NYMEX Light Sweet Crude Oil Future April 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 |
74.30 |
77.41 |
3.11 |
4.2% |
75.68 |
| High |
76.00 |
77.73 |
1.73 |
2.3% |
76.00 |
| Low |
74.26 |
77.08 |
2.82 |
3.8% |
71.26 |
| Close |
76.06 |
77.73 |
1.67 |
2.2% |
76.06 |
| Range |
1.74 |
0.65 |
-1.09 |
-62.6% |
4.74 |
| ATR |
1.42 |
1.44 |
0.02 |
1.2% |
0.00 |
| Volume |
1,657 |
1,993 |
336 |
20.3% |
11,430 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.46 |
79.25 |
78.09 |
|
| R3 |
78.81 |
78.60 |
77.91 |
|
| R2 |
78.16 |
78.16 |
77.85 |
|
| R1 |
77.95 |
77.95 |
77.79 |
78.06 |
| PP |
77.51 |
77.51 |
77.51 |
77.57 |
| S1 |
77.30 |
77.30 |
77.67 |
77.41 |
| S2 |
76.86 |
76.86 |
77.61 |
|
| S3 |
76.21 |
76.65 |
77.55 |
|
| S4 |
75.56 |
76.00 |
77.37 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.66 |
87.10 |
78.67 |
|
| R3 |
83.92 |
82.36 |
77.36 |
|
| R2 |
79.18 |
79.18 |
76.93 |
|
| R1 |
77.62 |
77.62 |
76.49 |
78.40 |
| PP |
74.44 |
74.44 |
74.44 |
74.83 |
| S1 |
72.88 |
72.88 |
75.63 |
73.66 |
| S2 |
69.70 |
69.70 |
75.19 |
|
| S3 |
64.96 |
68.14 |
74.76 |
|
| S4 |
60.22 |
63.40 |
73.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.49 |
|
2.618 |
79.43 |
|
1.618 |
78.78 |
|
1.000 |
78.38 |
|
0.618 |
78.13 |
|
HIGH |
77.73 |
|
0.618 |
77.48 |
|
0.500 |
77.41 |
|
0.382 |
77.33 |
|
LOW |
77.08 |
|
0.618 |
76.68 |
|
1.000 |
76.43 |
|
1.618 |
76.03 |
|
2.618 |
75.38 |
|
4.250 |
74.32 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.62 |
76.88 |
| PP |
77.51 |
76.02 |
| S1 |
77.41 |
75.17 |
|