NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
76.32 |
75.75 |
-0.57 |
-0.7% |
75.81 |
| High |
77.05 |
76.28 |
-0.77 |
-1.0% |
77.45 |
| Low |
75.28 |
75.16 |
-0.12 |
-0.2% |
74.19 |
| Close |
75.71 |
75.89 |
0.18 |
0.2% |
75.71 |
| Range |
1.77 |
1.12 |
-0.65 |
-36.7% |
3.26 |
| ATR |
2.05 |
1.99 |
-0.07 |
-3.2% |
0.00 |
| Volume |
8,595 |
8,188 |
-407 |
-4.7% |
52,978 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.14 |
78.63 |
76.51 |
|
| R3 |
78.02 |
77.51 |
76.20 |
|
| R2 |
76.90 |
76.90 |
76.10 |
|
| R1 |
76.39 |
76.39 |
75.99 |
76.65 |
| PP |
75.78 |
75.78 |
75.78 |
75.90 |
| S1 |
75.27 |
75.27 |
75.79 |
75.53 |
| S2 |
74.66 |
74.66 |
75.68 |
|
| S3 |
73.54 |
74.15 |
75.58 |
|
| S4 |
72.42 |
73.03 |
75.27 |
|
|
| 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 |
74.99 |
2.46 |
3.2% |
1.59 |
2.1% |
37% |
False |
False |
9,910 |
| 10 |
77.45 |
68.55 |
8.90 |
11.7% |
2.15 |
2.8% |
82% |
False |
False |
10,218 |
| 20 |
77.45 |
63.75 |
13.70 |
18.1% |
1.91 |
2.5% |
89% |
False |
False |
9,043 |
| 40 |
77.45 |
63.01 |
14.44 |
19.0% |
1.84 |
2.4% |
89% |
False |
False |
7,032 |
| 60 |
77.45 |
61.52 |
15.93 |
21.0% |
1.64 |
2.2% |
90% |
False |
False |
5,734 |
| 80 |
77.45 |
56.18 |
21.27 |
28.0% |
1.53 |
2.0% |
93% |
False |
False |
4,755 |
| 100 |
77.45 |
56.18 |
21.27 |
28.0% |
1.45 |
1.9% |
93% |
False |
False |
4,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.04 |
|
2.618 |
79.21 |
|
1.618 |
78.09 |
|
1.000 |
77.40 |
|
0.618 |
76.97 |
|
HIGH |
76.28 |
|
0.618 |
75.85 |
|
0.500 |
75.72 |
|
0.382 |
75.59 |
|
LOW |
75.16 |
|
0.618 |
74.47 |
|
1.000 |
74.04 |
|
1.618 |
73.35 |
|
2.618 |
72.23 |
|
4.250 |
70.40 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.83 |
76.31 |
| PP |
75.78 |
76.17 |
| S1 |
75.72 |
76.03 |
|