NYMEX Light Sweet Crude Oil Future November 2009
| 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 |
74.02 |
75.08 |
1.06 |
1.4% |
70.99 |
| High |
75.11 |
75.52 |
0.41 |
0.5% |
72.63 |
| Low |
73.19 |
73.31 |
0.12 |
0.2% |
66.41 |
| Close |
74.69 |
75.37 |
0.68 |
0.9% |
72.40 |
| Range |
1.92 |
2.21 |
0.29 |
15.1% |
6.22 |
| ATR |
2.49 |
2.47 |
-0.02 |
-0.8% |
0.00 |
| Volume |
56,839 |
42,615 |
-14,224 |
-25.0% |
159,203 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.36 |
80.58 |
76.59 |
|
| R3 |
79.15 |
78.37 |
75.98 |
|
| R2 |
76.94 |
76.94 |
75.78 |
|
| R1 |
76.16 |
76.16 |
75.57 |
76.55 |
| PP |
74.73 |
74.73 |
74.73 |
74.93 |
| S1 |
73.95 |
73.95 |
75.17 |
74.34 |
| S2 |
72.52 |
72.52 |
74.96 |
|
| S3 |
70.31 |
71.74 |
74.76 |
|
| S4 |
68.10 |
69.53 |
74.15 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.14 |
86.99 |
75.82 |
|
| R3 |
82.92 |
80.77 |
74.11 |
|
| R2 |
76.70 |
76.70 |
73.54 |
|
| R1 |
74.55 |
74.55 |
72.97 |
75.63 |
| PP |
70.48 |
70.48 |
70.48 |
71.02 |
| S1 |
68.33 |
68.33 |
71.83 |
69.41 |
| S2 |
64.26 |
64.26 |
71.26 |
|
| S3 |
58.04 |
62.11 |
70.69 |
|
| S4 |
51.82 |
55.89 |
68.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.52 |
66.65 |
8.87 |
11.8% |
2.96 |
3.9% |
98% |
True |
False |
44,135 |
| 10 |
75.52 |
66.41 |
9.11 |
12.1% |
2.64 |
3.5% |
98% |
True |
False |
38,113 |
| 20 |
75.52 |
61.38 |
14.14 |
18.8% |
2.33 |
3.1% |
99% |
True |
False |
28,554 |
| 40 |
75.83 |
61.38 |
14.45 |
19.2% |
2.30 |
3.1% |
97% |
False |
False |
18,610 |
| 60 |
75.83 |
59.95 |
15.88 |
21.1% |
2.09 |
2.8% |
97% |
False |
False |
15,105 |
| 80 |
75.83 |
54.20 |
21.63 |
28.7% |
1.88 |
2.5% |
98% |
False |
False |
12,637 |
| 100 |
75.83 |
50.25 |
25.58 |
33.9% |
1.83 |
2.4% |
98% |
False |
False |
11,135 |
| 120 |
75.83 |
45.87 |
29.96 |
39.8% |
1.82 |
2.4% |
98% |
False |
False |
10,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.91 |
|
2.618 |
81.31 |
|
1.618 |
79.10 |
|
1.000 |
77.73 |
|
0.618 |
76.89 |
|
HIGH |
75.52 |
|
0.618 |
74.68 |
|
0.500 |
74.42 |
|
0.382 |
74.15 |
|
LOW |
73.31 |
|
0.618 |
71.94 |
|
1.000 |
71.10 |
|
1.618 |
69.73 |
|
2.618 |
67.52 |
|
4.250 |
63.92 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.05 |
74.85 |
| PP |
74.73 |
74.33 |
| S1 |
74.42 |
73.81 |
|