NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
78.46 |
78.89 |
0.43 |
0.5% |
75.95 |
| High |
79.24 |
79.61 |
0.37 |
0.5% |
76.62 |
| Low |
78.46 |
78.74 |
0.28 |
0.4% |
71.82 |
| Close |
78.92 |
79.61 |
0.69 |
0.9% |
76.62 |
| Range |
0.78 |
0.87 |
0.09 |
11.5% |
4.80 |
| ATR |
1.49 |
1.45 |
-0.04 |
-3.0% |
0.00 |
| Volume |
1,983 |
1,703 |
-280 |
-14.1% |
7,580 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.93 |
81.64 |
80.09 |
|
| R3 |
81.06 |
80.77 |
79.85 |
|
| R2 |
80.19 |
80.19 |
79.77 |
|
| R1 |
79.90 |
79.90 |
79.69 |
80.05 |
| PP |
79.32 |
79.32 |
79.32 |
79.39 |
| S1 |
79.03 |
79.03 |
79.53 |
79.18 |
| S2 |
78.45 |
78.45 |
79.45 |
|
| S3 |
77.58 |
78.16 |
79.37 |
|
| S4 |
76.71 |
77.29 |
79.13 |
|
|
| 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 |
83.31 |
|
2.618 |
81.89 |
|
1.618 |
81.02 |
|
1.000 |
80.48 |
|
0.618 |
80.15 |
|
HIGH |
79.61 |
|
0.618 |
79.28 |
|
0.500 |
79.18 |
|
0.382 |
79.07 |
|
LOW |
78.74 |
|
0.618 |
78.20 |
|
1.000 |
77.87 |
|
1.618 |
77.33 |
|
2.618 |
76.46 |
|
4.250 |
75.04 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.47 |
79.28 |
| PP |
79.32 |
78.96 |
| S1 |
79.18 |
78.63 |
|