NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 11-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
72.54 |
72.72 |
0.18 |
0.2% |
71.15 |
High |
73.41 |
73.26 |
-0.15 |
-0.2% |
74.51 |
Low |
72.00 |
70.74 |
-1.26 |
-1.8% |
70.78 |
Close |
72.61 |
71.35 |
-1.26 |
-1.7% |
72.78 |
Range |
1.41 |
2.52 |
1.11 |
78.7% |
3.73 |
ATR |
2.45 |
2.46 |
0.00 |
0.2% |
0.00 |
Volume |
165,310 |
143,071 |
-22,239 |
-13.5% |
550,279 |
|
Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.34 |
77.87 |
72.74 |
|
R3 |
76.82 |
75.35 |
72.04 |
|
R2 |
74.30 |
74.30 |
71.81 |
|
R1 |
72.83 |
72.83 |
71.58 |
72.31 |
PP |
71.78 |
71.78 |
71.78 |
71.52 |
S1 |
70.31 |
70.31 |
71.12 |
69.79 |
S2 |
69.26 |
69.26 |
70.89 |
|
S3 |
66.74 |
67.79 |
70.66 |
|
S4 |
64.22 |
65.27 |
69.96 |
|
|
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 |
70.74 |
3.77 |
5.3% |
2.13 |
3.0% |
16% |
False |
True |
126,578 |
10 |
74.51 |
64.69 |
9.82 |
13.8% |
2.83 |
4.0% |
68% |
False |
False |
111,278 |
20 |
74.51 |
61.98 |
12.53 |
17.6% |
2.44 |
3.4% |
75% |
False |
False |
85,515 |
40 |
74.85 |
60.43 |
14.42 |
20.2% |
2.48 |
3.5% |
76% |
False |
False |
53,919 |
60 |
75.27 |
60.43 |
14.84 |
20.8% |
2.30 |
3.2% |
74% |
False |
False |
40,197 |
80 |
75.27 |
53.00 |
22.27 |
31.2% |
2.12 |
3.0% |
82% |
False |
False |
32,455 |
100 |
75.27 |
53.00 |
22.27 |
31.2% |
2.02 |
2.8% |
82% |
False |
False |
27,278 |
120 |
75.27 |
46.31 |
28.96 |
40.6% |
2.00 |
2.8% |
86% |
False |
False |
23,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.97 |
2.618 |
79.86 |
1.618 |
77.34 |
1.000 |
75.78 |
0.618 |
74.82 |
HIGH |
73.26 |
0.618 |
72.30 |
0.500 |
72.00 |
0.382 |
71.70 |
LOW |
70.74 |
0.618 |
69.18 |
1.000 |
68.22 |
1.618 |
66.66 |
2.618 |
64.14 |
4.250 |
60.03 |
|
|
Fisher Pivots for day following 11-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
72.00 |
72.63 |
PP |
71.78 |
72.20 |
S1 |
71.57 |
71.78 |
|