NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
79.05 |
78.27 |
-0.78 |
-1.0% |
77.65 |
| High |
79.05 |
78.57 |
-0.48 |
-0.6% |
79.61 |
| Low |
78.62 |
78.27 |
-0.35 |
-0.4% |
77.65 |
| Close |
78.10 |
78.43 |
0.33 |
0.4% |
78.10 |
| Range |
0.43 |
0.30 |
-0.13 |
-30.2% |
1.96 |
| ATR |
1.35 |
1.29 |
-0.06 |
-4.7% |
0.00 |
| Volume |
2,574 |
1,649 |
-925 |
-35.9% |
11,781 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.32 |
79.18 |
78.60 |
|
| R3 |
79.02 |
78.88 |
78.51 |
|
| R2 |
78.72 |
78.72 |
78.49 |
|
| R1 |
78.58 |
78.58 |
78.46 |
78.65 |
| PP |
78.42 |
78.42 |
78.42 |
78.46 |
| S1 |
78.28 |
78.28 |
78.40 |
78.35 |
| S2 |
78.12 |
78.12 |
78.38 |
|
| S3 |
77.82 |
77.98 |
78.35 |
|
| S4 |
77.52 |
77.68 |
78.27 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.33 |
83.18 |
79.18 |
|
| R3 |
82.37 |
81.22 |
78.64 |
|
| R2 |
80.41 |
80.41 |
78.46 |
|
| R1 |
79.26 |
79.26 |
78.28 |
79.84 |
| PP |
78.45 |
78.45 |
78.45 |
78.74 |
| S1 |
77.30 |
77.30 |
77.92 |
77.88 |
| S2 |
76.49 |
76.49 |
77.74 |
|
| S3 |
74.53 |
75.34 |
77.56 |
|
| S4 |
72.57 |
73.38 |
77.02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.85 |
|
2.618 |
79.36 |
|
1.618 |
79.06 |
|
1.000 |
78.87 |
|
0.618 |
78.76 |
|
HIGH |
78.57 |
|
0.618 |
78.46 |
|
0.500 |
78.42 |
|
0.382 |
78.38 |
|
LOW |
78.27 |
|
0.618 |
78.08 |
|
1.000 |
77.97 |
|
1.618 |
77.78 |
|
2.618 |
77.48 |
|
4.250 |
77.00 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.43 |
78.86 |
| PP |
78.42 |
78.71 |
| S1 |
78.42 |
78.57 |
|