NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 10-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
73.60 |
72.54 |
-1.06 |
-1.4% |
71.15 |
High |
74.51 |
73.41 |
-1.10 |
-1.5% |
74.51 |
Low |
72.28 |
72.00 |
-0.28 |
-0.4% |
70.78 |
Close |
72.78 |
72.61 |
-0.17 |
-0.2% |
72.78 |
Range |
2.23 |
1.41 |
-0.82 |
-36.8% |
3.73 |
ATR |
2.53 |
2.45 |
-0.08 |
-3.2% |
0.00 |
Volume |
121,815 |
165,310 |
43,495 |
35.7% |
550,279 |
|
Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.90 |
76.17 |
73.39 |
|
R3 |
75.49 |
74.76 |
73.00 |
|
R2 |
74.08 |
74.08 |
72.87 |
|
R1 |
73.35 |
73.35 |
72.74 |
73.72 |
PP |
72.67 |
72.67 |
72.67 |
72.86 |
S1 |
71.94 |
71.94 |
72.48 |
72.31 |
S2 |
71.26 |
71.26 |
72.35 |
|
S3 |
69.85 |
70.53 |
72.22 |
|
S4 |
68.44 |
69.12 |
71.83 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.88 |
82.06 |
74.83 |
|
R3 |
80.15 |
78.33 |
73.81 |
|
R2 |
76.42 |
76.42 |
73.46 |
|
R1 |
74.60 |
74.60 |
73.12 |
75.51 |
PP |
72.69 |
72.69 |
72.69 |
73.15 |
S1 |
70.87 |
70.87 |
72.44 |
71.78 |
S2 |
68.96 |
68.96 |
72.10 |
|
S3 |
65.23 |
67.14 |
71.75 |
|
S4 |
61.50 |
63.41 |
70.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.51 |
71.72 |
2.79 |
3.8% |
2.00 |
2.7% |
32% |
False |
False |
121,589 |
10 |
74.51 |
64.69 |
9.82 |
13.5% |
2.80 |
3.9% |
81% |
False |
False |
103,994 |
20 |
74.51 |
61.15 |
13.36 |
18.4% |
2.42 |
3.3% |
86% |
False |
False |
79,909 |
40 |
74.85 |
60.43 |
14.42 |
19.9% |
2.48 |
3.4% |
84% |
False |
False |
50,534 |
60 |
75.27 |
59.26 |
16.01 |
22.0% |
2.30 |
3.2% |
83% |
False |
False |
37,955 |
80 |
75.27 |
53.00 |
22.27 |
30.7% |
2.13 |
2.9% |
88% |
False |
False |
30,708 |
100 |
75.27 |
53.00 |
22.27 |
30.7% |
2.01 |
2.8% |
88% |
False |
False |
25,918 |
120 |
75.27 |
45.81 |
29.46 |
40.6% |
1.99 |
2.7% |
91% |
False |
False |
22,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.40 |
2.618 |
77.10 |
1.618 |
75.69 |
1.000 |
74.82 |
0.618 |
74.28 |
HIGH |
73.41 |
0.618 |
72.87 |
0.500 |
72.71 |
0.382 |
72.54 |
LOW |
72.00 |
0.618 |
71.13 |
1.000 |
70.59 |
1.618 |
69.72 |
2.618 |
68.31 |
4.250 |
66.01 |
|
|
Fisher Pivots for day following 10-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
72.71 |
73.26 |
PP |
72.67 |
73.04 |
S1 |
72.64 |
72.83 |
|