NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
70.37 |
72.49 |
2.12 |
3.0% |
65.60 |
| High |
72.32 |
74.09 |
1.77 |
2.4% |
70.48 |
| Low |
70.37 |
72.26 |
1.89 |
2.7% |
64.26 |
| Close |
72.26 |
73.98 |
1.72 |
2.4% |
70.14 |
| Range |
1.95 |
1.83 |
-0.12 |
-6.2% |
6.22 |
| ATR |
1.75 |
1.75 |
0.01 |
0.3% |
0.00 |
| Volume |
4,113 |
4,178 |
65 |
1.6% |
16,732 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.93 |
78.29 |
74.99 |
|
| R3 |
77.10 |
76.46 |
74.48 |
|
| R2 |
75.27 |
75.27 |
74.32 |
|
| R1 |
74.63 |
74.63 |
74.15 |
74.95 |
| PP |
73.44 |
73.44 |
73.44 |
73.61 |
| S1 |
72.80 |
72.80 |
73.81 |
73.12 |
| S2 |
71.61 |
71.61 |
73.64 |
|
| S3 |
69.78 |
70.97 |
73.48 |
|
| S4 |
67.95 |
69.14 |
72.97 |
|
|
| 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 |
81.87 |
|
2.618 |
78.88 |
|
1.618 |
77.05 |
|
1.000 |
75.92 |
|
0.618 |
75.22 |
|
HIGH |
74.09 |
|
0.618 |
73.39 |
|
0.500 |
73.18 |
|
0.382 |
72.96 |
|
LOW |
72.26 |
|
0.618 |
71.13 |
|
1.000 |
70.43 |
|
1.618 |
69.30 |
|
2.618 |
67.47 |
|
4.250 |
64.48 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.71 |
73.40 |
| PP |
73.44 |
72.81 |
| S1 |
73.18 |
72.23 |
|