NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.21 |
75.02 |
1.81 |
2.5% |
72.25 |
| High |
75.33 |
76.00 |
0.67 |
0.9% |
73.46 |
| Low |
72.86 |
74.10 |
1.24 |
1.7% |
67.58 |
| Close |
75.06 |
75.62 |
0.56 |
0.7% |
73.20 |
| Range |
2.47 |
1.90 |
-0.57 |
-23.1% |
5.88 |
| ATR |
2.55 |
2.51 |
-0.05 |
-1.8% |
0.00 |
| Volume |
73,039 |
75,080 |
2,041 |
2.8% |
223,995 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.94 |
80.18 |
76.67 |
|
| R3 |
79.04 |
78.28 |
76.14 |
|
| R2 |
77.14 |
77.14 |
75.97 |
|
| R1 |
76.38 |
76.38 |
75.79 |
76.76 |
| PP |
75.24 |
75.24 |
75.24 |
75.43 |
| S1 |
74.48 |
74.48 |
75.45 |
74.86 |
| S2 |
73.34 |
73.34 |
75.27 |
|
| S3 |
71.44 |
72.58 |
75.10 |
|
| S4 |
69.54 |
70.68 |
74.58 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.05 |
87.01 |
76.43 |
|
| R3 |
83.17 |
81.13 |
74.82 |
|
| R2 |
77.29 |
77.29 |
74.28 |
|
| R1 |
75.25 |
75.25 |
73.74 |
76.27 |
| PP |
71.41 |
71.41 |
71.41 |
71.93 |
| S1 |
69.37 |
69.37 |
72.66 |
70.39 |
| S2 |
65.53 |
65.53 |
72.12 |
|
| S3 |
59.65 |
63.49 |
71.58 |
|
| S4 |
53.77 |
57.61 |
69.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.00 |
67.58 |
8.42 |
11.1% |
3.19 |
4.2% |
95% |
True |
False |
59,488 |
| 10 |
76.00 |
67.58 |
8.42 |
11.1% |
2.57 |
3.4% |
95% |
True |
False |
54,197 |
| 20 |
76.00 |
62.21 |
13.79 |
18.2% |
2.34 |
3.1% |
97% |
True |
False |
47,605 |
| 40 |
76.50 |
62.21 |
14.29 |
18.9% |
2.39 |
3.2% |
94% |
False |
False |
41,236 |
| 60 |
76.50 |
60.66 |
15.84 |
20.9% |
2.28 |
3.0% |
94% |
False |
False |
37,771 |
| 80 |
76.50 |
54.92 |
21.58 |
28.5% |
2.20 |
2.9% |
96% |
False |
False |
33,289 |
| 100 |
76.50 |
50.50 |
26.00 |
34.4% |
2.25 |
3.0% |
97% |
False |
False |
30,993 |
| 120 |
76.50 |
46.14 |
30.36 |
40.1% |
2.30 |
3.0% |
97% |
False |
False |
29,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.08 |
|
2.618 |
80.97 |
|
1.618 |
79.07 |
|
1.000 |
77.90 |
|
0.618 |
77.17 |
|
HIGH |
76.00 |
|
0.618 |
75.27 |
|
0.500 |
75.05 |
|
0.382 |
74.83 |
|
LOW |
74.10 |
|
0.618 |
72.93 |
|
1.000 |
72.20 |
|
1.618 |
71.03 |
|
2.618 |
69.13 |
|
4.250 |
66.03 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.43 |
74.67 |
| PP |
75.24 |
73.72 |
| S1 |
75.05 |
72.77 |
|