NYMEX Light Sweet Crude Oil Future May 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 |
75.00 |
77.65 |
2.65 |
3.5% |
75.95 |
High |
76.62 |
78.26 |
1.64 |
2.1% |
76.62 |
Low |
75.00 |
77.65 |
2.65 |
3.5% |
71.82 |
Close |
76.62 |
78.26 |
1.64 |
2.1% |
76.62 |
Range |
1.62 |
0.61 |
-1.01 |
-62.3% |
4.80 |
ATR |
1.52 |
1.53 |
0.01 |
0.5% |
0.00 |
Volume |
1,337 |
2,168 |
831 |
62.2% |
7,580 |
|
Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.89 |
79.68 |
78.60 |
|
R3 |
79.28 |
79.07 |
78.43 |
|
R2 |
78.67 |
78.67 |
78.37 |
|
R1 |
78.46 |
78.46 |
78.32 |
78.57 |
PP |
78.06 |
78.06 |
78.06 |
78.11 |
S1 |
77.85 |
77.85 |
78.20 |
77.96 |
S2 |
77.45 |
77.45 |
78.15 |
|
S3 |
76.84 |
77.24 |
78.09 |
|
S4 |
76.23 |
76.63 |
77.92 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.42 |
87.82 |
79.26 |
|
R3 |
84.62 |
83.02 |
77.94 |
|
R2 |
79.82 |
79.82 |
77.50 |
|
R1 |
78.22 |
78.22 |
77.06 |
79.02 |
PP |
75.02 |
75.02 |
75.02 |
75.42 |
S1 |
73.42 |
73.42 |
76.18 |
74.22 |
S2 |
70.22 |
70.22 |
75.74 |
|
S3 |
65.42 |
68.62 |
75.30 |
|
S4 |
60.62 |
63.82 |
73.98 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.85 |
2.618 |
79.86 |
1.618 |
79.25 |
1.000 |
78.87 |
0.618 |
78.64 |
HIGH |
78.26 |
0.618 |
78.03 |
0.500 |
77.96 |
0.382 |
77.88 |
LOW |
77.65 |
0.618 |
77.27 |
1.000 |
77.04 |
1.618 |
76.66 |
2.618 |
76.05 |
4.250 |
75.06 |
|
|
Fisher Pivots for day following 03-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
78.16 |
77.67 |
PP |
78.06 |
77.07 |
S1 |
77.96 |
76.48 |
|