NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.15 |
68.19 |
0.04 |
0.1% |
71.00 |
| High |
69.40 |
69.70 |
0.30 |
0.4% |
73.36 |
| Low |
67.66 |
67.12 |
-0.54 |
-0.8% |
67.05 |
| Close |
67.96 |
68.02 |
0.06 |
0.1% |
68.02 |
| Range |
1.74 |
2.58 |
0.84 |
48.3% |
6.31 |
| ATR |
2.62 |
2.61 |
0.00 |
-0.1% |
0.00 |
| Volume |
269,497 |
231,967 |
-37,530 |
-13.9% |
1,354,483 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.02 |
74.60 |
69.44 |
|
| R3 |
73.44 |
72.02 |
68.73 |
|
| R2 |
70.86 |
70.86 |
68.49 |
|
| R1 |
69.44 |
69.44 |
68.26 |
68.86 |
| PP |
68.28 |
68.28 |
68.28 |
67.99 |
| S1 |
66.86 |
66.86 |
67.78 |
66.28 |
| S2 |
65.70 |
65.70 |
67.55 |
|
| S3 |
63.12 |
64.28 |
67.31 |
|
| S4 |
60.54 |
61.70 |
66.60 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.41 |
84.52 |
71.49 |
|
| R3 |
82.10 |
78.21 |
69.76 |
|
| R2 |
75.79 |
75.79 |
69.18 |
|
| R1 |
71.90 |
71.90 |
68.60 |
70.69 |
| PP |
69.48 |
69.48 |
69.48 |
68.87 |
| S1 |
65.59 |
65.59 |
67.44 |
64.38 |
| S2 |
63.17 |
63.17 |
66.86 |
|
| S3 |
56.86 |
59.28 |
66.28 |
|
| S4 |
50.55 |
52.97 |
64.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.36 |
67.05 |
6.31 |
9.3% |
2.73 |
4.0% |
15% |
False |
False |
270,896 |
| 10 |
75.00 |
67.05 |
7.95 |
11.7% |
2.56 |
3.8% |
12% |
False |
False |
266,204 |
| 20 |
75.00 |
67.05 |
7.95 |
11.7% |
2.66 |
3.9% |
12% |
False |
False |
232,871 |
| 40 |
75.00 |
60.43 |
14.57 |
21.4% |
2.56 |
3.8% |
52% |
False |
False |
152,967 |
| 60 |
75.00 |
60.43 |
14.57 |
21.4% |
2.55 |
3.7% |
52% |
False |
False |
108,748 |
| 80 |
75.27 |
59.20 |
16.07 |
23.6% |
2.41 |
3.5% |
55% |
False |
False |
84,730 |
| 100 |
75.27 |
53.00 |
22.27 |
32.7% |
2.24 |
3.3% |
67% |
False |
False |
69,533 |
| 120 |
75.27 |
53.00 |
22.27 |
32.7% |
2.13 |
3.1% |
67% |
False |
False |
59,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.67 |
|
2.618 |
76.45 |
|
1.618 |
73.87 |
|
1.000 |
72.28 |
|
0.618 |
71.29 |
|
HIGH |
69.70 |
|
0.618 |
68.71 |
|
0.500 |
68.41 |
|
0.382 |
68.11 |
|
LOW |
67.12 |
|
0.618 |
65.53 |
|
1.000 |
64.54 |
|
1.618 |
62.95 |
|
2.618 |
60.37 |
|
4.250 |
56.16 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.41 |
68.38 |
| PP |
68.28 |
68.26 |
| S1 |
68.15 |
68.14 |
|