NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.49 |
74.20 |
1.71 |
2.4% |
70.95 |
| High |
74.09 |
74.81 |
0.72 |
1.0% |
74.81 |
| Low |
72.26 |
73.75 |
1.49 |
2.1% |
70.37 |
| Close |
73.98 |
74.71 |
0.73 |
1.0% |
74.71 |
| Range |
1.83 |
1.06 |
-0.77 |
-42.1% |
4.44 |
| ATR |
1.75 |
1.70 |
-0.05 |
-2.8% |
0.00 |
| Volume |
4,178 |
8,406 |
4,228 |
101.2% |
22,374 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.60 |
77.22 |
75.29 |
|
| R3 |
76.54 |
76.16 |
75.00 |
|
| R2 |
75.48 |
75.48 |
74.90 |
|
| R1 |
75.10 |
75.10 |
74.81 |
75.29 |
| PP |
74.42 |
74.42 |
74.42 |
74.52 |
| S1 |
74.04 |
74.04 |
74.61 |
74.23 |
| S2 |
73.36 |
73.36 |
74.52 |
|
| S3 |
72.30 |
72.98 |
74.42 |
|
| S4 |
71.24 |
71.92 |
74.13 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.62 |
85.10 |
77.15 |
|
| R3 |
82.18 |
80.66 |
75.93 |
|
| R2 |
77.74 |
77.74 |
75.52 |
|
| R1 |
76.22 |
76.22 |
75.12 |
76.98 |
| PP |
73.30 |
73.30 |
73.30 |
73.68 |
| S1 |
71.78 |
71.78 |
74.30 |
72.54 |
| S2 |
68.86 |
68.86 |
73.90 |
|
| S3 |
64.42 |
67.34 |
73.49 |
|
| S4 |
59.98 |
62.90 |
72.27 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.32 |
|
2.618 |
77.59 |
|
1.618 |
76.53 |
|
1.000 |
75.87 |
|
0.618 |
75.47 |
|
HIGH |
74.81 |
|
0.618 |
74.41 |
|
0.500 |
74.28 |
|
0.382 |
74.15 |
|
LOW |
73.75 |
|
0.618 |
73.09 |
|
1.000 |
72.69 |
|
1.618 |
72.03 |
|
2.618 |
70.97 |
|
4.250 |
69.25 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.57 |
74.00 |
| PP |
74.42 |
73.30 |
| S1 |
74.28 |
72.59 |
|