NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
74.20 |
74.90 |
0.70 |
0.9% |
70.95 |
| High |
74.81 |
75.05 |
0.24 |
0.3% |
74.81 |
| Low |
73.75 |
74.10 |
0.35 |
0.5% |
70.37 |
| Close |
74.71 |
74.50 |
-0.21 |
-0.3% |
74.71 |
| Range |
1.06 |
0.95 |
-0.11 |
-10.4% |
4.44 |
| ATR |
1.70 |
1.65 |
-0.05 |
-3.2% |
0.00 |
| Volume |
8,406 |
5,471 |
-2,935 |
-34.9% |
22,374 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.40 |
76.90 |
75.02 |
|
| R3 |
76.45 |
75.95 |
74.76 |
|
| R2 |
75.50 |
75.50 |
74.67 |
|
| R1 |
75.00 |
75.00 |
74.59 |
74.78 |
| PP |
74.55 |
74.55 |
74.55 |
74.44 |
| S1 |
74.05 |
74.05 |
74.41 |
73.83 |
| S2 |
73.60 |
73.60 |
74.33 |
|
| S3 |
72.65 |
73.10 |
74.24 |
|
| S4 |
71.70 |
72.15 |
73.98 |
|
|
| 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 |
79.09 |
|
2.618 |
77.54 |
|
1.618 |
76.59 |
|
1.000 |
76.00 |
|
0.618 |
75.64 |
|
HIGH |
75.05 |
|
0.618 |
74.69 |
|
0.500 |
74.58 |
|
0.382 |
74.46 |
|
LOW |
74.10 |
|
0.618 |
73.51 |
|
1.000 |
73.15 |
|
1.618 |
72.56 |
|
2.618 |
71.61 |
|
4.250 |
70.06 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.58 |
74.22 |
| PP |
74.55 |
73.94 |
| S1 |
74.53 |
73.66 |
|