NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
74.90 |
73.27 |
-1.63 |
-2.2% |
70.95 |
| High |
75.05 |
73.54 |
-1.51 |
-2.0% |
74.81 |
| Low |
74.10 |
73.08 |
-1.02 |
-1.4% |
70.37 |
| Close |
74.50 |
73.62 |
-0.88 |
-1.2% |
74.71 |
| Range |
0.95 |
0.46 |
-0.49 |
-51.6% |
4.44 |
| ATR |
1.65 |
1.63 |
-0.02 |
-1.0% |
0.00 |
| Volume |
5,471 |
4,953 |
-518 |
-9.5% |
22,374 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.79 |
74.67 |
73.87 |
|
| R3 |
74.33 |
74.21 |
73.75 |
|
| R2 |
73.87 |
73.87 |
73.70 |
|
| R1 |
73.75 |
73.75 |
73.66 |
73.81 |
| PP |
73.41 |
73.41 |
73.41 |
73.45 |
| S1 |
73.29 |
73.29 |
73.58 |
73.35 |
| S2 |
72.95 |
72.95 |
73.54 |
|
| S3 |
72.49 |
72.83 |
73.49 |
|
| S4 |
72.03 |
72.37 |
73.37 |
|
|
| 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 |
75.50 |
|
2.618 |
74.74 |
|
1.618 |
74.28 |
|
1.000 |
74.00 |
|
0.618 |
73.82 |
|
HIGH |
73.54 |
|
0.618 |
73.36 |
|
0.500 |
73.31 |
|
0.382 |
73.26 |
|
LOW |
73.08 |
|
0.618 |
72.80 |
|
1.000 |
72.62 |
|
1.618 |
72.34 |
|
2.618 |
71.88 |
|
4.250 |
71.13 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.52 |
74.07 |
| PP |
73.41 |
73.92 |
| S1 |
73.31 |
73.77 |
|