NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
77.41 |
76.32 |
-1.09 |
-1.4% |
75.81 |
| High |
77.45 |
77.05 |
-0.40 |
-0.5% |
77.45 |
| Low |
75.81 |
75.28 |
-0.53 |
-0.7% |
74.19 |
| Close |
76.94 |
75.71 |
-1.23 |
-1.6% |
75.71 |
| Range |
1.64 |
1.77 |
0.13 |
7.9% |
3.26 |
| ATR |
2.07 |
2.05 |
-0.02 |
-1.0% |
0.00 |
| Volume |
8,819 |
8,595 |
-224 |
-2.5% |
52,978 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.32 |
80.29 |
76.68 |
|
| R3 |
79.55 |
78.52 |
76.20 |
|
| R2 |
77.78 |
77.78 |
76.03 |
|
| R1 |
76.75 |
76.75 |
75.87 |
76.38 |
| PP |
76.01 |
76.01 |
76.01 |
75.83 |
| S1 |
74.98 |
74.98 |
75.55 |
74.61 |
| S2 |
74.24 |
74.24 |
75.39 |
|
| S3 |
72.47 |
73.21 |
75.22 |
|
| S4 |
70.70 |
71.44 |
74.74 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.56 |
83.90 |
77.50 |
|
| R3 |
82.30 |
80.64 |
76.61 |
|
| R2 |
79.04 |
79.04 |
76.31 |
|
| R1 |
77.38 |
77.38 |
76.01 |
76.58 |
| PP |
75.78 |
75.78 |
75.78 |
75.39 |
| S1 |
74.12 |
74.12 |
75.41 |
73.32 |
| S2 |
72.52 |
72.52 |
75.11 |
|
| S3 |
69.26 |
70.86 |
74.81 |
|
| S4 |
66.00 |
67.60 |
73.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.45 |
74.19 |
3.26 |
4.3% |
1.73 |
2.3% |
47% |
False |
False |
10,595 |
| 10 |
77.45 |
68.55 |
8.90 |
11.8% |
2.14 |
2.8% |
80% |
False |
False |
10,114 |
| 20 |
77.45 |
63.01 |
14.44 |
19.1% |
1.95 |
2.6% |
88% |
False |
False |
8,977 |
| 40 |
77.45 |
63.01 |
14.44 |
19.1% |
1.83 |
2.4% |
88% |
False |
False |
6,892 |
| 60 |
77.45 |
61.52 |
15.93 |
21.0% |
1.64 |
2.2% |
89% |
False |
False |
5,630 |
| 80 |
77.45 |
56.18 |
21.27 |
28.1% |
1.52 |
2.0% |
92% |
False |
False |
4,673 |
| 100 |
77.45 |
55.18 |
22.27 |
29.4% |
1.46 |
1.9% |
92% |
False |
False |
4,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.57 |
|
2.618 |
81.68 |
|
1.618 |
79.91 |
|
1.000 |
78.82 |
|
0.618 |
78.14 |
|
HIGH |
77.05 |
|
0.618 |
76.37 |
|
0.500 |
76.17 |
|
0.382 |
75.96 |
|
LOW |
75.28 |
|
0.618 |
74.19 |
|
1.000 |
73.51 |
|
1.618 |
72.42 |
|
2.618 |
70.65 |
|
4.250 |
67.76 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.17 |
76.37 |
| PP |
76.01 |
76.15 |
| S1 |
75.86 |
75.93 |
|