NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
75.24 |
76.24 |
1.00 |
1.3% |
76.53 |
High |
76.05 |
76.90 |
0.85 |
1.1% |
78.00 |
Low |
75.24 |
76.11 |
0.87 |
1.2% |
75.65 |
Close |
75.76 |
76.16 |
0.40 |
0.5% |
76.44 |
Range |
0.81 |
0.79 |
-0.02 |
-2.5% |
2.35 |
ATR |
1.58 |
1.55 |
-0.03 |
-2.0% |
0.00 |
Volume |
3,108 |
4,760 |
1,652 |
53.2% |
31,261 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.76 |
78.25 |
76.59 |
|
R3 |
77.97 |
77.46 |
76.38 |
|
R2 |
77.18 |
77.18 |
76.30 |
|
R1 |
76.67 |
76.67 |
76.23 |
76.53 |
PP |
76.39 |
76.39 |
76.39 |
76.32 |
S1 |
75.88 |
75.88 |
76.09 |
75.74 |
S2 |
75.60 |
75.60 |
76.02 |
|
S3 |
74.81 |
75.09 |
75.94 |
|
S4 |
74.02 |
74.30 |
75.73 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.75 |
82.44 |
77.73 |
|
R3 |
81.40 |
80.09 |
77.09 |
|
R2 |
79.05 |
79.05 |
76.87 |
|
R1 |
77.74 |
77.74 |
76.66 |
77.22 |
PP |
76.70 |
76.70 |
76.70 |
76.44 |
S1 |
75.39 |
75.39 |
76.22 |
74.87 |
S2 |
74.35 |
74.35 |
76.01 |
|
S3 |
72.00 |
73.04 |
75.79 |
|
S4 |
69.65 |
70.69 |
75.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.00 |
75.02 |
2.98 |
3.9% |
1.13 |
1.5% |
38% |
False |
False |
3,890 |
10 |
78.00 |
72.40 |
5.60 |
7.4% |
1.28 |
1.7% |
67% |
False |
False |
4,929 |
20 |
78.00 |
69.23 |
8.77 |
11.5% |
1.34 |
1.8% |
79% |
False |
False |
5,025 |
40 |
78.00 |
63.61 |
14.39 |
18.9% |
1.15 |
1.5% |
87% |
False |
False |
4,116 |
60 |
78.00 |
63.61 |
14.39 |
18.9% |
1.11 |
1.5% |
87% |
False |
False |
3,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.26 |
2.618 |
78.97 |
1.618 |
78.18 |
1.000 |
77.69 |
0.618 |
77.39 |
HIGH |
76.90 |
0.618 |
76.60 |
0.500 |
76.51 |
0.382 |
76.41 |
LOW |
76.11 |
0.618 |
75.62 |
1.000 |
75.32 |
1.618 |
74.83 |
2.618 |
74.04 |
4.250 |
72.75 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
76.51 |
76.09 |
PP |
76.39 |
76.03 |
S1 |
76.28 |
75.96 |
|