NYMEX Light Sweet Crude Oil Future December 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 |
76.04 |
75.87 |
-0.17 |
-0.2% |
73.21 |
| High |
76.87 |
76.55 |
-0.32 |
-0.4% |
76.87 |
| Low |
74.87 |
74.49 |
-0.38 |
-0.5% |
72.86 |
| Close |
76.13 |
74.91 |
-1.22 |
-1.6% |
74.91 |
| Range |
2.00 |
2.06 |
0.06 |
3.0% |
4.01 |
| ATR |
2.44 |
2.42 |
-0.03 |
-1.1% |
0.00 |
| Volume |
55,968 |
46,656 |
-9,312 |
-16.6% |
300,935 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.50 |
80.26 |
76.04 |
|
| R3 |
79.44 |
78.20 |
75.48 |
|
| R2 |
77.38 |
77.38 |
75.29 |
|
| R1 |
76.14 |
76.14 |
75.10 |
75.73 |
| PP |
75.32 |
75.32 |
75.32 |
75.11 |
| S1 |
74.08 |
74.08 |
74.72 |
73.67 |
| S2 |
73.26 |
73.26 |
74.53 |
|
| S3 |
71.20 |
72.02 |
74.34 |
|
| S4 |
69.14 |
69.96 |
73.78 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.91 |
84.92 |
77.12 |
|
| R3 |
82.90 |
80.91 |
76.01 |
|
| R2 |
78.89 |
78.89 |
75.65 |
|
| R1 |
76.90 |
76.90 |
75.28 |
77.90 |
| PP |
74.88 |
74.88 |
74.88 |
75.38 |
| S1 |
72.89 |
72.89 |
74.54 |
73.89 |
| S2 |
70.87 |
70.87 |
74.17 |
|
| S3 |
66.86 |
68.88 |
73.81 |
|
| S4 |
62.85 |
64.87 |
72.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.87 |
72.86 |
4.01 |
5.4% |
2.11 |
2.8% |
51% |
False |
False |
60,187 |
| 10 |
76.87 |
67.58 |
9.29 |
12.4% |
2.56 |
3.4% |
79% |
False |
False |
52,493 |
| 20 |
76.87 |
62.21 |
14.66 |
19.6% |
2.33 |
3.1% |
87% |
False |
False |
49,344 |
| 40 |
76.87 |
62.21 |
14.66 |
19.6% |
2.43 |
3.2% |
87% |
False |
False |
42,472 |
| 60 |
76.87 |
60.66 |
16.21 |
21.6% |
2.29 |
3.1% |
88% |
False |
False |
39,225 |
| 80 |
76.87 |
54.92 |
21.95 |
29.3% |
2.19 |
2.9% |
91% |
False |
False |
34,610 |
| 100 |
76.87 |
54.32 |
22.55 |
30.1% |
2.23 |
3.0% |
91% |
False |
False |
31,976 |
| 120 |
76.87 |
46.14 |
30.73 |
41.0% |
2.28 |
3.1% |
94% |
False |
False |
30,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.31 |
|
2.618 |
81.94 |
|
1.618 |
79.88 |
|
1.000 |
78.61 |
|
0.618 |
77.82 |
|
HIGH |
76.55 |
|
0.618 |
75.76 |
|
0.500 |
75.52 |
|
0.382 |
75.28 |
|
LOW |
74.49 |
|
0.618 |
73.22 |
|
1.000 |
72.43 |
|
1.618 |
71.16 |
|
2.618 |
69.10 |
|
4.250 |
65.74 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.52 |
75.62 |
| PP |
75.32 |
75.38 |
| S1 |
75.11 |
75.15 |
|