NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
73.66 |
73.77 |
0.11 |
0.1% |
69.50 |
| High |
74.07 |
74.44 |
0.37 |
0.5% |
71.43 |
| Low |
71.72 |
72.31 |
0.59 |
0.8% |
64.69 |
| Close |
73.93 |
73.87 |
-0.06 |
-0.1% |
71.15 |
| Range |
2.35 |
2.13 |
-0.22 |
-9.4% |
6.74 |
| ATR |
2.59 |
2.56 |
-0.03 |
-1.3% |
0.00 |
| Volume |
92,751 |
109,946 |
17,195 |
18.5% |
381,752 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.93 |
79.03 |
75.04 |
|
| R3 |
77.80 |
76.90 |
74.46 |
|
| R2 |
75.67 |
75.67 |
74.26 |
|
| R1 |
74.77 |
74.77 |
74.07 |
75.22 |
| PP |
73.54 |
73.54 |
73.54 |
73.77 |
| S1 |
72.64 |
72.64 |
73.67 |
73.09 |
| S2 |
71.41 |
71.41 |
73.48 |
|
| S3 |
69.28 |
70.51 |
73.28 |
|
| S4 |
67.15 |
68.38 |
72.70 |
|
|
| 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 |
74.44 |
66.92 |
7.52 |
10.2% |
2.74 |
3.7% |
92% |
True |
False |
104,675 |
| 10 |
74.44 |
64.69 |
9.75 |
13.2% |
2.73 |
3.7% |
94% |
True |
False |
90,317 |
| 20 |
74.44 |
60.43 |
14.01 |
19.0% |
2.44 |
3.3% |
96% |
True |
False |
68,595 |
| 40 |
74.85 |
60.43 |
14.42 |
19.5% |
2.48 |
3.4% |
93% |
False |
False |
44,077 |
| 60 |
75.27 |
59.20 |
16.07 |
21.8% |
2.31 |
3.1% |
91% |
False |
False |
33,502 |
| 80 |
75.27 |
53.00 |
22.27 |
30.1% |
2.11 |
2.9% |
94% |
False |
False |
27,243 |
| 100 |
75.27 |
53.00 |
22.27 |
30.1% |
2.03 |
2.7% |
94% |
False |
False |
23,186 |
| 120 |
75.27 |
45.06 |
30.21 |
40.9% |
1.99 |
2.7% |
95% |
False |
False |
20,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.49 |
|
2.618 |
80.02 |
|
1.618 |
77.89 |
|
1.000 |
76.57 |
|
0.618 |
75.76 |
|
HIGH |
74.44 |
|
0.618 |
73.63 |
|
0.500 |
73.38 |
|
0.382 |
73.12 |
|
LOW |
72.31 |
|
0.618 |
70.99 |
|
1.000 |
70.18 |
|
1.618 |
68.86 |
|
2.618 |
66.73 |
|
4.250 |
63.26 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.71 |
73.61 |
| PP |
73.54 |
73.34 |
| S1 |
73.38 |
73.08 |
|