NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.19 |
76.96 |
4.77 |
6.6% |
74.90 |
| High |
75.01 |
77.24 |
2.23 |
3.0% |
75.05 |
| Low |
72.19 |
76.60 |
4.41 |
6.1% |
70.26 |
| Close |
75.44 |
77.16 |
1.72 |
2.3% |
75.44 |
| Range |
2.82 |
0.64 |
-2.18 |
-77.3% |
4.79 |
| ATR |
1.94 |
1.93 |
-0.01 |
-0.5% |
0.00 |
| Volume |
3,431 |
4,445 |
1,014 |
29.6% |
19,564 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.92 |
78.68 |
77.51 |
|
| R3 |
78.28 |
78.04 |
77.34 |
|
| R2 |
77.64 |
77.64 |
77.28 |
|
| R1 |
77.40 |
77.40 |
77.22 |
77.52 |
| PP |
77.00 |
77.00 |
77.00 |
77.06 |
| S1 |
76.76 |
76.76 |
77.10 |
76.88 |
| S2 |
76.36 |
76.36 |
77.04 |
|
| S3 |
75.72 |
76.12 |
76.98 |
|
| S4 |
75.08 |
75.48 |
76.81 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.95 |
86.49 |
78.07 |
|
| R3 |
83.16 |
81.70 |
76.76 |
|
| R2 |
78.37 |
78.37 |
76.32 |
|
| R1 |
76.91 |
76.91 |
75.88 |
77.64 |
| PP |
73.58 |
73.58 |
73.58 |
73.95 |
| S1 |
72.12 |
72.12 |
75.00 |
72.85 |
| S2 |
68.79 |
68.79 |
74.56 |
|
| S3 |
64.00 |
67.33 |
74.12 |
|
| S4 |
59.21 |
62.54 |
72.81 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.96 |
|
2.618 |
78.92 |
|
1.618 |
78.28 |
|
1.000 |
77.88 |
|
0.618 |
77.64 |
|
HIGH |
77.24 |
|
0.618 |
77.00 |
|
0.500 |
76.92 |
|
0.382 |
76.84 |
|
LOW |
76.60 |
|
0.618 |
76.20 |
|
1.000 |
75.96 |
|
1.618 |
75.56 |
|
2.618 |
74.92 |
|
4.250 |
73.88 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.08 |
76.23 |
| PP |
77.00 |
75.31 |
| S1 |
76.92 |
74.38 |
|