NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
70.95 |
71.45 |
0.50 |
0.7% |
65.60 |
| High |
71.48 |
72.08 |
0.60 |
0.8% |
70.48 |
| Low |
70.80 |
71.28 |
0.48 |
0.7% |
64.26 |
| Close |
71.28 |
71.48 |
0.20 |
0.3% |
70.14 |
| Range |
0.68 |
0.80 |
0.12 |
17.6% |
6.22 |
| ATR |
0.00 |
1.73 |
1.73 |
|
0.00 |
| Volume |
3,067 |
2,610 |
-457 |
-14.9% |
16,732 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.01 |
73.55 |
71.92 |
|
| R3 |
73.21 |
72.75 |
71.70 |
|
| R2 |
72.41 |
72.41 |
71.63 |
|
| R1 |
71.95 |
71.95 |
71.55 |
72.18 |
| PP |
71.61 |
71.61 |
71.61 |
71.73 |
| S1 |
71.15 |
71.15 |
71.41 |
71.38 |
| S2 |
70.81 |
70.81 |
71.33 |
|
| S3 |
70.01 |
70.35 |
71.26 |
|
| S4 |
69.21 |
69.55 |
71.04 |
|
|
| 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 |
75.48 |
|
2.618 |
74.17 |
|
1.618 |
73.37 |
|
1.000 |
72.88 |
|
0.618 |
72.57 |
|
HIGH |
72.08 |
|
0.618 |
71.77 |
|
0.500 |
71.68 |
|
0.382 |
71.59 |
|
LOW |
71.28 |
|
0.618 |
70.79 |
|
1.000 |
70.48 |
|
1.618 |
69.99 |
|
2.618 |
69.19 |
|
4.250 |
67.88 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.68 |
71.25 |
| PP |
71.61 |
71.02 |
| S1 |
71.55 |
70.79 |
|