NYMEX Light Sweet Crude Oil Future October 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 |
68.62 |
71.15 |
2.53 |
3.7% |
69.50 |
| High |
71.43 |
73.64 |
2.21 |
3.1% |
71.43 |
| Low |
66.92 |
70.78 |
3.86 |
5.8% |
64.69 |
| Close |
71.15 |
73.18 |
2.03 |
2.9% |
71.15 |
| Range |
4.51 |
2.86 |
-1.65 |
-36.6% |
6.74 |
| ATR |
2.65 |
2.67 |
0.01 |
0.6% |
0.00 |
| Volume |
94,912 |
107,642 |
12,730 |
13.4% |
381,752 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.11 |
80.01 |
74.75 |
|
| R3 |
78.25 |
77.15 |
73.97 |
|
| R2 |
75.39 |
75.39 |
73.70 |
|
| R1 |
74.29 |
74.29 |
73.44 |
74.84 |
| PP |
72.53 |
72.53 |
72.53 |
72.81 |
| S1 |
71.43 |
71.43 |
72.92 |
71.98 |
| S2 |
69.67 |
69.67 |
72.66 |
|
| S3 |
66.81 |
68.57 |
72.39 |
|
| S4 |
63.95 |
65.71 |
71.61 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.31 |
86.97 |
74.86 |
|
| R3 |
82.57 |
80.23 |
73.00 |
|
| R2 |
75.83 |
75.83 |
72.39 |
|
| R1 |
73.49 |
73.49 |
71.77 |
74.66 |
| PP |
69.09 |
69.09 |
69.09 |
69.68 |
| S1 |
66.75 |
66.75 |
70.53 |
67.92 |
| S2 |
62.35 |
62.35 |
69.91 |
|
| S3 |
55.61 |
60.01 |
69.30 |
|
| S4 |
48.87 |
53.27 |
67.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.64 |
64.69 |
8.95 |
12.2% |
3.61 |
4.9% |
95% |
True |
False |
86,400 |
| 10 |
73.64 |
64.69 |
8.95 |
12.2% |
2.79 |
3.8% |
95% |
True |
False |
79,718 |
| 20 |
73.64 |
60.43 |
13.21 |
18.1% |
2.49 |
3.4% |
97% |
True |
False |
57,722 |
| 40 |
75.27 |
60.43 |
14.84 |
20.3% |
2.43 |
3.3% |
86% |
False |
False |
37,191 |
| 60 |
75.27 |
59.20 |
16.07 |
22.0% |
2.28 |
3.1% |
87% |
False |
False |
28,618 |
| 80 |
75.27 |
53.00 |
22.27 |
30.4% |
2.09 |
2.9% |
91% |
False |
False |
23,465 |
| 100 |
75.27 |
49.73 |
25.54 |
34.9% |
2.03 |
2.8% |
92% |
False |
False |
20,109 |
| 120 |
75.27 |
45.06 |
30.21 |
41.3% |
1.97 |
2.7% |
93% |
False |
False |
17,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.80 |
|
2.618 |
81.13 |
|
1.618 |
78.27 |
|
1.000 |
76.50 |
|
0.618 |
75.41 |
|
HIGH |
73.64 |
|
0.618 |
72.55 |
|
0.500 |
72.21 |
|
0.382 |
71.87 |
|
LOW |
70.78 |
|
0.618 |
69.01 |
|
1.000 |
67.92 |
|
1.618 |
66.15 |
|
2.618 |
63.29 |
|
4.250 |
58.63 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.86 |
71.86 |
| PP |
72.53 |
70.55 |
| S1 |
72.21 |
69.23 |
|