NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
69.30 |
71.34 |
2.04 |
2.9% |
68.05 |
| High |
71.95 |
71.95 |
0.00 |
0.0% |
69.74 |
| Low |
69.09 |
70.16 |
1.07 |
1.5% |
62.70 |
| Close |
71.58 |
71.42 |
-0.16 |
-0.2% |
69.45 |
| Range |
2.86 |
1.79 |
-1.07 |
-37.4% |
7.04 |
| ATR |
2.80 |
2.72 |
-0.07 |
-2.6% |
0.00 |
| Volume |
400,836 |
323,455 |
-77,381 |
-19.3% |
1,402,635 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.55 |
75.77 |
72.40 |
|
| R3 |
74.76 |
73.98 |
71.91 |
|
| R2 |
72.97 |
72.97 |
71.75 |
|
| R1 |
72.19 |
72.19 |
71.58 |
72.58 |
| PP |
71.18 |
71.18 |
71.18 |
71.37 |
| S1 |
70.40 |
70.40 |
71.26 |
70.79 |
| S2 |
69.39 |
69.39 |
71.09 |
|
| S3 |
67.60 |
68.61 |
70.93 |
|
| S4 |
65.81 |
66.82 |
70.44 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.42 |
85.97 |
73.32 |
|
| R3 |
81.38 |
78.93 |
71.39 |
|
| R2 |
74.34 |
74.34 |
70.74 |
|
| R1 |
71.89 |
71.89 |
70.10 |
73.12 |
| PP |
67.30 |
67.30 |
67.30 |
67.91 |
| S1 |
64.85 |
64.85 |
68.80 |
66.08 |
| S2 |
60.26 |
60.26 |
68.16 |
|
| S3 |
53.22 |
57.81 |
67.51 |
|
| S4 |
46.18 |
50.77 |
65.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.95 |
62.70 |
9.25 |
13.0% |
3.65 |
5.1% |
94% |
True |
False |
332,895 |
| 10 |
71.95 |
62.70 |
9.25 |
13.0% |
2.89 |
4.0% |
94% |
True |
False |
304,812 |
| 20 |
71.95 |
59.30 |
12.65 |
17.7% |
2.57 |
3.6% |
96% |
True |
False |
229,084 |
| 40 |
74.66 |
59.30 |
15.36 |
21.5% |
2.59 |
3.6% |
79% |
False |
False |
143,992 |
| 60 |
74.66 |
58.36 |
16.30 |
22.8% |
2.48 |
3.5% |
80% |
False |
False |
105,655 |
| 80 |
74.66 |
51.96 |
22.70 |
31.8% |
2.32 |
3.3% |
86% |
False |
False |
82,838 |
| 100 |
74.66 |
48.78 |
25.88 |
36.2% |
2.28 |
3.2% |
87% |
False |
False |
68,317 |
| 120 |
74.66 |
44.19 |
30.47 |
42.7% |
2.32 |
3.2% |
89% |
False |
False |
58,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.56 |
|
2.618 |
76.64 |
|
1.618 |
74.85 |
|
1.000 |
73.74 |
|
0.618 |
73.06 |
|
HIGH |
71.95 |
|
0.618 |
71.27 |
|
0.500 |
71.06 |
|
0.382 |
70.84 |
|
LOW |
70.16 |
|
0.618 |
69.05 |
|
1.000 |
68.37 |
|
1.618 |
67.26 |
|
2.618 |
65.47 |
|
4.250 |
62.55 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.30 |
70.43 |
| PP |
71.18 |
69.44 |
| S1 |
71.06 |
68.46 |
|