NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.29 |
75.81 |
3.52 |
4.9% |
73.77 |
| High |
74.04 |
76.00 |
1.96 |
2.6% |
74.04 |
| Low |
70.66 |
74.19 |
3.53 |
5.0% |
68.55 |
| Close |
73.95 |
75.81 |
1.86 |
2.5% |
73.95 |
| Range |
3.38 |
1.81 |
-1.57 |
-46.4% |
5.49 |
| ATR |
2.18 |
2.17 |
-0.01 |
-0.4% |
0.00 |
| Volume |
9,295 |
11,612 |
2,317 |
24.9% |
48,170 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.76 |
80.10 |
76.81 |
|
| R3 |
78.95 |
78.29 |
76.31 |
|
| R2 |
77.14 |
77.14 |
76.14 |
|
| R1 |
76.48 |
76.48 |
75.98 |
76.72 |
| PP |
75.33 |
75.33 |
75.33 |
75.45 |
| S1 |
74.67 |
74.67 |
75.64 |
74.91 |
| S2 |
73.52 |
73.52 |
75.48 |
|
| S3 |
71.71 |
72.86 |
75.31 |
|
| S4 |
69.90 |
71.05 |
74.81 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.65 |
86.79 |
76.97 |
|
| R3 |
83.16 |
81.30 |
75.46 |
|
| R2 |
77.67 |
77.67 |
74.96 |
|
| R1 |
75.81 |
75.81 |
74.45 |
76.74 |
| PP |
72.18 |
72.18 |
72.18 |
72.65 |
| S1 |
70.32 |
70.32 |
73.45 |
71.25 |
| S2 |
66.69 |
66.69 |
72.94 |
|
| S3 |
61.20 |
64.83 |
72.44 |
|
| S4 |
55.71 |
59.34 |
70.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.00 |
68.55 |
7.45 |
9.8% |
2.71 |
3.6% |
97% |
True |
False |
10,526 |
| 10 |
76.00 |
68.55 |
7.45 |
9.8% |
2.18 |
2.9% |
97% |
True |
False |
9,982 |
| 20 |
76.00 |
63.01 |
12.99 |
17.1% |
1.89 |
2.5% |
99% |
True |
False |
8,114 |
| 40 |
76.74 |
63.01 |
13.73 |
18.1% |
1.77 |
2.3% |
93% |
False |
False |
6,257 |
| 60 |
76.74 |
61.52 |
15.22 |
20.1% |
1.62 |
2.1% |
94% |
False |
False |
5,061 |
| 80 |
76.74 |
56.18 |
20.56 |
27.1% |
1.48 |
2.0% |
95% |
False |
False |
4,232 |
| 100 |
76.74 |
50.20 |
26.54 |
35.0% |
1.47 |
1.9% |
96% |
False |
False |
3,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.69 |
|
2.618 |
80.74 |
|
1.618 |
78.93 |
|
1.000 |
77.81 |
|
0.618 |
77.12 |
|
HIGH |
76.00 |
|
0.618 |
75.31 |
|
0.500 |
75.10 |
|
0.382 |
74.88 |
|
LOW |
74.19 |
|
0.618 |
73.07 |
|
1.000 |
72.38 |
|
1.618 |
71.26 |
|
2.618 |
69.45 |
|
4.250 |
66.50 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.57 |
74.76 |
| PP |
75.33 |
73.71 |
| S1 |
75.10 |
72.67 |
|