NYMEX Light Sweet Crude Oil Future October 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 |
71.15 |
73.06 |
1.91 |
2.7% |
69.50 |
| High |
73.64 |
73.80 |
0.16 |
0.2% |
71.43 |
| Low |
70.78 |
71.94 |
1.16 |
1.6% |
64.69 |
| Close |
73.18 |
73.30 |
0.12 |
0.2% |
71.15 |
| Range |
2.86 |
1.86 |
-1.00 |
-35.0% |
6.74 |
| ATR |
2.67 |
2.61 |
-0.06 |
-2.2% |
0.00 |
| Volume |
107,642 |
118,125 |
10,483 |
9.7% |
381,752 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.59 |
77.81 |
74.32 |
|
| R3 |
76.73 |
75.95 |
73.81 |
|
| R2 |
74.87 |
74.87 |
73.64 |
|
| R1 |
74.09 |
74.09 |
73.47 |
74.48 |
| PP |
73.01 |
73.01 |
73.01 |
73.21 |
| S1 |
72.23 |
72.23 |
73.13 |
72.62 |
| S2 |
71.15 |
71.15 |
72.96 |
|
| S3 |
69.29 |
70.37 |
72.79 |
|
| S4 |
67.43 |
68.51 |
72.28 |
|
|
| 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 |
73.80 |
64.69 |
9.11 |
12.4% |
3.53 |
4.8% |
95% |
True |
False |
95,978 |
| 10 |
73.80 |
64.69 |
9.11 |
12.4% |
2.77 |
3.8% |
95% |
True |
False |
86,200 |
| 20 |
73.80 |
60.43 |
13.37 |
18.2% |
2.45 |
3.3% |
96% |
True |
False |
61,981 |
| 40 |
75.27 |
60.43 |
14.84 |
20.2% |
2.44 |
3.3% |
87% |
False |
False |
39,739 |
| 60 |
75.27 |
59.20 |
16.07 |
21.9% |
2.29 |
3.1% |
88% |
False |
False |
30,392 |
| 80 |
75.27 |
53.00 |
22.27 |
30.4% |
2.09 |
2.8% |
91% |
False |
False |
24,848 |
| 100 |
75.27 |
49.73 |
25.54 |
34.8% |
2.03 |
2.8% |
92% |
False |
False |
21,247 |
| 120 |
75.27 |
45.06 |
30.21 |
41.2% |
1.98 |
2.7% |
93% |
False |
False |
18,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.71 |
|
2.618 |
78.67 |
|
1.618 |
76.81 |
|
1.000 |
75.66 |
|
0.618 |
74.95 |
|
HIGH |
73.80 |
|
0.618 |
73.09 |
|
0.500 |
72.87 |
|
0.382 |
72.65 |
|
LOW |
71.94 |
|
0.618 |
70.79 |
|
1.000 |
70.08 |
|
1.618 |
68.93 |
|
2.618 |
67.07 |
|
4.250 |
64.04 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.16 |
72.32 |
| PP |
73.01 |
71.34 |
| S1 |
72.87 |
70.36 |
|