NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
69.30 |
70.50 |
1.20 |
1.7% |
64.55 |
| High |
69.87 |
70.68 |
0.81 |
1.2% |
69.87 |
| Low |
69.23 |
69.80 |
0.57 |
0.8% |
63.61 |
| Close |
69.55 |
70.65 |
1.10 |
1.6% |
69.55 |
| Range |
0.64 |
0.88 |
0.24 |
37.5% |
6.26 |
| ATR |
1.59 |
1.56 |
-0.03 |
-2.1% |
0.00 |
| Volume |
4,160 |
3,041 |
-1,119 |
-26.9% |
18,271 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.02 |
72.71 |
71.13 |
|
| R3 |
72.14 |
71.83 |
70.89 |
|
| R2 |
71.26 |
71.26 |
70.81 |
|
| R1 |
70.95 |
70.95 |
70.73 |
71.11 |
| PP |
70.38 |
70.38 |
70.38 |
70.45 |
| S1 |
70.07 |
70.07 |
70.57 |
70.23 |
| S2 |
69.50 |
69.50 |
70.49 |
|
| S3 |
68.62 |
69.19 |
70.41 |
|
| S4 |
67.74 |
68.31 |
70.17 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.46 |
84.26 |
72.99 |
|
| R3 |
80.20 |
78.00 |
71.27 |
|
| R2 |
73.94 |
73.94 |
70.70 |
|
| R1 |
71.74 |
71.74 |
70.12 |
72.84 |
| PP |
67.68 |
67.68 |
67.68 |
68.23 |
| S1 |
65.48 |
65.48 |
68.98 |
66.58 |
| S2 |
61.42 |
61.42 |
68.40 |
|
| S3 |
55.16 |
59.22 |
67.83 |
|
| S4 |
48.90 |
52.96 |
66.11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.42 |
|
2.618 |
72.98 |
|
1.618 |
72.10 |
|
1.000 |
71.56 |
|
0.618 |
71.22 |
|
HIGH |
70.68 |
|
0.618 |
70.34 |
|
0.500 |
70.24 |
|
0.382 |
70.14 |
|
LOW |
69.80 |
|
0.618 |
69.26 |
|
1.000 |
68.92 |
|
1.618 |
68.38 |
|
2.618 |
67.50 |
|
4.250 |
66.06 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.51 |
70.02 |
| PP |
70.38 |
69.40 |
| S1 |
70.24 |
68.77 |
|