NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.94 |
72.82 |
-0.12 |
-0.2% |
76.63 |
| High |
73.52 |
75.21 |
1.69 |
2.3% |
77.83 |
| Low |
72.24 |
72.79 |
0.55 |
0.8% |
74.24 |
| Close |
73.52 |
75.37 |
1.85 |
2.5% |
74.17 |
| Range |
1.28 |
2.42 |
1.14 |
89.1% |
3.59 |
| ATR |
1.75 |
1.80 |
0.05 |
2.7% |
0.00 |
| Volume |
3,720 |
3,050 |
-670 |
-18.0% |
13,834 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.72 |
80.96 |
76.70 |
|
| R3 |
79.30 |
78.54 |
76.04 |
|
| R2 |
76.88 |
76.88 |
75.81 |
|
| R1 |
76.12 |
76.12 |
75.59 |
76.50 |
| PP |
74.46 |
74.46 |
74.46 |
74.65 |
| S1 |
73.70 |
73.70 |
75.15 |
74.08 |
| S2 |
72.04 |
72.04 |
74.93 |
|
| S3 |
69.62 |
71.28 |
74.70 |
|
| S4 |
67.20 |
68.86 |
74.04 |
|
|
| 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 |
85.50 |
|
2.618 |
81.55 |
|
1.618 |
79.13 |
|
1.000 |
77.63 |
|
0.618 |
76.71 |
|
HIGH |
75.21 |
|
0.618 |
74.29 |
|
0.500 |
74.00 |
|
0.382 |
73.71 |
|
LOW |
72.79 |
|
0.618 |
71.29 |
|
1.000 |
70.37 |
|
1.618 |
68.87 |
|
2.618 |
66.45 |
|
4.250 |
62.51 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.91 |
75.15 |
| PP |
74.46 |
74.92 |
| S1 |
74.00 |
74.70 |
|