56 |
|
0.500 |
70.38 |
|
0.382 |
70.19 |
|
LOW |
69.59 |
|
0.618 |
68.62 |
|
1.000 |
68.02 |
|
1.618 |
67.05 |
|
2.618 |
65.48 |
|
4.250 |
62.92 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.38 |
71.15 |
| PP |
70.16 |
70.68 |
| S1 |
69.95 |
70.20 |
|