NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.97 |
69.97 |
0.00 |
0.0% |
74.50 |
| High |
71.16 |
70.20 |
-0.96 |
-1.3% |
75.15 |
| Low |
69.59 |
68.77 |
-0.82 |
-1.2% |
68.77 |
| Close |
69.73 |
69.63 |
-0.10 |
-0.1% |
69.63 |
| Range |
1.57 |
1.43 |
-0.14 |
-8.9% |
6.38 |
| ATR |
2.18 |
2.13 |
-0.05 |
-2.5% |
0.00 |
| Volume |
12,611 |
12,584 |
-27 |
-0.2% |
53,371 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.82 |
73.16 |
70.42 |
|
| R3 |
72.39 |
71.73 |
70.02 |
|
| R2 |
70.96 |
70.96 |
69.89 |
|
| R1 |
70.30 |
70.30 |
69.76 |
69.92 |
| PP |
69.53 |
69.53 |
69.53 |
69.34 |
| S1 |
68.87 |
68.87 |
69.50 |
68.49 |
| S2 |
68.10 |
68.10 |
69.37 |
|
| S3 |
66.67 |
67.44 |
69.24 |
|
| S4 |
65.24 |
66.01 |
68.84 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.32 |
86.36 |
73.14 |
|
| R3 |
83.94 |
79.98 |
71.38 |
|
| R2 |
77.56 |
77.56 |
70.80 |
|
| R1 |
73.60 |
73.60 |
70.21 |
72.39 |
| PP |
71.18 |
71.18 |
71.18 |
70.58 |
| S1 |
67.22 |
67.22 |
69.05 |
66.01 |
| S2 |
64.80 |
64.80 |
68.46 |
|
| S3 |
58.42 |
60.84 |
67.88 |
|
| S4 |
52.04 |
54.46 |
66.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.15 |
68.77 |
6.38 |
9.2% |
2.33 |
3.3% |
13% |
False |
True |
10,674 |
| 10 |
76.69 |
68.77 |
7.92 |
11.4% |
2.17 |
3.1% |
11% |
False |
True |
10,793 |
| 20 |
76.69 |
68.77 |
7.92 |
11.4% |
2.14 |
3.1% |
11% |
False |
True |
10,688 |
| 40 |
77.45 |
63.01 |
14.44 |
20.7% |
2.04 |
2.9% |
46% |
False |
False |
9,833 |
| 60 |
77.45 |
63.01 |
14.44 |
20.7% |
1.94 |
2.8% |
46% |
False |
False |
8,157 |
| 80 |
77.45 |
61.52 |
15.93 |
22.9% |
1.77 |
2.5% |
51% |
False |
False |
6,894 |
| 100 |
77.45 |
56.18 |
21.27 |
30.5% |
1.64 |
2.4% |
63% |
False |
False |
5,876 |
| 120 |
77.45 |
55.18 |
22.27 |
32.0% |
1.57 |
2.3% |
65% |
False |
False |
5,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.28 |
|
2.618 |
73.94 |
|
1.618 |
72.51 |
|
1.000 |
71.63 |
|
0.618 |
71.08 |
|
HIGH |
70.20 |
|
0.618 |
69.65 |
|
0.500 |
69.49 |
|
0.382 |
69.32 |
|
LOW |
68.77 |
|
0.618 |
67.89 |
|
1.000 |
67.34 |
|
1.618 |
66.46 |
|
2.618 |
65.03 |
|
4.250 |
62.69 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.58 |
69.97 |
| PP |
69.53 |
69.85 |
| S1 |
69.49 |
69.74 |
|