NYMEX Light Sweet Crude Oil Future November 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 |
69.98 |
72.50 |
2.52 |
3.6% |
70.99 |
| High |
72.63 |
74.59 |
1.96 |
2.7% |
72.63 |
| Low |
68.47 |
72.10 |
3.63 |
5.3% |
66.41 |
| Close |
72.40 |
74.27 |
1.87 |
2.6% |
72.40 |
| Range |
4.16 |
2.49 |
-1.67 |
-40.1% |
6.22 |
| ATR |
2.54 |
2.54 |
0.00 |
-0.1% |
0.00 |
| Volume |
38,874 |
45,281 |
6,407 |
16.5% |
159,203 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.12 |
80.19 |
75.64 |
|
| R3 |
78.63 |
77.70 |
74.95 |
|
| R2 |
76.14 |
76.14 |
74.73 |
|
| R1 |
75.21 |
75.21 |
74.50 |
75.68 |
| PP |
73.65 |
73.65 |
73.65 |
73.89 |
| S1 |
72.72 |
72.72 |
74.04 |
73.19 |
| S2 |
71.16 |
71.16 |
73.81 |
|
| S3 |
68.67 |
70.23 |
73.59 |
|
| S4 |
66.18 |
67.74 |
72.90 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.14 |
86.99 |
75.82 |
|
| R3 |
82.92 |
80.77 |
74.11 |
|
| R2 |
76.70 |
76.70 |
73.54 |
|
| R1 |
74.55 |
74.55 |
72.97 |
75.63 |
| PP |
70.48 |
70.48 |
70.48 |
71.02 |
| S1 |
68.33 |
68.33 |
71.83 |
69.41 |
| S2 |
64.26 |
64.26 |
71.26 |
|
| S3 |
58.04 |
62.11 |
70.69 |
|
| S4 |
51.82 |
55.89 |
68.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.59 |
66.41 |
8.18 |
11.0% |
3.35 |
4.5% |
96% |
True |
False |
35,053 |
| 10 |
74.59 |
66.41 |
8.18 |
11.0% |
2.63 |
3.5% |
96% |
True |
False |
33,073 |
| 20 |
74.59 |
61.38 |
13.21 |
17.8% |
2.37 |
3.2% |
98% |
True |
False |
24,858 |
| 40 |
75.83 |
61.38 |
14.45 |
19.5% |
2.27 |
3.1% |
89% |
False |
False |
16,751 |
| 60 |
75.83 |
59.95 |
15.88 |
21.4% |
2.06 |
2.8% |
90% |
False |
False |
13,783 |
| 80 |
75.83 |
54.20 |
21.63 |
29.1% |
1.86 |
2.5% |
93% |
False |
False |
11,550 |
| 100 |
75.83 |
49.44 |
26.39 |
35.5% |
1.83 |
2.5% |
94% |
False |
False |
10,227 |
| 120 |
75.83 |
45.87 |
29.96 |
40.3% |
1.80 |
2.4% |
95% |
False |
False |
9,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.17 |
|
2.618 |
81.11 |
|
1.618 |
78.62 |
|
1.000 |
77.08 |
|
0.618 |
76.13 |
|
HIGH |
74.59 |
|
0.618 |
73.64 |
|
0.500 |
73.35 |
|
0.382 |
73.05 |
|
LOW |
72.10 |
|
0.618 |
70.56 |
|
1.000 |
69.61 |
|
1.618 |
68.07 |
|
2.618 |
65.58 |
|
4.250 |
61.52 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.96 |
73.05 |
| PP |
73.65 |
71.84 |
| S1 |
73.35 |
70.62 |
|