NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.75 |
75.86 |
0.11 |
0.1% |
75.81 |
| High |
76.28 |
76.25 |
-0.03 |
0.0% |
77.45 |
| Low |
75.16 |
74.16 |
-1.00 |
-1.3% |
74.19 |
| Close |
75.89 |
74.58 |
-1.31 |
-1.7% |
75.71 |
| Range |
1.12 |
2.09 |
0.97 |
86.6% |
3.26 |
| ATR |
1.99 |
1.99 |
0.01 |
0.4% |
0.00 |
| Volume |
8,188 |
6,455 |
-1,733 |
-21.2% |
52,978 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.27 |
80.01 |
75.73 |
|
| R3 |
79.18 |
77.92 |
75.15 |
|
| R2 |
77.09 |
77.09 |
74.96 |
|
| R1 |
75.83 |
75.83 |
74.77 |
75.42 |
| PP |
75.00 |
75.00 |
75.00 |
74.79 |
| S1 |
73.74 |
73.74 |
74.39 |
73.33 |
| S2 |
72.91 |
72.91 |
74.20 |
|
| S3 |
70.82 |
71.65 |
74.01 |
|
| S4 |
68.73 |
69.56 |
73.43 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.56 |
83.90 |
77.50 |
|
| R3 |
82.30 |
80.64 |
76.61 |
|
| R2 |
79.04 |
79.04 |
76.31 |
|
| R1 |
77.38 |
77.38 |
76.01 |
76.58 |
| PP |
75.78 |
75.78 |
75.78 |
75.39 |
| S1 |
74.12 |
74.12 |
75.41 |
73.32 |
| S2 |
72.52 |
72.52 |
75.11 |
|
| S3 |
69.26 |
70.86 |
74.81 |
|
| S4 |
66.00 |
67.60 |
73.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.45 |
74.16 |
3.29 |
4.4% |
1.64 |
2.2% |
13% |
False |
True |
7,997 |
| 10 |
77.45 |
68.55 |
8.90 |
11.9% |
2.17 |
2.9% |
68% |
False |
False |
9,822 |
| 20 |
77.45 |
65.11 |
12.34 |
16.5% |
1.92 |
2.6% |
77% |
False |
False |
9,114 |
| 40 |
77.45 |
63.01 |
14.44 |
19.4% |
1.84 |
2.5% |
80% |
False |
False |
7,138 |
| 60 |
77.45 |
62.75 |
14.70 |
19.7% |
1.64 |
2.2% |
80% |
False |
False |
5,826 |
| 80 |
77.45 |
56.18 |
21.27 |
28.5% |
1.55 |
2.1% |
87% |
False |
False |
4,830 |
| 100 |
77.45 |
56.18 |
21.27 |
28.5% |
1.46 |
2.0% |
87% |
False |
False |
4,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.13 |
|
2.618 |
81.72 |
|
1.618 |
79.63 |
|
1.000 |
78.34 |
|
0.618 |
77.54 |
|
HIGH |
76.25 |
|
0.618 |
75.45 |
|
0.500 |
75.21 |
|
0.382 |
74.96 |
|
LOW |
74.16 |
|
0.618 |
72.87 |
|
1.000 |
72.07 |
|
1.618 |
70.78 |
|
2.618 |
68.69 |
|
4.250 |
65.28 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.21 |
75.61 |
| PP |
75.00 |
75.26 |
| S1 |
74.79 |
74.92 |
|