NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
72.82 |
74.52 |
1.70 |
2.3% |
76.63 |
| High |
75.21 |
77.60 |
2.39 |
3.2% |
77.83 |
| Low |
72.79 |
74.31 |
1.52 |
2.1% |
74.24 |
| Close |
75.37 |
77.53 |
2.16 |
2.9% |
74.17 |
| Range |
2.42 |
3.29 |
0.87 |
36.0% |
3.59 |
| ATR |
1.80 |
1.91 |
0.11 |
5.9% |
0.00 |
| Volume |
3,050 |
2,450 |
-600 |
-19.7% |
13,834 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.35 |
85.23 |
79.34 |
|
| R3 |
83.06 |
81.94 |
78.43 |
|
| R2 |
79.77 |
79.77 |
78.13 |
|
| R1 |
78.65 |
78.65 |
77.83 |
79.21 |
| PP |
76.48 |
76.48 |
76.48 |
76.76 |
| S1 |
75.36 |
75.36 |
77.23 |
75.92 |
| S2 |
73.19 |
73.19 |
76.93 |
|
| S3 |
69.90 |
72.07 |
76.63 |
|
| S4 |
66.61 |
68.78 |
75.72 |
|
|
| 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 |
91.58 |
|
2.618 |
86.21 |
|
1.618 |
82.92 |
|
1.000 |
80.89 |
|
0.618 |
79.63 |
|
HIGH |
77.60 |
|
0.618 |
76.34 |
|
0.500 |
75.96 |
|
0.382 |
75.57 |
|
LOW |
74.31 |
|
0.618 |
72.28 |
|
1.000 |
71.02 |
|
1.618 |
68.99 |
|
2.618 |
65.70 |
|
4.250 |
60.33 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.01 |
76.66 |
| PP |
76.48 |
75.79 |
| S1 |
75.96 |
74.92 |
|