NYMEX Light Sweet Crude Oil Future February 2010
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
76.24 |
76.73 |
0.49 |
0.6% |
76.25 |
High |
76.90 |
76.73 |
-0.17 |
-0.2% |
76.97 |
Low |
76.11 |
73.34 |
-2.77 |
-3.6% |
73.34 |
Close |
76.16 |
73.52 |
-2.64 |
-3.5% |
73.52 |
Range |
0.79 |
3.39 |
2.60 |
329.1% |
3.63 |
ATR |
1.55 |
1.68 |
0.13 |
8.5% |
0.00 |
Volume |
4,760 |
6,339 |
1,579 |
33.2% |
20,091 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.70 |
82.50 |
75.38 |
|
R3 |
81.31 |
79.11 |
74.45 |
|
R2 |
77.92 |
77.92 |
74.14 |
|
R1 |
75.72 |
75.72 |
73.83 |
75.13 |
PP |
74.53 |
74.53 |
74.53 |
74.23 |
S1 |
72.33 |
72.33 |
73.21 |
71.74 |
S2 |
71.14 |
71.14 |
72.90 |
|
S3 |
67.75 |
68.94 |
72.59 |
|
S4 |
64.36 |
65.55 |
71.66 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.50 |
83.14 |
75.52 |
|
R3 |
81.87 |
79.51 |
74.52 |
|
R2 |
78.24 |
78.24 |
74.19 |
|
R1 |
75.88 |
75.88 |
73.85 |
75.25 |
PP |
74.61 |
74.61 |
74.61 |
74.29 |
S1 |
72.25 |
72.25 |
73.19 |
71.62 |
S2 |
70.98 |
70.98 |
72.85 |
|
S3 |
67.35 |
68.62 |
72.52 |
|
S4 |
63.72 |
64.99 |
71.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.97 |
73.34 |
3.63 |
4.9% |
1.50 |
2.0% |
5% |
False |
True |
4,018 |
10 |
78.00 |
73.34 |
4.66 |
6.3% |
1.37 |
1.9% |
4% |
False |
True |
5,135 |
20 |
78.00 |
69.67 |
8.33 |
11.3% |
1.48 |
2.0% |
46% |
False |
False |
5,134 |
40 |
78.00 |
63.61 |
14.39 |
19.6% |
1.23 |
1.7% |
69% |
False |
False |
4,152 |
60 |
78.00 |
63.61 |
14.39 |
19.6% |
1.16 |
1.6% |
69% |
False |
False |
3,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.14 |
2.618 |
85.61 |
1.618 |
82.22 |
1.000 |
80.12 |
0.618 |
78.83 |
HIGH |
76.73 |
0.618 |
75.44 |
0.500 |
75.04 |
0.382 |
74.63 |
LOW |
73.34 |
0.618 |
71.24 |
1.000 |
69.95 |
1.618 |
67.85 |
2.618 |
64.46 |
4.250 |
58.93 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
75.04 |
75.12 |
PP |
74.53 |
74.59 |
S1 |
74.03 |
74.05 |
|