NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
71.66 |
70.05 |
-1.61 |
-2.2% |
76.49 |
| High |
73.15 |
70.74 |
-2.41 |
-3.3% |
76.69 |
| Low |
70.07 |
69.15 |
-0.92 |
-1.3% |
72.25 |
| Close |
70.13 |
69.96 |
-0.17 |
-0.2% |
74.78 |
| Range |
3.08 |
1.59 |
-1.49 |
-48.4% |
4.44 |
| ATR |
2.28 |
2.23 |
-0.05 |
-2.2% |
0.00 |
| Volume |
5,799 |
10,218 |
4,419 |
76.2% |
54,562 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.72 |
73.93 |
70.83 |
|
| R3 |
73.13 |
72.34 |
70.40 |
|
| R2 |
71.54 |
71.54 |
70.25 |
|
| R1 |
70.75 |
70.75 |
70.11 |
70.35 |
| PP |
69.95 |
69.95 |
69.95 |
69.75 |
| S1 |
69.16 |
69.16 |
69.81 |
68.76 |
| S2 |
68.36 |
68.36 |
69.67 |
|
| S3 |
66.77 |
67.57 |
69.52 |
|
| S4 |
65.18 |
65.98 |
69.09 |
|
|
| 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 |
69.15 |
6.14 |
8.8% |
2.53 |
3.6% |
13% |
False |
True |
9,839 |
| 10 |
76.69 |
69.15 |
7.54 |
10.8% |
2.15 |
3.1% |
11% |
False |
True |
12,258 |
| 20 |
77.45 |
69.15 |
8.30 |
11.9% |
2.16 |
3.1% |
10% |
False |
True |
10,299 |
| 40 |
77.45 |
63.01 |
14.44 |
20.6% |
2.02 |
2.9% |
48% |
False |
False |
9,516 |
| 60 |
77.45 |
63.01 |
14.44 |
20.6% |
1.92 |
2.7% |
48% |
False |
False |
7,875 |
| 80 |
77.45 |
61.52 |
15.93 |
22.8% |
1.77 |
2.5% |
53% |
False |
False |
6,625 |
| 100 |
77.45 |
56.18 |
21.27 |
30.4% |
1.63 |
2.3% |
65% |
False |
False |
5,647 |
| 120 |
77.45 |
51.78 |
25.67 |
36.7% |
1.58 |
2.3% |
71% |
False |
False |
5,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.50 |
|
2.618 |
74.90 |
|
1.618 |
73.31 |
|
1.000 |
72.33 |
|
0.618 |
71.72 |
|
HIGH |
70.74 |
|
0.618 |
70.13 |
|
0.500 |
69.95 |
|
0.382 |
69.76 |
|
LOW |
69.15 |
|
0.618 |
68.17 |
|
1.000 |
67.56 |
|
1.618 |
66.58 |
|
2.618 |
64.99 |
|
4.250 |
62.39 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.96 |
72.15 |
| PP |
69.95 |
71.42 |
| S1 |
69.95 |
70.69 |
|