NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 06-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
71.82 |
71.83 |
0.01 |
0.0% |
68.05 |
High |
72.10 |
72.42 |
0.32 |
0.4% |
69.74 |
Low |
69.71 |
70.18 |
0.47 |
0.7% |
62.70 |
Close |
71.97 |
71.94 |
-0.03 |
0.0% |
69.45 |
Range |
2.39 |
2.24 |
-0.15 |
-6.3% |
7.04 |
ATR |
2.70 |
2.67 |
-0.03 |
-1.2% |
0.00 |
Volume |
285,877 |
307,551 |
21,674 |
7.6% |
1,402,635 |
|
Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.23 |
77.33 |
73.17 |
|
R3 |
75.99 |
75.09 |
72.56 |
|
R2 |
73.75 |
73.75 |
72.35 |
|
R1 |
72.85 |
72.85 |
72.15 |
73.30 |
PP |
71.51 |
71.51 |
71.51 |
71.74 |
S1 |
70.61 |
70.61 |
71.73 |
71.06 |
S2 |
69.27 |
69.27 |
71.53 |
|
S3 |
67.03 |
68.37 |
71.32 |
|
S4 |
64.79 |
66.13 |
70.71 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.42 |
85.97 |
73.32 |
|
R3 |
81.38 |
78.93 |
71.39 |
|
R2 |
74.34 |
74.34 |
70.74 |
|
R1 |
71.89 |
71.89 |
70.10 |
73.12 |
PP |
67.30 |
67.30 |
67.30 |
67.91 |
S1 |
64.85 |
64.85 |
68.80 |
66.08 |
S2 |
60.26 |
60.26 |
68.16 |
|
S3 |
53.22 |
57.81 |
67.51 |
|
S4 |
46.18 |
50.77 |
65.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.42 |
64.96 |
7.46 |
10.4% |
2.81 |
3.9% |
94% |
True |
False |
332,387 |
10 |
72.42 |
62.70 |
9.72 |
13.5% |
2.84 |
3.9% |
95% |
True |
False |
304,198 |
20 |
72.42 |
59.30 |
13.12 |
18.2% |
2.55 |
3.5% |
96% |
True |
False |
247,707 |
40 |
74.25 |
59.30 |
14.95 |
20.8% |
2.63 |
3.7% |
85% |
False |
False |
155,655 |
60 |
74.66 |
58.36 |
16.30 |
22.7% |
2.49 |
3.5% |
83% |
False |
False |
114,900 |
80 |
74.66 |
51.96 |
22.70 |
31.6% |
2.35 |
3.3% |
88% |
False |
False |
90,011 |
100 |
74.66 |
51.96 |
22.70 |
31.6% |
2.26 |
3.1% |
88% |
False |
False |
74,105 |
120 |
74.66 |
44.19 |
30.47 |
42.4% |
2.31 |
3.2% |
91% |
False |
False |
63,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.94 |
2.618 |
78.28 |
1.618 |
76.04 |
1.000 |
74.66 |
0.618 |
73.80 |
HIGH |
72.42 |
0.618 |
71.56 |
0.500 |
71.30 |
0.382 |
71.04 |
LOW |
70.18 |
0.618 |
68.80 |
1.000 |
67.94 |
1.618 |
66.56 |
2.618 |
64.32 |
4.250 |
60.66 |
|
|
Fisher Pivots for day following 06-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
71.73 |
71.65 |
PP |
71.51 |
71.36 |
S1 |
71.30 |
71.07 |
|