NYMEX Light Sweet Crude Oil Future December 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 |
75.87 |
74.47 |
-1.40 |
-1.8% |
73.21 |
| High |
76.55 |
75.55 |
-1.00 |
-1.3% |
76.87 |
| Low |
74.49 |
74.28 |
-0.21 |
-0.3% |
72.86 |
| Close |
74.91 |
75.04 |
0.13 |
0.2% |
74.91 |
| Range |
2.06 |
1.27 |
-0.79 |
-38.3% |
4.01 |
| ATR |
2.42 |
2.33 |
-0.08 |
-3.4% |
0.00 |
| Volume |
46,656 |
49,316 |
2,660 |
5.7% |
300,935 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.77 |
78.17 |
75.74 |
|
| R3 |
77.50 |
76.90 |
75.39 |
|
| R2 |
76.23 |
76.23 |
75.27 |
|
| R1 |
75.63 |
75.63 |
75.16 |
75.93 |
| PP |
74.96 |
74.96 |
74.96 |
75.11 |
| S1 |
74.36 |
74.36 |
74.92 |
74.66 |
| S2 |
73.69 |
73.69 |
74.81 |
|
| S3 |
72.42 |
73.09 |
74.69 |
|
| S4 |
71.15 |
71.82 |
74.34 |
|
|
| 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 |
74.10 |
2.77 |
3.7% |
1.87 |
2.5% |
34% |
False |
False |
55,442 |
| 10 |
76.87 |
67.58 |
9.29 |
12.4% |
2.56 |
3.4% |
80% |
False |
False |
53,976 |
| 20 |
76.87 |
62.90 |
13.97 |
18.6% |
2.28 |
3.0% |
87% |
False |
False |
50,087 |
| 40 |
76.87 |
62.21 |
14.66 |
19.5% |
2.43 |
3.2% |
88% |
False |
False |
42,670 |
| 60 |
76.87 |
60.66 |
16.21 |
21.6% |
2.28 |
3.0% |
89% |
False |
False |
39,645 |
| 80 |
76.87 |
54.92 |
21.95 |
29.3% |
2.19 |
2.9% |
92% |
False |
False |
35,038 |
| 100 |
76.87 |
54.92 |
21.95 |
29.3% |
2.22 |
3.0% |
92% |
False |
False |
32,218 |
| 120 |
76.87 |
46.14 |
30.73 |
41.0% |
2.27 |
3.0% |
94% |
False |
False |
30,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.95 |
|
2.618 |
78.87 |
|
1.618 |
77.60 |
|
1.000 |
76.82 |
|
0.618 |
76.33 |
|
HIGH |
75.55 |
|
0.618 |
75.06 |
|
0.500 |
74.92 |
|
0.382 |
74.77 |
|
LOW |
74.28 |
|
0.618 |
73.50 |
|
1.000 |
73.01 |
|
1.618 |
72.23 |
|
2.618 |
70.96 |
|
4.250 |
68.88 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.00 |
75.58 |
| PP |
74.96 |
75.40 |
| S1 |
74.92 |
75.22 |
|