NYMEX Light Sweet Crude Oil Future December 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 |
76.05 |
76.04 |
-0.01 |
0.0% |
72.25 |
| High |
76.48 |
76.87 |
0.39 |
0.5% |
73.46 |
| Low |
74.37 |
74.87 |
0.50 |
0.7% |
67.58 |
| Close |
76.33 |
76.13 |
-0.20 |
-0.3% |
73.20 |
| Range |
2.11 |
2.00 |
-0.11 |
-5.2% |
5.88 |
| ATR |
2.48 |
2.44 |
-0.03 |
-1.4% |
0.00 |
| Volume |
50,192 |
55,968 |
5,776 |
11.5% |
223,995 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.96 |
81.04 |
77.23 |
|
| R3 |
79.96 |
79.04 |
76.68 |
|
| R2 |
77.96 |
77.96 |
76.50 |
|
| R1 |
77.04 |
77.04 |
76.31 |
77.50 |
| PP |
75.96 |
75.96 |
75.96 |
76.19 |
| S1 |
75.04 |
75.04 |
75.95 |
75.50 |
| S2 |
73.96 |
73.96 |
75.76 |
|
| S3 |
71.96 |
73.04 |
75.58 |
|
| S4 |
69.96 |
71.04 |
75.03 |
|
|
| 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 |
76.87 |
69.54 |
7.33 |
9.6% |
2.48 |
3.3% |
90% |
True |
False |
61,969 |
| 10 |
76.87 |
67.58 |
9.29 |
12.2% |
2.53 |
3.3% |
92% |
True |
False |
54,465 |
| 20 |
76.87 |
62.21 |
14.66 |
19.3% |
2.32 |
3.0% |
95% |
True |
False |
48,727 |
| 40 |
76.87 |
62.21 |
14.66 |
19.3% |
2.43 |
3.2% |
95% |
True |
False |
42,378 |
| 60 |
76.87 |
60.66 |
16.21 |
21.3% |
2.29 |
3.0% |
95% |
True |
False |
38,801 |
| 80 |
76.87 |
54.92 |
21.95 |
28.8% |
2.19 |
2.9% |
97% |
True |
False |
34,187 |
| 100 |
76.87 |
52.35 |
24.52 |
32.2% |
2.25 |
3.0% |
97% |
True |
False |
31,692 |
| 120 |
76.87 |
46.14 |
30.73 |
40.4% |
2.31 |
3.0% |
98% |
True |
False |
30,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.37 |
|
2.618 |
82.11 |
|
1.618 |
80.11 |
|
1.000 |
78.87 |
|
0.618 |
78.11 |
|
HIGH |
76.87 |
|
0.618 |
76.11 |
|
0.500 |
75.87 |
|
0.382 |
75.63 |
|
LOW |
74.87 |
|
0.618 |
73.63 |
|
1.000 |
72.87 |
|
1.618 |
71.63 |
|
2.618 |
69.63 |
|
4.250 |
66.37 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.04 |
75.92 |
| PP |
75.96 |
75.70 |
| S1 |
75.87 |
75.49 |
|