NYMEX Light Sweet Crude Oil Future October 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 |
73.77 |
73.60 |
-0.17 |
-0.2% |
71.15 |
High |
74.44 |
74.51 |
0.07 |
0.1% |
74.51 |
Low |
72.31 |
72.28 |
-0.03 |
0.0% |
70.78 |
Close |
73.87 |
72.78 |
-1.09 |
-1.5% |
72.78 |
Range |
2.13 |
2.23 |
0.10 |
4.7% |
3.73 |
ATR |
2.56 |
2.53 |
-0.02 |
-0.9% |
0.00 |
Volume |
109,946 |
121,815 |
11,869 |
10.8% |
550,279 |
|
Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.88 |
78.56 |
74.01 |
|
R3 |
77.65 |
76.33 |
73.39 |
|
R2 |
75.42 |
75.42 |
73.19 |
|
R1 |
74.10 |
74.10 |
72.98 |
73.65 |
PP |
73.19 |
73.19 |
73.19 |
72.96 |
S1 |
71.87 |
71.87 |
72.58 |
71.42 |
S2 |
70.96 |
70.96 |
72.37 |
|
S3 |
68.73 |
69.64 |
72.17 |
|
S4 |
66.50 |
67.41 |
71.55 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.88 |
82.06 |
74.83 |
|
R3 |
80.15 |
78.33 |
73.81 |
|
R2 |
76.42 |
76.42 |
73.46 |
|
R1 |
74.60 |
74.60 |
73.12 |
75.51 |
PP |
72.69 |
72.69 |
72.69 |
73.15 |
S1 |
70.87 |
70.87 |
72.44 |
71.78 |
S2 |
68.96 |
68.96 |
72.10 |
|
S3 |
65.23 |
67.14 |
71.75 |
|
S4 |
61.50 |
63.41 |
70.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.51 |
70.78 |
3.73 |
5.1% |
2.29 |
3.1% |
54% |
True |
False |
110,055 |
10 |
74.51 |
64.69 |
9.82 |
13.5% |
2.79 |
3.8% |
82% |
True |
False |
93,203 |
20 |
74.51 |
60.43 |
14.08 |
19.3% |
2.45 |
3.4% |
88% |
True |
False |
73,064 |
40 |
74.85 |
60.43 |
14.42 |
19.8% |
2.50 |
3.4% |
86% |
False |
False |
46,687 |
60 |
75.27 |
59.20 |
16.07 |
22.1% |
2.32 |
3.2% |
85% |
False |
False |
35,350 |
80 |
75.27 |
53.00 |
22.27 |
30.6% |
2.13 |
2.9% |
89% |
False |
False |
28,698 |
100 |
75.27 |
53.00 |
22.27 |
30.6% |
2.02 |
2.8% |
89% |
False |
False |
24,323 |
120 |
75.27 |
45.81 |
29.46 |
40.5% |
1.99 |
2.7% |
92% |
False |
False |
21,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.99 |
2.618 |
80.35 |
1.618 |
78.12 |
1.000 |
76.74 |
0.618 |
75.89 |
HIGH |
74.51 |
0.618 |
73.66 |
0.500 |
73.40 |
0.382 |
73.13 |
LOW |
72.28 |
0.618 |
70.90 |
1.000 |
70.05 |
1.618 |
68.67 |
2.618 |
66.44 |
4.250 |
62.80 |
|
|
Fisher Pivots for day following 07-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
73.40 |
73.12 |
PP |
73.19 |
73.00 |
S1 |
72.99 |
72.89 |
|