NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
73.90 |
74.24 |
0.34 |
0.5% |
73.70 |
High |
75.22 |
74.90 |
-0.32 |
-0.4% |
75.22 |
Low |
73.18 |
70.75 |
-2.43 |
-3.3% |
70.75 |
Close |
73.87 |
71.06 |
-2.81 |
-3.8% |
71.06 |
Range |
2.04 |
4.15 |
2.11 |
103.4% |
4.47 |
ATR |
2.29 |
2.42 |
0.13 |
5.8% |
0.00 |
Volume |
67,131 |
56,709 |
-10,422 |
-15.5% |
276,464 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.69 |
82.02 |
73.34 |
|
R3 |
80.54 |
77.87 |
72.20 |
|
R2 |
76.39 |
76.39 |
71.82 |
|
R1 |
73.72 |
73.72 |
71.44 |
72.98 |
PP |
72.24 |
72.24 |
72.24 |
71.87 |
S1 |
69.57 |
69.57 |
70.68 |
68.83 |
S2 |
68.09 |
68.09 |
70.30 |
|
S3 |
63.94 |
65.42 |
69.92 |
|
S4 |
59.79 |
61.27 |
68.78 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.75 |
82.88 |
73.52 |
|
R3 |
81.28 |
78.41 |
72.29 |
|
R2 |
76.81 |
76.81 |
71.88 |
|
R1 |
73.94 |
73.94 |
71.47 |
73.14 |
PP |
72.34 |
72.34 |
72.34 |
71.95 |
S1 |
69.47 |
69.47 |
70.65 |
68.67 |
S2 |
67.87 |
67.87 |
70.24 |
|
S3 |
63.40 |
65.00 |
69.83 |
|
S4 |
58.93 |
60.53 |
68.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.22 |
70.75 |
4.47 |
6.3% |
2.36 |
3.3% |
7% |
False |
True |
55,292 |
10 |
75.89 |
70.75 |
5.14 |
7.2% |
2.25 |
3.2% |
6% |
False |
True |
50,832 |
20 |
75.89 |
66.41 |
9.48 |
13.3% |
2.40 |
3.4% |
49% |
False |
False |
40,460 |
40 |
75.89 |
61.38 |
14.51 |
20.4% |
2.41 |
3.4% |
67% |
False |
False |
26,323 |
60 |
75.89 |
61.38 |
14.51 |
20.4% |
2.15 |
3.0% |
67% |
False |
False |
20,535 |
80 |
75.89 |
54.20 |
21.69 |
30.5% |
1.99 |
2.8% |
78% |
False |
False |
16,904 |
100 |
75.89 |
54.20 |
21.69 |
30.5% |
1.84 |
2.6% |
78% |
False |
False |
14,433 |
120 |
75.89 |
47.48 |
28.41 |
40.0% |
1.85 |
2.6% |
83% |
False |
False |
12,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.54 |
2.618 |
85.76 |
1.618 |
81.61 |
1.000 |
79.05 |
0.618 |
77.46 |
HIGH |
74.90 |
0.618 |
73.31 |
0.500 |
72.83 |
0.382 |
72.34 |
LOW |
70.75 |
0.618 |
68.19 |
1.000 |
66.60 |
1.618 |
64.04 |
2.618 |
59.89 |
4.250 |
53.11 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
72.83 |
72.99 |
PP |
72.24 |
72.34 |
S1 |
71.65 |
71.70 |
|