NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
68.93 |
68.78 |
-0.15 |
-0.2% |
74.69 |
| High |
69.43 |
70.00 |
0.57 |
0.8% |
75.55 |
| Low |
67.71 |
68.28 |
0.57 |
0.8% |
70.62 |
| Close |
68.68 |
68.55 |
-0.13 |
-0.2% |
73.46 |
| Range |
1.72 |
1.72 |
0.00 |
0.0% |
4.93 |
| ATR |
2.58 |
2.52 |
-0.06 |
-2.4% |
0.00 |
| Volume |
65,490 |
67,416 |
1,926 |
2.9% |
349,873 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.10 |
73.05 |
69.50 |
|
| R3 |
72.38 |
71.33 |
69.02 |
|
| R2 |
70.66 |
70.66 |
68.87 |
|
| R1 |
69.61 |
69.61 |
68.71 |
69.28 |
| PP |
68.94 |
68.94 |
68.94 |
68.78 |
| S1 |
67.89 |
67.89 |
68.39 |
67.56 |
| S2 |
67.22 |
67.22 |
68.23 |
|
| S3 |
65.50 |
66.17 |
68.08 |
|
| S4 |
63.78 |
64.45 |
67.60 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.00 |
85.66 |
76.17 |
|
| R3 |
83.07 |
80.73 |
74.82 |
|
| R2 |
78.14 |
78.14 |
74.36 |
|
| R1 |
75.80 |
75.80 |
73.91 |
74.51 |
| PP |
73.21 |
73.21 |
73.21 |
72.56 |
| S1 |
70.87 |
70.87 |
73.01 |
69.58 |
| S2 |
68.28 |
68.28 |
72.56 |
|
| S3 |
63.35 |
65.94 |
72.10 |
|
| S4 |
58.42 |
61.01 |
70.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.16 |
67.71 |
6.45 |
9.4% |
2.56 |
3.7% |
13% |
False |
False |
63,245 |
| 10 |
75.55 |
67.71 |
7.84 |
11.4% |
2.50 |
3.6% |
11% |
False |
False |
67,160 |
| 20 |
75.69 |
67.71 |
7.98 |
11.6% |
2.53 |
3.7% |
11% |
False |
False |
60,900 |
| 40 |
75.89 |
61.38 |
14.51 |
21.2% |
2.43 |
3.5% |
49% |
False |
False |
45,458 |
| 60 |
75.89 |
61.38 |
14.51 |
21.2% |
2.39 |
3.5% |
49% |
False |
False |
33,343 |
| 80 |
75.89 |
59.95 |
15.94 |
23.3% |
2.21 |
3.2% |
54% |
False |
False |
27,062 |
| 100 |
75.89 |
54.20 |
21.69 |
31.6% |
2.02 |
2.9% |
66% |
False |
False |
22,714 |
| 120 |
75.89 |
52.40 |
23.49 |
34.3% |
1.95 |
2.8% |
69% |
False |
False |
19,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.31 |
|
2.618 |
74.50 |
|
1.618 |
72.78 |
|
1.000 |
71.72 |
|
0.618 |
71.06 |
|
HIGH |
70.00 |
|
0.618 |
69.34 |
|
0.500 |
69.14 |
|
0.382 |
68.94 |
|
LOW |
68.28 |
|
0.618 |
67.22 |
|
1.000 |
66.56 |
|
1.618 |
65.50 |
|
2.618 |
63.78 |
|
4.250 |
60.97 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.14 |
69.86 |
| PP |
68.94 |
69.42 |
| S1 |
68.75 |
68.99 |
|