NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.01 |
74.73 |
-0.28 |
-0.4% |
72.50 |
| High |
75.89 |
75.69 |
-0.20 |
-0.3% |
75.89 |
| Low |
73.85 |
73.64 |
-0.21 |
-0.3% |
72.10 |
| Close |
75.21 |
74.08 |
-1.13 |
-1.5% |
74.08 |
| Range |
2.04 |
2.05 |
0.01 |
0.5% |
3.79 |
| ATR |
2.44 |
2.41 |
-0.03 |
-1.1% |
0.00 |
| Volume |
45,859 |
41,263 |
-4,596 |
-10.0% |
231,857 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.62 |
79.40 |
75.21 |
|
| R3 |
78.57 |
77.35 |
74.64 |
|
| R2 |
76.52 |
76.52 |
74.46 |
|
| R1 |
75.30 |
75.30 |
74.27 |
74.89 |
| PP |
74.47 |
74.47 |
74.47 |
74.26 |
| S1 |
73.25 |
73.25 |
73.89 |
72.84 |
| S2 |
72.42 |
72.42 |
73.70 |
|
| S3 |
70.37 |
71.20 |
73.52 |
|
| S4 |
68.32 |
69.15 |
72.95 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.39 |
83.53 |
76.16 |
|
| R3 |
81.60 |
79.74 |
75.12 |
|
| R2 |
77.81 |
77.81 |
74.77 |
|
| R1 |
75.95 |
75.95 |
74.43 |
76.88 |
| PP |
74.02 |
74.02 |
74.02 |
74.49 |
| S1 |
72.16 |
72.16 |
73.73 |
73.09 |
| S2 |
70.23 |
70.23 |
73.39 |
|
| S3 |
66.44 |
68.37 |
73.04 |
|
| S4 |
62.65 |
64.58 |
72.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.89 |
72.10 |
3.79 |
5.1% |
2.14 |
2.9% |
52% |
False |
False |
46,371 |
| 10 |
75.89 |
66.41 |
9.48 |
12.8% |
2.61 |
3.5% |
81% |
False |
False |
39,106 |
| 20 |
75.89 |
61.38 |
14.51 |
19.6% |
2.34 |
3.2% |
88% |
False |
False |
31,429 |
| 40 |
75.89 |
61.38 |
14.51 |
19.6% |
2.35 |
3.2% |
88% |
False |
False |
20,340 |
| 60 |
75.89 |
59.95 |
15.94 |
21.5% |
2.10 |
2.8% |
89% |
False |
False |
16,354 |
| 80 |
75.89 |
54.20 |
21.69 |
29.3% |
1.91 |
2.6% |
92% |
False |
False |
13,644 |
| 100 |
75.89 |
53.70 |
22.19 |
30.0% |
1.82 |
2.5% |
92% |
False |
False |
11,948 |
| 120 |
75.89 |
45.87 |
30.02 |
40.5% |
1.83 |
2.5% |
94% |
False |
False |
10,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.40 |
|
2.618 |
81.06 |
|
1.618 |
79.01 |
|
1.000 |
77.74 |
|
0.618 |
76.96 |
|
HIGH |
75.69 |
|
0.618 |
74.91 |
|
0.500 |
74.67 |
|
0.382 |
74.42 |
|
LOW |
73.64 |
|
0.618 |
72.37 |
|
1.000 |
71.59 |
|
1.618 |
70.32 |
|
2.618 |
68.27 |
|
4.250 |
64.93 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.67 |
74.60 |
| PP |
74.47 |
74.43 |
| S1 |
74.28 |
74.25 |
|