NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
78.89 |
79.29 |
0.40 |
0.5% |
75.95 |
| High |
79.61 |
79.44 |
-0.17 |
-0.2% |
76.62 |
| Low |
78.74 |
78.95 |
0.21 |
0.3% |
71.82 |
| Close |
79.61 |
79.44 |
-0.17 |
-0.2% |
76.62 |
| Range |
0.87 |
0.49 |
-0.38 |
-43.7% |
4.80 |
| ATR |
1.45 |
1.39 |
-0.06 |
-3.9% |
0.00 |
| Volume |
1,703 |
3,353 |
1,650 |
96.9% |
7,580 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.75 |
80.58 |
79.71 |
|
| R3 |
80.26 |
80.09 |
79.57 |
|
| R2 |
79.77 |
79.77 |
79.53 |
|
| R1 |
79.60 |
79.60 |
79.48 |
79.69 |
| PP |
79.28 |
79.28 |
79.28 |
79.32 |
| S1 |
79.11 |
79.11 |
79.40 |
79.20 |
| S2 |
78.79 |
78.79 |
79.35 |
|
| S3 |
78.30 |
78.62 |
79.31 |
|
| S4 |
77.81 |
78.13 |
79.17 |
|
|
| 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 |
81.52 |
|
2.618 |
80.72 |
|
1.618 |
80.23 |
|
1.000 |
79.93 |
|
0.618 |
79.74 |
|
HIGH |
79.44 |
|
0.618 |
79.25 |
|
0.500 |
79.20 |
|
0.382 |
79.14 |
|
LOW |
78.95 |
|
0.618 |
78.65 |
|
1.000 |
78.46 |
|
1.618 |
78.16 |
|
2.618 |
77.67 |
|
4.250 |
76.87 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.36 |
79.31 |
| PP |
79.28 |
79.17 |
| S1 |
79.20 |
79.04 |
|