NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 08-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2009 |
08-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
69.97 |
69.49 |
-0.48 |
-0.7% |
74.50 |
| High |
70.20 |
73.23 |
3.03 |
4.3% |
75.15 |
| Low |
68.77 |
69.42 |
0.65 |
0.9% |
68.77 |
| Close |
69.63 |
72.45 |
2.82 |
4.0% |
69.63 |
| Range |
1.43 |
3.81 |
2.38 |
166.4% |
6.38 |
| ATR |
2.13 |
2.25 |
0.12 |
5.6% |
0.00 |
| Volume |
12,584 |
13,113 |
529 |
4.2% |
53,371 |
|
| Daily Pivots for day following 08-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.13 |
81.60 |
74.55 |
|
| R3 |
79.32 |
77.79 |
73.50 |
|
| R2 |
75.51 |
75.51 |
73.15 |
|
| R1 |
73.98 |
73.98 |
72.80 |
74.75 |
| PP |
71.70 |
71.70 |
71.70 |
72.08 |
| S1 |
70.17 |
70.17 |
72.10 |
70.94 |
| S2 |
67.89 |
67.89 |
71.75 |
|
| S3 |
64.08 |
66.36 |
71.40 |
|
| S4 |
60.27 |
62.55 |
70.35 |
|
|
| 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 |
73.23 |
68.77 |
4.46 |
6.2% |
2.30 |
3.2% |
83% |
True |
False |
10,865 |
| 10 |
76.59 |
68.77 |
7.82 |
10.8% |
2.47 |
3.4% |
47% |
False |
False |
10,772 |
| 20 |
76.69 |
68.77 |
7.92 |
10.9% |
2.27 |
3.1% |
46% |
False |
False |
10,934 |
| 40 |
77.45 |
63.75 |
13.70 |
18.9% |
2.09 |
2.9% |
64% |
False |
False |
9,989 |
| 60 |
77.45 |
63.01 |
14.44 |
19.9% |
1.98 |
2.7% |
65% |
False |
False |
8,333 |
| 80 |
77.45 |
61.52 |
15.93 |
22.0% |
1.80 |
2.5% |
69% |
False |
False |
7,034 |
| 100 |
77.45 |
56.18 |
21.27 |
29.4% |
1.68 |
2.3% |
76% |
False |
False |
5,991 |
| 120 |
77.45 |
56.18 |
21.27 |
29.4% |
1.58 |
2.2% |
76% |
False |
False |
5,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.42 |
|
2.618 |
83.20 |
|
1.618 |
79.39 |
|
1.000 |
77.04 |
|
0.618 |
75.58 |
|
HIGH |
73.23 |
|
0.618 |
71.77 |
|
0.500 |
71.33 |
|
0.382 |
70.88 |
|
LOW |
69.42 |
|
0.618 |
67.07 |
|
1.000 |
65.61 |
|
1.618 |
63.26 |
|
2.618 |
59.45 |
|
4.250 |
53.23 |
|
|
| Fisher Pivots for day following 08-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.08 |
71.97 |
| PP |
71.70 |
71.48 |
| S1 |
71.33 |
71.00 |
|