NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.81 |
75.08 |
-0.73 |
-1.0% |
73.77 |
| High |
76.00 |
76.80 |
0.80 |
1.1% |
74.04 |
| Low |
74.19 |
74.99 |
0.80 |
1.1% |
68.55 |
| Close |
75.81 |
76.44 |
0.63 |
0.8% |
73.95 |
| Range |
1.81 |
1.81 |
0.00 |
0.0% |
5.49 |
| ATR |
2.17 |
2.15 |
-0.03 |
-1.2% |
0.00 |
| Volume |
11,612 |
16,024 |
4,412 |
38.0% |
48,170 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.51 |
80.78 |
77.44 |
|
| R3 |
79.70 |
78.97 |
76.94 |
|
| R2 |
77.89 |
77.89 |
76.77 |
|
| R1 |
77.16 |
77.16 |
76.61 |
77.53 |
| PP |
76.08 |
76.08 |
76.08 |
76.26 |
| S1 |
75.35 |
75.35 |
76.27 |
75.72 |
| S2 |
74.27 |
74.27 |
76.11 |
|
| S3 |
72.46 |
73.54 |
75.94 |
|
| S4 |
70.65 |
71.73 |
75.44 |
|
|
| 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 |
76.80 |
68.55 |
8.25 |
10.8% |
2.69 |
3.5% |
96% |
True |
False |
11,648 |
| 10 |
76.80 |
68.55 |
8.25 |
10.8% |
2.20 |
2.9% |
96% |
True |
False |
10,843 |
| 20 |
76.80 |
63.01 |
13.79 |
18.0% |
1.89 |
2.5% |
97% |
True |
False |
8,636 |
| 40 |
76.80 |
63.01 |
13.79 |
18.0% |
1.78 |
2.3% |
97% |
True |
False |
6,553 |
| 60 |
76.80 |
61.52 |
15.28 |
20.0% |
1.63 |
2.1% |
98% |
True |
False |
5,283 |
| 80 |
76.80 |
56.18 |
20.62 |
27.0% |
1.49 |
2.0% |
98% |
True |
False |
4,405 |
| 100 |
76.80 |
51.78 |
25.02 |
32.7% |
1.46 |
1.9% |
99% |
True |
False |
3,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.49 |
|
2.618 |
81.54 |
|
1.618 |
79.73 |
|
1.000 |
78.61 |
|
0.618 |
77.92 |
|
HIGH |
76.80 |
|
0.618 |
76.11 |
|
0.500 |
75.90 |
|
0.382 |
75.68 |
|
LOW |
74.99 |
|
0.618 |
73.87 |
|
1.000 |
73.18 |
|
1.618 |
72.06 |
|
2.618 |
70.25 |
|
4.250 |
67.30 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.26 |
75.54 |
| PP |
76.08 |
74.63 |
| S1 |
75.90 |
73.73 |
|