NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
71.53 |
72.38 |
0.85 |
1.2% |
71.15 |
High |
72.73 |
73.92 |
1.19 |
1.6% |
74.51 |
Low |
70.68 |
71.88 |
1.20 |
1.7% |
70.78 |
Close |
72.01 |
72.48 |
0.47 |
0.7% |
72.78 |
Range |
2.05 |
2.04 |
-0.01 |
-0.5% |
3.73 |
ATR |
2.43 |
2.40 |
-0.03 |
-1.1% |
0.00 |
Volume |
195,742 |
184,593 |
-11,149 |
-5.7% |
550,279 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.88 |
77.72 |
73.60 |
|
R3 |
76.84 |
75.68 |
73.04 |
|
R2 |
74.80 |
74.80 |
72.85 |
|
R1 |
73.64 |
73.64 |
72.67 |
74.22 |
PP |
72.76 |
72.76 |
72.76 |
73.05 |
S1 |
71.60 |
71.60 |
72.29 |
72.18 |
S2 |
70.72 |
70.72 |
72.11 |
|
S3 |
68.68 |
69.56 |
71.92 |
|
S4 |
66.64 |
67.52 |
71.36 |
|
|
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 |
70.68 |
3.83 |
5.3% |
2.05 |
2.8% |
47% |
False |
False |
162,106 |
10 |
74.51 |
66.92 |
7.59 |
10.5% |
2.40 |
3.3% |
73% |
False |
False |
133,390 |
20 |
74.51 |
63.39 |
11.12 |
15.3% |
2.45 |
3.4% |
82% |
False |
False |
100,501 |
40 |
74.85 |
60.43 |
14.42 |
19.9% |
2.49 |
3.4% |
84% |
False |
False |
62,681 |
60 |
75.27 |
60.43 |
14.84 |
20.5% |
2.31 |
3.2% |
81% |
False |
False |
46,293 |
80 |
75.27 |
53.00 |
22.27 |
30.7% |
2.14 |
3.0% |
87% |
False |
False |
36,988 |
100 |
75.27 |
53.00 |
22.27 |
30.7% |
2.04 |
2.8% |
87% |
False |
False |
30,952 |
120 |
75.27 |
46.50 |
28.77 |
39.7% |
2.00 |
2.8% |
90% |
False |
False |
26,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.59 |
2.618 |
79.26 |
1.618 |
77.22 |
1.000 |
75.96 |
0.618 |
75.18 |
HIGH |
73.92 |
0.618 |
73.14 |
0.500 |
72.90 |
0.382 |
72.66 |
LOW |
71.88 |
0.618 |
70.62 |
1.000 |
69.84 |
1.618 |
68.58 |
2.618 |
66.54 |
4.250 |
63.21 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
72.90 |
72.42 |
PP |
72.76 |
72.36 |
S1 |
72.62 |
72.30 |
|