NYMEX Light Sweet Crude Oil Future March 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
76.90 |
74.57 |
-2.33 |
-3.0% |
72.94 |
High |
77.71 |
74.95 |
-2.76 |
-3.6% |
77.61 |
Low |
74.84 |
74.03 |
-0.81 |
-1.1% |
72.24 |
Close |
75.32 |
74.95 |
-0.37 |
-0.5% |
77.27 |
Range |
2.87 |
0.92 |
-1.95 |
-67.9% |
5.37 |
ATR |
1.80 |
1.76 |
-0.04 |
-2.0% |
0.00 |
Volume |
2,592 |
3,653 |
1,061 |
40.9% |
19,329 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.40 |
77.10 |
75.46 |
|
R3 |
76.48 |
76.18 |
75.20 |
|
R2 |
75.56 |
75.56 |
75.12 |
|
R1 |
75.26 |
75.26 |
75.03 |
75.41 |
PP |
74.64 |
74.64 |
74.64 |
74.72 |
S1 |
74.34 |
74.34 |
74.87 |
74.49 |
S2 |
73.72 |
73.72 |
74.78 |
|
S3 |
72.80 |
73.42 |
74.70 |
|
S4 |
71.88 |
72.50 |
74.44 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.82 |
89.91 |
80.22 |
|
R3 |
86.45 |
84.54 |
78.75 |
|
R2 |
81.08 |
81.08 |
78.25 |
|
R1 |
79.17 |
79.17 |
77.76 |
80.13 |
PP |
75.71 |
75.71 |
75.71 |
76.18 |
S1 |
73.80 |
73.80 |
76.78 |
74.76 |
S2 |
70.34 |
70.34 |
76.29 |
|
S3 |
64.97 |
68.43 |
75.79 |
|
S4 |
59.60 |
63.06 |
74.32 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.86 |
2.618 |
77.36 |
1.618 |
76.44 |
1.000 |
75.87 |
0.618 |
75.52 |
HIGH |
74.95 |
0.618 |
74.60 |
0.500 |
74.49 |
0.382 |
74.38 |
LOW |
74.03 |
0.618 |
73.46 |
1.000 |
73.11 |
1.618 |
72.54 |
2.618 |
71.62 |
4.250 |
70.12 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
74.80 |
75.91 |
PP |
74.64 |
75.59 |
S1 |
74.49 |
75.27 |
|