NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.34 |
71.60 |
-0.74 |
-1.0% |
70.95 |
| High |
72.56 |
74.11 |
1.55 |
2.1% |
74.81 |
| Low |
70.26 |
71.52 |
1.26 |
1.8% |
70.37 |
| Close |
70.69 |
74.13 |
3.44 |
4.9% |
74.71 |
| Range |
2.30 |
2.59 |
0.29 |
12.6% |
4.44 |
| ATR |
1.76 |
1.87 |
0.12 |
6.8% |
0.00 |
| Volume |
2,723 |
2,986 |
263 |
9.7% |
22,374 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.02 |
80.17 |
75.55 |
|
| R3 |
78.43 |
77.58 |
74.84 |
|
| R2 |
75.84 |
75.84 |
74.60 |
|
| R1 |
74.99 |
74.99 |
74.37 |
75.42 |
| PP |
73.25 |
73.25 |
73.25 |
73.47 |
| S1 |
72.40 |
72.40 |
73.89 |
72.83 |
| S2 |
70.66 |
70.66 |
73.66 |
|
| S3 |
68.07 |
69.81 |
73.42 |
|
| S4 |
65.48 |
67.22 |
72.71 |
|
|
| 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 |
85.12 |
|
2.618 |
80.89 |
|
1.618 |
78.30 |
|
1.000 |
76.70 |
|
0.618 |
75.71 |
|
HIGH |
74.11 |
|
0.618 |
73.12 |
|
0.500 |
72.82 |
|
0.382 |
72.51 |
|
LOW |
71.52 |
|
0.618 |
69.92 |
|
1.000 |
68.93 |
|
1.618 |
67.33 |
|
2.618 |
64.74 |
|
4.250 |
60.51 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.69 |
73.48 |
| PP |
73.25 |
72.83 |
| S1 |
72.82 |
72.19 |
|