NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 25-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
73.75 |
73.97 |
0.22 |
0.3% |
69.70 |
High |
74.81 |
75.00 |
0.19 |
0.3% |
74.72 |
Low |
73.57 |
71.11 |
-2.46 |
-3.3% |
67.42 |
Close |
74.37 |
72.05 |
-2.32 |
-3.1% |
73.89 |
Range |
1.24 |
3.89 |
2.65 |
213.7% |
7.30 |
ATR |
2.58 |
2.67 |
0.09 |
3.6% |
0.00 |
Volume |
246,228 |
208,702 |
-37,526 |
-15.2% |
1,144,984 |
|
Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.39 |
82.11 |
74.19 |
|
R3 |
80.50 |
78.22 |
73.12 |
|
R2 |
76.61 |
76.61 |
72.76 |
|
R1 |
74.33 |
74.33 |
72.41 |
73.53 |
PP |
72.72 |
72.72 |
72.72 |
72.32 |
S1 |
70.44 |
70.44 |
71.69 |
69.64 |
S2 |
68.83 |
68.83 |
71.34 |
|
S3 |
64.94 |
66.55 |
70.98 |
|
S4 |
61.05 |
62.66 |
69.91 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.91 |
91.20 |
77.91 |
|
R3 |
86.61 |
83.90 |
75.90 |
|
R2 |
79.31 |
79.31 |
75.23 |
|
R1 |
76.60 |
76.60 |
74.56 |
77.96 |
PP |
72.01 |
72.01 |
72.01 |
72.69 |
S1 |
69.30 |
69.30 |
73.22 |
70.66 |
S2 |
64.71 |
64.71 |
72.55 |
|
S3 |
57.41 |
62.00 |
71.88 |
|
S4 |
50.11 |
54.70 |
69.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.00 |
69.78 |
5.22 |
7.2% |
2.78 |
3.9% |
43% |
True |
False |
261,671 |
10 |
75.00 |
67.42 |
7.58 |
10.5% |
2.87 |
4.0% |
61% |
True |
False |
214,192 |
20 |
75.00 |
64.69 |
10.31 |
14.3% |
2.85 |
4.0% |
71% |
True |
False |
162,735 |
40 |
75.00 |
60.43 |
14.57 |
20.2% |
2.52 |
3.5% |
80% |
True |
False |
103,684 |
60 |
75.27 |
60.43 |
14.84 |
20.6% |
2.49 |
3.4% |
78% |
False |
False |
74,204 |
80 |
75.27 |
58.66 |
16.61 |
23.1% |
2.31 |
3.2% |
81% |
False |
False |
58,249 |
100 |
75.27 |
53.00 |
22.27 |
30.9% |
2.17 |
3.0% |
86% |
False |
False |
48,006 |
120 |
75.27 |
48.64 |
26.63 |
37.0% |
2.10 |
2.9% |
88% |
False |
False |
41,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.53 |
2.618 |
85.18 |
1.618 |
81.29 |
1.000 |
78.89 |
0.618 |
77.40 |
HIGH |
75.00 |
0.618 |
73.51 |
0.500 |
73.06 |
0.382 |
72.60 |
LOW |
71.11 |
0.618 |
68.71 |
1.000 |
67.22 |
1.618 |
64.82 |
2.618 |
60.93 |
4.250 |
54.58 |
|
|
Fisher Pivots for day following 25-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
73.06 |
73.06 |
PP |
72.72 |
72.72 |
S1 |
72.39 |
72.39 |
|