NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.89 |
67.33 |
0.44 |
0.7% |
70.10 |
| High |
67.91 |
68.57 |
0.66 |
1.0% |
70.10 |
| Low |
66.51 |
67.31 |
0.80 |
1.2% |
64.99 |
| Close |
67.67 |
68.62 |
0.95 |
1.4% |
65.72 |
| Range |
1.40 |
1.26 |
-0.14 |
-10.0% |
5.11 |
| ATR |
|
|
|
|
|
| Volume |
2,044 |
3,698 |
1,654 |
80.9% |
15,357 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.95 |
71.54 |
69.31 |
|
| R3 |
70.69 |
70.28 |
68.97 |
|
| R2 |
69.43 |
69.43 |
68.85 |
|
| R1 |
69.02 |
69.02 |
68.74 |
69.23 |
| PP |
68.17 |
68.17 |
68.17 |
68.27 |
| S1 |
67.76 |
67.76 |
68.50 |
67.97 |
| S2 |
66.91 |
66.91 |
68.39 |
|
| S3 |
65.65 |
66.50 |
68.27 |
|
| S4 |
64.39 |
65.24 |
67.93 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.27 |
79.10 |
68.53 |
|
| R3 |
77.16 |
73.99 |
67.13 |
|
| R2 |
72.05 |
72.05 |
66.66 |
|
| R1 |
68.88 |
68.88 |
66.19 |
67.91 |
| PP |
66.94 |
66.94 |
66.94 |
66.45 |
| S1 |
63.77 |
63.77 |
65.25 |
62.80 |
| S2 |
61.83 |
61.83 |
64.78 |
|
| S3 |
56.72 |
58.66 |
64.31 |
|
| S4 |
51.61 |
53.55 |
62.91 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.93 |
|
2.618 |
71.87 |
|
1.618 |
70.61 |
|
1.000 |
69.83 |
|
0.618 |
69.35 |
|
HIGH |
68.57 |
|
0.618 |
68.09 |
|
0.500 |
67.94 |
|
0.382 |
67.79 |
|
LOW |
67.31 |
|
0.618 |
66.53 |
|
1.000 |
66.05 |
|
1.618 |
65.27 |
|
2.618 |
64.01 |
|
4.250 |
61.96 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.39 |
68.02 |
| PP |
68.17 |
67.41 |
| S1 |
67.94 |
66.81 |
|