NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
74.50 |
71.66 |
-2.84 |
-3.8% |
76.49 |
| High |
75.15 |
73.15 |
-2.00 |
-2.7% |
76.69 |
| Low |
71.17 |
70.07 |
-1.10 |
-1.5% |
72.25 |
| Close |
72.00 |
70.13 |
-1.87 |
-2.6% |
74.78 |
| Range |
3.98 |
3.08 |
-0.90 |
-22.6% |
4.44 |
| ATR |
2.22 |
2.28 |
0.06 |
2.8% |
0.00 |
| Volume |
12,159 |
5,799 |
-6,360 |
-52.3% |
54,562 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.36 |
78.32 |
71.82 |
|
| R3 |
77.28 |
75.24 |
70.98 |
|
| R2 |
74.20 |
74.20 |
70.69 |
|
| R1 |
72.16 |
72.16 |
70.41 |
71.64 |
| PP |
71.12 |
71.12 |
71.12 |
70.86 |
| S1 |
69.08 |
69.08 |
69.85 |
68.56 |
| S2 |
68.04 |
68.04 |
69.57 |
|
| S3 |
64.96 |
66.00 |
69.28 |
|
| S4 |
61.88 |
62.92 |
68.44 |
|
|
| 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 |
75.29 |
70.07 |
5.22 |
7.4% |
2.59 |
3.7% |
1% |
False |
True |
10,230 |
| 10 |
76.69 |
70.07 |
6.62 |
9.4% |
2.37 |
3.4% |
1% |
False |
True |
12,136 |
| 20 |
77.45 |
70.07 |
7.38 |
10.5% |
2.16 |
3.1% |
1% |
False |
True |
10,184 |
| 40 |
77.45 |
63.01 |
14.44 |
20.6% |
2.02 |
2.9% |
49% |
False |
False |
9,410 |
| 60 |
77.45 |
63.01 |
14.44 |
20.6% |
1.91 |
2.7% |
49% |
False |
False |
7,764 |
| 80 |
77.45 |
61.52 |
15.93 |
22.7% |
1.76 |
2.5% |
54% |
False |
False |
6,508 |
| 100 |
77.45 |
56.18 |
21.27 |
30.3% |
1.63 |
2.3% |
66% |
False |
False |
5,561 |
| 120 |
77.45 |
51.78 |
25.67 |
36.6% |
1.57 |
2.2% |
71% |
False |
False |
4,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.24 |
|
2.618 |
81.21 |
|
1.618 |
78.13 |
|
1.000 |
76.23 |
|
0.618 |
75.05 |
|
HIGH |
73.15 |
|
0.618 |
71.97 |
|
0.500 |
71.61 |
|
0.382 |
71.25 |
|
LOW |
70.07 |
|
0.618 |
68.17 |
|
1.000 |
66.99 |
|
1.618 |
65.09 |
|
2.618 |
62.01 |
|
4.250 |
56.98 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.61 |
72.68 |
| PP |
71.12 |
71.83 |
| S1 |
70.62 |
70.98 |
|