NYMEX Light Sweet Crude Oil Future November 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 |
75.08 |
75.01 |
-0.07 |
-0.1% |
70.99 |
| High |
75.52 |
75.89 |
0.37 |
0.5% |
72.63 |
| Low |
73.31 |
73.85 |
0.54 |
0.7% |
66.41 |
| Close |
75.37 |
75.21 |
-0.16 |
-0.2% |
72.40 |
| Range |
2.21 |
2.04 |
-0.17 |
-7.7% |
6.22 |
| ATR |
2.47 |
2.44 |
-0.03 |
-1.2% |
0.00 |
| Volume |
42,615 |
45,859 |
3,244 |
7.6% |
159,203 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.10 |
80.20 |
76.33 |
|
| R3 |
79.06 |
78.16 |
75.77 |
|
| R2 |
77.02 |
77.02 |
75.58 |
|
| R1 |
76.12 |
76.12 |
75.40 |
76.57 |
| PP |
74.98 |
74.98 |
74.98 |
75.21 |
| S1 |
74.08 |
74.08 |
75.02 |
74.53 |
| S2 |
72.94 |
72.94 |
74.84 |
|
| S3 |
70.90 |
72.04 |
74.65 |
|
| S4 |
68.86 |
70.00 |
74.09 |
|
|
| 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 |
75.89 |
68.47 |
7.42 |
9.9% |
2.56 |
3.4% |
91% |
True |
False |
45,893 |
| 10 |
75.89 |
66.41 |
9.48 |
12.6% |
2.58 |
3.4% |
93% |
True |
False |
38,868 |
| 20 |
75.89 |
61.38 |
14.51 |
19.3% |
2.33 |
3.1% |
95% |
True |
False |
30,017 |
| 40 |
75.89 |
61.38 |
14.51 |
19.3% |
2.33 |
3.1% |
95% |
True |
False |
19,564 |
| 60 |
75.89 |
59.95 |
15.94 |
21.2% |
2.10 |
2.8% |
96% |
True |
False |
15,783 |
| 80 |
75.89 |
54.20 |
21.69 |
28.8% |
1.89 |
2.5% |
97% |
True |
False |
13,168 |
| 100 |
75.89 |
52.40 |
23.49 |
31.2% |
1.83 |
2.4% |
97% |
True |
False |
11,570 |
| 120 |
75.89 |
45.87 |
30.02 |
39.9% |
1.83 |
2.4% |
98% |
True |
False |
10,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.56 |
|
2.618 |
81.23 |
|
1.618 |
79.19 |
|
1.000 |
77.93 |
|
0.618 |
77.15 |
|
HIGH |
75.89 |
|
0.618 |
75.11 |
|
0.500 |
74.87 |
|
0.382 |
74.63 |
|
LOW |
73.85 |
|
0.618 |
72.59 |
|
1.000 |
71.81 |
|
1.618 |
70.55 |
|
2.618 |
68.51 |
|
4.250 |
65.18 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.10 |
74.99 |
| PP |
74.98 |
74.76 |
| S1 |
74.87 |
74.54 |
|