NYMEX Light Sweet Crude Oil Future June 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 |
77.79 |
79.18 |
1.39 |
1.8% |
76.00 |
| High |
79.55 |
80.08 |
0.53 |
0.7% |
77.32 |
| Low |
77.78 |
78.62 |
0.84 |
1.1% |
72.33 |
| Close |
79.41 |
80.08 |
0.67 |
0.8% |
77.14 |
| Range |
1.77 |
1.46 |
-0.31 |
-17.5% |
4.99 |
| ATR |
2.03 |
1.99 |
-0.04 |
-2.0% |
0.00 |
| Volume |
15,541 |
11,334 |
-4,207 |
-27.1% |
40,167 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.97 |
83.49 |
80.88 |
|
| R3 |
82.51 |
82.03 |
80.48 |
|
| R2 |
81.05 |
81.05 |
80.35 |
|
| R1 |
80.57 |
80.57 |
80.21 |
80.81 |
| PP |
79.59 |
79.59 |
79.59 |
79.72 |
| S1 |
79.11 |
79.11 |
79.95 |
79.35 |
| S2 |
78.13 |
78.13 |
79.81 |
|
| S3 |
76.67 |
77.65 |
79.68 |
|
| S4 |
75.21 |
76.19 |
79.28 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.57 |
88.84 |
79.88 |
|
| R3 |
85.58 |
83.85 |
78.51 |
|
| R2 |
80.59 |
80.59 |
78.05 |
|
| R1 |
78.86 |
78.86 |
77.60 |
79.73 |
| PP |
75.60 |
75.60 |
75.60 |
76.03 |
| S1 |
73.87 |
73.87 |
76.68 |
74.74 |
| S2 |
70.61 |
70.61 |
76.23 |
|
| S3 |
65.62 |
68.88 |
75.77 |
|
| S4 |
60.63 |
63.89 |
74.40 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.29 |
|
2.618 |
83.90 |
|
1.618 |
82.44 |
|
1.000 |
81.54 |
|
0.618 |
80.98 |
|
HIGH |
80.08 |
|
0.618 |
79.52 |
|
0.500 |
79.35 |
|
0.382 |
79.18 |
|
LOW |
78.62 |
|
0.618 |
77.72 |
|
1.000 |
77.16 |
|
1.618 |
76.26 |
|
2.618 |
74.80 |
|
4.250 |
72.42 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.84 |
79.63 |
| PP |
79.59 |
79.18 |
| S1 |
79.35 |
78.73 |
|