NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
66.69 |
69.30 |
2.61 |
3.9% |
68.05 |
| High |
69.74 |
71.95 |
2.21 |
3.2% |
69.74 |
| Low |
64.96 |
69.09 |
4.13 |
6.4% |
62.70 |
| Close |
69.45 |
71.58 |
2.13 |
3.1% |
69.45 |
| Range |
4.78 |
2.86 |
-1.92 |
-40.2% |
7.04 |
| ATR |
2.79 |
2.80 |
0.00 |
0.2% |
0.00 |
| Volume |
344,216 |
400,836 |
56,620 |
16.4% |
1,402,635 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.45 |
78.38 |
73.15 |
|
| R3 |
76.59 |
75.52 |
72.37 |
|
| R2 |
73.73 |
73.73 |
72.10 |
|
| R1 |
72.66 |
72.66 |
71.84 |
73.20 |
| PP |
70.87 |
70.87 |
70.87 |
71.14 |
| S1 |
69.80 |
69.80 |
71.32 |
70.34 |
| S2 |
68.01 |
68.01 |
71.06 |
|
| S3 |
65.15 |
66.94 |
70.79 |
|
| S4 |
62.29 |
64.08 |
70.01 |
|
|
| 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 |
12.9% |
3.77 |
5.3% |
96% |
True |
False |
317,240 |
| 10 |
71.95 |
62.70 |
9.25 |
12.9% |
2.92 |
4.1% |
96% |
True |
False |
297,937 |
| 20 |
71.95 |
59.30 |
12.65 |
17.7% |
2.61 |
3.6% |
97% |
True |
False |
217,419 |
| 40 |
74.66 |
59.30 |
15.36 |
21.5% |
2.59 |
3.6% |
80% |
False |
False |
137,068 |
| 60 |
74.66 |
58.36 |
16.30 |
22.8% |
2.48 |
3.5% |
81% |
False |
False |
100,555 |
| 80 |
74.66 |
51.96 |
22.70 |
31.7% |
2.33 |
3.3% |
86% |
False |
False |
78,940 |
| 100 |
74.66 |
48.78 |
25.88 |
36.2% |
2.28 |
3.2% |
88% |
False |
False |
65,144 |
| 120 |
74.66 |
44.19 |
30.47 |
42.6% |
2.31 |
3.2% |
90% |
False |
False |
55,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.11 |
|
2.618 |
79.44 |
|
1.618 |
76.58 |
|
1.000 |
74.81 |
|
0.618 |
73.72 |
|
HIGH |
71.95 |
|
0.618 |
70.86 |
|
0.500 |
70.52 |
|
0.382 |
70.18 |
|
LOW |
69.09 |
|
0.618 |
67.32 |
|
1.000 |
66.23 |
|
1.618 |
64.46 |
|
2.618 |
61.60 |
|
4.250 |
56.94 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.23 |
70.17 |
| PP |
70.87 |
68.76 |
| S1 |
70.52 |
67.36 |
|