NYMEX Light Sweet Crude Oil Future March 2010
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
74.52 |
77.61 |
3.09 |
4.1% |
76.63 |
| High |
77.60 |
77.61 |
0.01 |
0.0% |
77.83 |
| Low |
74.31 |
76.23 |
1.92 |
2.6% |
74.24 |
| Close |
77.53 |
76.46 |
-1.07 |
-1.4% |
74.17 |
| Range |
3.29 |
1.38 |
-1.91 |
-58.1% |
3.59 |
| ATR |
1.91 |
1.87 |
-0.04 |
-2.0% |
0.00 |
| Volume |
2,450 |
4,293 |
1,843 |
75.2% |
13,834 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.91 |
80.06 |
77.22 |
|
| R3 |
79.53 |
78.68 |
76.84 |
|
| R2 |
78.15 |
78.15 |
76.71 |
|
| R1 |
77.30 |
77.30 |
76.59 |
77.04 |
| PP |
76.77 |
76.77 |
76.77 |
76.63 |
| S1 |
75.92 |
75.92 |
76.33 |
75.66 |
| S2 |
75.39 |
75.39 |
76.21 |
|
| S3 |
74.01 |
74.54 |
76.08 |
|
| S4 |
72.63 |
73.16 |
75.70 |
|
|
| 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 |
83.48 |
|
2.618 |
81.22 |
|
1.618 |
79.84 |
|
1.000 |
78.99 |
|
0.618 |
78.46 |
|
HIGH |
77.61 |
|
0.618 |
77.08 |
|
0.500 |
76.92 |
|
0.382 |
76.76 |
|
LOW |
76.23 |
|
0.618 |
75.38 |
|
1.000 |
74.85 |
|
1.618 |
74.00 |
|
2.618 |
72.62 |
|
4.250 |
70.37 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.92 |
76.04 |
| PP |
76.77 |
75.62 |
| S1 |
76.61 |
75.20 |
|