NYMEX Light Sweet Crude Oil Future September 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 |
71.34 |
71.82 |
0.48 |
0.7% |
68.05 |
| High |
71.95 |
72.10 |
0.15 |
0.2% |
69.74 |
| Low |
70.16 |
69.71 |
-0.45 |
-0.6% |
62.70 |
| Close |
71.42 |
71.97 |
0.55 |
0.8% |
69.45 |
| Range |
1.79 |
2.39 |
0.60 |
33.5% |
7.04 |
| ATR |
2.72 |
2.70 |
-0.02 |
-0.9% |
0.00 |
| Volume |
323,455 |
285,877 |
-37,578 |
-11.6% |
1,402,635 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.43 |
77.59 |
73.28 |
|
| R3 |
76.04 |
75.20 |
72.63 |
|
| R2 |
73.65 |
73.65 |
72.41 |
|
| R1 |
72.81 |
72.81 |
72.19 |
73.23 |
| PP |
71.26 |
71.26 |
71.26 |
71.47 |
| S1 |
70.42 |
70.42 |
71.75 |
70.84 |
| S2 |
68.87 |
68.87 |
71.53 |
|
| S3 |
66.48 |
68.03 |
71.31 |
|
| S4 |
64.09 |
65.64 |
70.66 |
|
|
| 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 |
72.10 |
62.76 |
9.34 |
13.0% |
3.27 |
4.5% |
99% |
True |
False |
339,359 |
| 10 |
72.10 |
62.70 |
9.40 |
13.1% |
2.93 |
4.1% |
99% |
True |
False |
305,441 |
| 20 |
72.10 |
59.30 |
12.80 |
17.8% |
2.56 |
3.6% |
99% |
True |
False |
239,061 |
| 40 |
74.66 |
59.30 |
15.36 |
21.3% |
2.62 |
3.6% |
82% |
False |
False |
149,654 |
| 60 |
74.66 |
58.36 |
16.30 |
22.6% |
2.49 |
3.5% |
83% |
False |
False |
110,168 |
| 80 |
74.66 |
51.96 |
22.70 |
31.5% |
2.33 |
3.2% |
88% |
False |
False |
86,290 |
| 100 |
74.66 |
50.94 |
23.72 |
33.0% |
2.27 |
3.2% |
89% |
False |
False |
71,115 |
| 120 |
74.66 |
44.19 |
30.47 |
42.3% |
2.32 |
3.2% |
91% |
False |
False |
60,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.26 |
|
2.618 |
78.36 |
|
1.618 |
75.97 |
|
1.000 |
74.49 |
|
0.618 |
73.58 |
|
HIGH |
72.10 |
|
0.618 |
71.19 |
|
0.500 |
70.91 |
|
0.382 |
70.62 |
|
LOW |
69.71 |
|
0.618 |
68.23 |
|
1.000 |
67.32 |
|
1.618 |
65.84 |
|
2.618 |
63.45 |
|
4.250 |
59.55 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.62 |
71.51 |
| PP |
71.26 |
71.05 |
| S1 |
70.91 |
70.60 |
|