NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
67.33 |
69.78 |
2.45 |
3.6% |
65.60 |
| High |
68.57 |
70.48 |
1.91 |
2.8% |
70.48 |
| Low |
67.31 |
69.50 |
2.19 |
3.3% |
64.26 |
| Close |
68.62 |
70.14 |
1.52 |
2.2% |
70.14 |
| Range |
1.26 |
0.98 |
-0.28 |
-22.2% |
6.22 |
| ATR |
|
|
|
|
|
| Volume |
3,698 |
4,012 |
314 |
8.5% |
16,732 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.98 |
72.54 |
70.68 |
|
| R3 |
72.00 |
71.56 |
70.41 |
|
| R2 |
71.02 |
71.02 |
70.32 |
|
| R1 |
70.58 |
70.58 |
70.23 |
70.80 |
| PP |
70.04 |
70.04 |
70.04 |
70.15 |
| S1 |
69.60 |
69.60 |
70.05 |
69.82 |
| S2 |
69.06 |
69.06 |
69.96 |
|
| S3 |
68.08 |
68.62 |
69.87 |
|
| S4 |
67.10 |
67.64 |
69.60 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.95 |
84.77 |
73.56 |
|
| R3 |
80.73 |
78.55 |
71.85 |
|
| R2 |
74.51 |
74.51 |
71.28 |
|
| R1 |
72.33 |
72.33 |
70.71 |
73.42 |
| PP |
68.29 |
68.29 |
68.29 |
68.84 |
| S1 |
66.11 |
66.11 |
69.57 |
67.20 |
| S2 |
62.07 |
62.07 |
69.00 |
|
| S3 |
55.85 |
59.89 |
68.43 |
|
| S4 |
49.63 |
53.67 |
66.72 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.65 |
|
2.618 |
73.05 |
|
1.618 |
72.07 |
|
1.000 |
71.46 |
|
0.618 |
71.09 |
|
HIGH |
70.48 |
|
0.618 |
70.11 |
|
0.500 |
69.99 |
|
0.382 |
69.87 |
|
LOW |
69.50 |
|
0.618 |
68.89 |
|
1.000 |
68.52 |
|
1.618 |
67.91 |
|
2.618 |
66.93 |
|
4.250 |
65.34 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.09 |
69.59 |
| PP |
70.04 |
69.04 |
| S1 |
69.99 |
68.50 |
|