NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.02 |
76.05 |
1.03 |
1.4% |
72.25 |
| High |
76.00 |
76.48 |
0.48 |
0.6% |
73.46 |
| Low |
74.10 |
74.37 |
0.27 |
0.4% |
67.58 |
| Close |
75.62 |
76.33 |
0.71 |
0.9% |
73.20 |
| Range |
1.90 |
2.11 |
0.21 |
11.1% |
5.88 |
| ATR |
2.51 |
2.48 |
-0.03 |
-1.1% |
0.00 |
| Volume |
75,080 |
50,192 |
-24,888 |
-33.1% |
223,995 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.06 |
81.30 |
77.49 |
|
| R3 |
79.95 |
79.19 |
76.91 |
|
| R2 |
77.84 |
77.84 |
76.72 |
|
| R1 |
77.08 |
77.08 |
76.52 |
77.46 |
| PP |
75.73 |
75.73 |
75.73 |
75.92 |
| S1 |
74.97 |
74.97 |
76.14 |
75.35 |
| S2 |
73.62 |
73.62 |
75.94 |
|
| S3 |
71.51 |
72.86 |
75.75 |
|
| S4 |
69.40 |
70.75 |
75.17 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.05 |
87.01 |
76.43 |
|
| R3 |
83.17 |
81.13 |
74.82 |
|
| R2 |
77.29 |
77.29 |
74.28 |
|
| R1 |
75.25 |
75.25 |
73.74 |
76.27 |
| PP |
71.41 |
71.41 |
71.41 |
71.93 |
| S1 |
69.37 |
69.37 |
72.66 |
70.39 |
| S2 |
65.53 |
65.53 |
72.12 |
|
| S3 |
59.65 |
63.49 |
71.58 |
|
| S4 |
53.77 |
57.61 |
69.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.48 |
67.80 |
8.68 |
11.4% |
2.87 |
3.8% |
98% |
True |
False |
62,017 |
| 10 |
76.48 |
67.58 |
8.90 |
11.7% |
2.57 |
3.4% |
98% |
True |
False |
55,086 |
| 20 |
76.48 |
62.21 |
14.27 |
18.7% |
2.33 |
3.1% |
99% |
True |
False |
48,516 |
| 40 |
76.50 |
62.21 |
14.29 |
18.7% |
2.41 |
3.2% |
99% |
False |
False |
41,725 |
| 60 |
76.50 |
60.66 |
15.84 |
20.8% |
2.28 |
3.0% |
99% |
False |
False |
38,175 |
| 80 |
76.50 |
54.92 |
21.58 |
28.3% |
2.19 |
2.9% |
99% |
False |
False |
33,664 |
| 100 |
76.50 |
50.50 |
26.00 |
34.1% |
2.26 |
3.0% |
99% |
False |
False |
31,287 |
| 120 |
76.50 |
46.14 |
30.36 |
39.8% |
2.31 |
3.0% |
99% |
False |
False |
29,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.45 |
|
2.618 |
82.00 |
|
1.618 |
79.89 |
|
1.000 |
78.59 |
|
0.618 |
77.78 |
|
HIGH |
76.48 |
|
0.618 |
75.67 |
|
0.500 |
75.43 |
|
0.382 |
75.18 |
|
LOW |
74.37 |
|
0.618 |
73.07 |
|
1.000 |
72.26 |
|
1.618 |
70.96 |
|
2.618 |
68.85 |
|
4.250 |
65.40 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.03 |
75.78 |
| PP |
75.73 |
75.22 |
| S1 |
75.43 |
74.67 |
|