NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.96 |
74.74 |
0.78 |
1.1% |
76.49 |
| High |
74.81 |
75.29 |
0.48 |
0.6% |
76.69 |
| Low |
72.25 |
73.83 |
1.58 |
2.2% |
72.25 |
| Close |
74.53 |
74.78 |
0.25 |
0.3% |
74.78 |
| Range |
2.56 |
1.46 |
-1.10 |
-43.0% |
4.44 |
| ATR |
2.13 |
2.08 |
-0.05 |
-2.3% |
0.00 |
| Volume |
12,720 |
8,299 |
-4,421 |
-34.8% |
54,562 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.01 |
78.36 |
75.58 |
|
| R3 |
77.55 |
76.90 |
75.18 |
|
| R2 |
76.09 |
76.09 |
75.05 |
|
| R1 |
75.44 |
75.44 |
74.91 |
75.77 |
| PP |
74.63 |
74.63 |
74.63 |
74.80 |
| S1 |
73.98 |
73.98 |
74.65 |
74.31 |
| S2 |
73.17 |
73.17 |
74.51 |
|
| S3 |
71.71 |
72.52 |
74.38 |
|
| S4 |
70.25 |
71.06 |
73.98 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.89 |
85.78 |
77.22 |
|
| R3 |
83.45 |
81.34 |
76.00 |
|
| R2 |
79.01 |
79.01 |
75.59 |
|
| R1 |
76.90 |
76.90 |
75.19 |
75.74 |
| PP |
74.57 |
74.57 |
74.57 |
73.99 |
| S1 |
72.46 |
72.46 |
74.37 |
71.30 |
| S2 |
70.13 |
70.13 |
73.97 |
|
| S3 |
65.69 |
68.02 |
73.56 |
|
| S4 |
61.25 |
63.58 |
72.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.69 |
72.25 |
4.44 |
5.9% |
2.01 |
2.7% |
57% |
False |
False |
10,912 |
| 10 |
76.69 |
70.75 |
5.94 |
7.9% |
2.17 |
2.9% |
68% |
False |
False |
11,715 |
| 20 |
77.45 |
70.75 |
6.70 |
9.0% |
1.99 |
2.7% |
60% |
False |
False |
10,668 |
| 40 |
77.45 |
63.01 |
14.44 |
19.3% |
1.93 |
2.6% |
82% |
False |
False |
9,272 |
| 60 |
77.45 |
63.01 |
14.44 |
19.3% |
1.83 |
2.4% |
82% |
False |
False |
7,574 |
| 80 |
77.45 |
61.52 |
15.93 |
21.3% |
1.72 |
2.3% |
83% |
False |
False |
6,352 |
| 100 |
77.45 |
56.18 |
21.27 |
28.4% |
1.58 |
2.1% |
87% |
False |
False |
5,439 |
| 120 |
77.45 |
50.10 |
27.35 |
36.6% |
1.55 |
2.1% |
90% |
False |
False |
4,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.50 |
|
2.618 |
79.11 |
|
1.618 |
77.65 |
|
1.000 |
76.75 |
|
0.618 |
76.19 |
|
HIGH |
75.29 |
|
0.618 |
74.73 |
|
0.500 |
74.56 |
|
0.382 |
74.39 |
|
LOW |
73.83 |
|
0.618 |
72.93 |
|
1.000 |
72.37 |
|
1.618 |
71.47 |
|
2.618 |
70.01 |
|
4.250 |
67.63 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.71 |
74.44 |
| PP |
74.63 |
74.11 |
| S1 |
74.56 |
73.77 |
|