NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 07-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
71.83 |
71.81 |
-0.02 |
0.0% |
69.30 |
High |
72.42 |
72.84 |
0.42 |
0.6% |
72.84 |
Low |
70.18 |
70.38 |
0.20 |
0.3% |
69.09 |
Close |
71.94 |
70.93 |
-1.01 |
-1.4% |
70.93 |
Range |
2.24 |
2.46 |
0.22 |
9.8% |
3.75 |
ATR |
2.67 |
2.65 |
-0.01 |
-0.6% |
0.00 |
Volume |
307,551 |
328,670 |
21,119 |
6.9% |
1,646,389 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.76 |
77.31 |
72.28 |
|
R3 |
76.30 |
74.85 |
71.61 |
|
R2 |
73.84 |
73.84 |
71.38 |
|
R1 |
72.39 |
72.39 |
71.16 |
71.89 |
PP |
71.38 |
71.38 |
71.38 |
71.13 |
S1 |
69.93 |
69.93 |
70.70 |
69.43 |
S2 |
68.92 |
68.92 |
70.48 |
|
S3 |
66.46 |
67.47 |
70.25 |
|
S4 |
64.00 |
65.01 |
69.58 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.20 |
80.32 |
72.99 |
|
R3 |
78.45 |
76.57 |
71.96 |
|
R2 |
74.70 |
74.70 |
71.62 |
|
R1 |
72.82 |
72.82 |
71.27 |
73.76 |
PP |
70.95 |
70.95 |
70.95 |
71.43 |
S1 |
69.07 |
69.07 |
70.59 |
70.01 |
S2 |
67.20 |
67.20 |
70.24 |
|
S3 |
63.45 |
65.32 |
69.90 |
|
S4 |
59.70 |
61.57 |
68.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.84 |
69.09 |
3.75 |
5.3% |
2.35 |
3.3% |
49% |
True |
False |
329,277 |
10 |
72.84 |
62.70 |
10.14 |
14.3% |
2.91 |
4.1% |
81% |
True |
False |
304,902 |
20 |
72.84 |
59.30 |
13.54 |
19.1% |
2.57 |
3.6% |
86% |
True |
False |
257,555 |
40 |
74.25 |
59.30 |
14.95 |
21.1% |
2.65 |
3.7% |
78% |
False |
False |
162,266 |
60 |
74.66 |
58.36 |
16.30 |
23.0% |
2.50 |
3.5% |
77% |
False |
False |
119,987 |
80 |
74.66 |
51.96 |
22.70 |
32.0% |
2.37 |
3.3% |
84% |
False |
False |
94,026 |
100 |
74.66 |
51.96 |
22.70 |
32.0% |
2.26 |
3.2% |
84% |
False |
False |
77,266 |
120 |
74.66 |
44.19 |
30.47 |
43.0% |
2.31 |
3.3% |
88% |
False |
False |
65,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.30 |
2.618 |
79.28 |
1.618 |
76.82 |
1.000 |
75.30 |
0.618 |
74.36 |
HIGH |
72.84 |
0.618 |
71.90 |
0.500 |
71.61 |
0.382 |
71.32 |
LOW |
70.38 |
0.618 |
68.86 |
1.000 |
67.92 |
1.618 |
66.40 |
2.618 |
63.94 |
4.250 |
59.93 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
71.61 |
71.28 |
PP |
71.38 |
71.16 |
S1 |
71.16 |
71.05 |
|