NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
77.16 |
72.94 |
-4.22 |
-5.5% |
76.63 |
| High |
77.16 |
73.52 |
-3.64 |
-4.7% |
77.83 |
| Low |
74.24 |
72.24 |
-2.00 |
-2.7% |
74.24 |
| Close |
74.17 |
73.52 |
-0.65 |
-0.9% |
74.17 |
| Range |
2.92 |
1.28 |
-1.64 |
-56.2% |
3.59 |
| ATR |
1.74 |
1.75 |
0.01 |
0.8% |
0.00 |
| Volume |
4,359 |
3,720 |
-639 |
-14.7% |
13,834 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.93 |
76.51 |
74.22 |
|
| R3 |
75.65 |
75.23 |
73.87 |
|
| R2 |
74.37 |
74.37 |
73.75 |
|
| R1 |
73.95 |
73.95 |
73.64 |
74.16 |
| PP |
73.09 |
73.09 |
73.09 |
73.20 |
| S1 |
72.67 |
72.67 |
73.40 |
72.88 |
| S2 |
71.81 |
71.81 |
73.29 |
|
| S3 |
70.53 |
71.39 |
73.17 |
|
| S4 |
69.25 |
70.11 |
72.82 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.18 |
83.77 |
76.14 |
|
| R3 |
82.59 |
80.18 |
75.16 |
|
| R2 |
79.00 |
79.00 |
74.83 |
|
| R1 |
76.59 |
76.59 |
74.50 |
76.00 |
| PP |
75.41 |
75.41 |
75.41 |
75.12 |
| S1 |
73.00 |
73.00 |
73.84 |
72.41 |
| S2 |
71.82 |
71.82 |
73.51 |
|
| S3 |
68.23 |
69.41 |
73.18 |
|
| S4 |
64.64 |
65.82 |
72.20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.96 |
|
2.618 |
76.87 |
|
1.618 |
75.59 |
|
1.000 |
74.80 |
|
0.618 |
74.31 |
|
HIGH |
73.52 |
|
0.618 |
73.03 |
|
0.500 |
72.88 |
|
0.382 |
72.73 |
|
LOW |
72.24 |
|
0.618 |
71.45 |
|
1.000 |
70.96 |
|
1.618 |
70.17 |
|
2.618 |
68.89 |
|
4.250 |
66.80 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.31 |
75.04 |
| PP |
73.09 |
74.53 |
| S1 |
72.88 |
74.03 |
|