NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.60 |
72.19 |
0.59 |
0.8% |
74.90 |
| High |
74.11 |
75.01 |
0.90 |
1.2% |
75.05 |
| Low |
71.52 |
72.19 |
0.67 |
0.9% |
70.26 |
| Close |
74.13 |
75.44 |
1.31 |
1.8% |
75.44 |
| Range |
2.59 |
2.82 |
0.23 |
8.9% |
4.79 |
| ATR |
1.87 |
1.94 |
0.07 |
3.6% |
0.00 |
| Volume |
2,986 |
3,431 |
445 |
14.9% |
19,564 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.67 |
81.88 |
76.99 |
|
| R3 |
79.85 |
79.06 |
76.22 |
|
| R2 |
77.03 |
77.03 |
75.96 |
|
| R1 |
76.24 |
76.24 |
75.70 |
76.64 |
| PP |
74.21 |
74.21 |
74.21 |
74.41 |
| S1 |
73.42 |
73.42 |
75.18 |
73.82 |
| S2 |
71.39 |
71.39 |
74.92 |
|
| S3 |
68.57 |
70.60 |
74.66 |
|
| S4 |
65.75 |
67.78 |
73.89 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.95 |
86.49 |
78.07 |
|
| R3 |
83.16 |
81.70 |
76.76 |
|
| R2 |
78.37 |
78.37 |
76.32 |
|
| R1 |
76.91 |
76.91 |
75.88 |
77.64 |
| PP |
73.58 |
73.58 |
73.58 |
73.95 |
| S1 |
72.12 |
72.12 |
75.00 |
72.85 |
| S2 |
68.79 |
68.79 |
74.56 |
|
| S3 |
64.00 |
67.33 |
74.12 |
|
| S4 |
59.21 |
62.54 |
72.81 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.00 |
|
2.618 |
82.39 |
|
1.618 |
79.57 |
|
1.000 |
77.83 |
|
0.618 |
76.75 |
|
HIGH |
75.01 |
|
0.618 |
73.93 |
|
0.500 |
73.60 |
|
0.382 |
73.27 |
|
LOW |
72.19 |
|
0.618 |
70.45 |
|
1.000 |
69.37 |
|
1.618 |
67.63 |
|
2.618 |
64.81 |
|
4.250 |
60.21 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.83 |
74.51 |
| PP |
74.21 |
73.57 |
| S1 |
73.60 |
72.64 |
|