NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.73 |
73.70 |
-1.03 |
-1.4% |
72.50 |
| High |
75.69 |
74.70 |
-0.99 |
-1.3% |
75.89 |
| Low |
73.64 |
73.39 |
-0.25 |
-0.3% |
72.10 |
| Close |
74.08 |
74.08 |
0.00 |
0.0% |
74.08 |
| Range |
2.05 |
1.31 |
-0.74 |
-36.1% |
3.79 |
| ATR |
2.41 |
2.33 |
-0.08 |
-3.3% |
0.00 |
| Volume |
41,263 |
53,177 |
11,914 |
28.9% |
231,857 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.99 |
77.34 |
74.80 |
|
| R3 |
76.68 |
76.03 |
74.44 |
|
| R2 |
75.37 |
75.37 |
74.32 |
|
| R1 |
74.72 |
74.72 |
74.20 |
75.05 |
| PP |
74.06 |
74.06 |
74.06 |
74.22 |
| S1 |
73.41 |
73.41 |
73.96 |
73.74 |
| S2 |
72.75 |
72.75 |
73.84 |
|
| S3 |
71.44 |
72.10 |
73.72 |
|
| S4 |
70.13 |
70.79 |
73.36 |
|
|
| 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 |
73.19 |
2.70 |
3.6% |
1.91 |
2.6% |
33% |
False |
False |
47,950 |
| 10 |
75.89 |
66.41 |
9.48 |
12.8% |
2.63 |
3.5% |
81% |
False |
False |
41,502 |
| 20 |
75.89 |
62.26 |
13.63 |
18.4% |
2.30 |
3.1% |
87% |
False |
False |
33,451 |
| 40 |
75.89 |
61.38 |
14.51 |
19.6% |
2.35 |
3.2% |
88% |
False |
False |
21,454 |
| 60 |
75.89 |
59.95 |
15.94 |
21.5% |
2.10 |
2.8% |
89% |
False |
False |
17,117 |
| 80 |
75.89 |
54.20 |
21.69 |
29.3% |
1.92 |
2.6% |
92% |
False |
False |
14,269 |
| 100 |
75.89 |
54.20 |
21.69 |
29.3% |
1.81 |
2.4% |
92% |
False |
False |
12,410 |
| 120 |
75.89 |
46.08 |
29.81 |
40.2% |
1.83 |
2.5% |
94% |
False |
False |
11,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.27 |
|
2.618 |
78.13 |
|
1.618 |
76.82 |
|
1.000 |
76.01 |
|
0.618 |
75.51 |
|
HIGH |
74.70 |
|
0.618 |
74.20 |
|
0.500 |
74.05 |
|
0.382 |
73.89 |
|
LOW |
73.39 |
|
0.618 |
72.58 |
|
1.000 |
72.08 |
|
1.618 |
71.27 |
|
2.618 |
69.96 |
|
4.250 |
67.82 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.07 |
74.64 |
| PP |
74.06 |
74.45 |
| S1 |
74.05 |
74.27 |
|