NYMEX Light Sweet Crude Oil Future October 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 |
73.06 |
73.66 |
0.60 |
0.8% |
69.50 |
| High |
73.80 |
74.07 |
0.27 |
0.4% |
71.43 |
| Low |
71.94 |
71.72 |
-0.22 |
-0.3% |
64.69 |
| Close |
73.30 |
73.93 |
0.63 |
0.9% |
71.15 |
| Range |
1.86 |
2.35 |
0.49 |
26.3% |
6.74 |
| ATR |
2.61 |
2.59 |
-0.02 |
-0.7% |
0.00 |
| Volume |
118,125 |
92,751 |
-25,374 |
-21.5% |
381,752 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.29 |
79.46 |
75.22 |
|
| R3 |
77.94 |
77.11 |
74.58 |
|
| R2 |
75.59 |
75.59 |
74.36 |
|
| R1 |
74.76 |
74.76 |
74.15 |
75.18 |
| PP |
73.24 |
73.24 |
73.24 |
73.45 |
| S1 |
72.41 |
72.41 |
73.71 |
72.83 |
| S2 |
70.89 |
70.89 |
73.50 |
|
| S3 |
68.54 |
70.06 |
73.28 |
|
| S4 |
66.19 |
67.71 |
72.64 |
|
|
| 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 |
74.07 |
64.82 |
9.25 |
12.5% |
3.18 |
4.3% |
98% |
True |
False |
102,726 |
| 10 |
74.07 |
64.69 |
9.38 |
12.7% |
2.81 |
3.8% |
99% |
True |
False |
88,516 |
| 20 |
74.07 |
60.43 |
13.64 |
18.4% |
2.45 |
3.3% |
99% |
True |
False |
65,030 |
| 40 |
75.27 |
60.43 |
14.84 |
20.1% |
2.47 |
3.3% |
91% |
False |
False |
41,780 |
| 60 |
75.27 |
59.20 |
16.07 |
21.7% |
2.30 |
3.1% |
92% |
False |
False |
31,825 |
| 80 |
75.27 |
53.00 |
22.27 |
30.1% |
2.10 |
2.8% |
94% |
False |
False |
25,938 |
| 100 |
75.27 |
52.34 |
22.93 |
31.0% |
2.03 |
2.7% |
94% |
False |
False |
22,133 |
| 120 |
75.27 |
45.06 |
30.21 |
40.9% |
1.98 |
2.7% |
96% |
False |
False |
19,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.06 |
|
2.618 |
80.22 |
|
1.618 |
77.87 |
|
1.000 |
76.42 |
|
0.618 |
75.52 |
|
HIGH |
74.07 |
|
0.618 |
73.17 |
|
0.500 |
72.90 |
|
0.382 |
72.62 |
|
LOW |
71.72 |
|
0.618 |
70.27 |
|
1.000 |
69.37 |
|
1.618 |
67.92 |
|
2.618 |
65.57 |
|
4.250 |
61.73 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.59 |
73.43 |
| PP |
73.24 |
72.93 |
| S1 |
72.90 |
72.43 |
|