NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.83 |
76.73 |
0.90 |
1.2% |
76.96 |
| High |
76.66 |
77.83 |
1.17 |
1.5% |
78.75 |
| Low |
75.83 |
76.04 |
0.21 |
0.3% |
76.60 |
| Close |
76.39 |
76.74 |
0.35 |
0.5% |
77.06 |
| Range |
0.83 |
1.79 |
0.96 |
115.7% |
2.15 |
| ATR |
1.64 |
1.65 |
0.01 |
0.7% |
0.00 |
| Volume |
2,277 |
3,622 |
1,345 |
59.1% |
22,718 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.24 |
81.28 |
77.72 |
|
| R3 |
80.45 |
79.49 |
77.23 |
|
| R2 |
78.66 |
78.66 |
77.07 |
|
| R1 |
77.70 |
77.70 |
76.90 |
78.18 |
| PP |
76.87 |
76.87 |
76.87 |
77.11 |
| S1 |
75.91 |
75.91 |
76.58 |
76.39 |
| S2 |
75.08 |
75.08 |
76.41 |
|
| S3 |
73.29 |
74.12 |
76.25 |
|
| S4 |
71.50 |
72.33 |
75.76 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.92 |
82.64 |
78.24 |
|
| R3 |
81.77 |
80.49 |
77.65 |
|
| R2 |
79.62 |
79.62 |
77.45 |
|
| R1 |
78.34 |
78.34 |
77.26 |
78.98 |
| PP |
77.47 |
77.47 |
77.47 |
77.79 |
| S1 |
76.19 |
76.19 |
76.86 |
76.83 |
| S2 |
75.32 |
75.32 |
76.67 |
|
| S3 |
73.17 |
74.04 |
76.47 |
|
| S4 |
71.02 |
71.89 |
75.88 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.44 |
|
2.618 |
82.52 |
|
1.618 |
80.73 |
|
1.000 |
79.62 |
|
0.618 |
78.94 |
|
HIGH |
77.83 |
|
0.618 |
77.15 |
|
0.500 |
76.94 |
|
0.382 |
76.72 |
|
LOW |
76.04 |
|
0.618 |
74.93 |
|
1.000 |
74.25 |
|
1.618 |
73.14 |
|
2.618 |
71.35 |
|
4.250 |
68.43 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.94 |
76.79 |
| PP |
76.87 |
76.77 |
| S1 |
76.81 |
76.76 |
|