NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
67.30 |
68.65 |
1.35 |
2.0% |
69.38 |
| High |
68.23 |
68.87 |
0.64 |
0.9% |
69.66 |
| Low |
67.19 |
68.16 |
0.97 |
1.4% |
65.62 |
| Close |
68.14 |
69.14 |
1.00 |
1.5% |
66.23 |
| Range |
1.04 |
0.71 |
-0.33 |
-31.7% |
4.04 |
| ATR |
|
|
|
|
|
| Volume |
1,128 |
1,211 |
83 |
7.4% |
10,097 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.85 |
70.71 |
69.53 |
|
| R3 |
70.14 |
70.00 |
69.34 |
|
| R2 |
69.43 |
69.43 |
69.27 |
|
| R1 |
69.29 |
69.29 |
69.21 |
69.36 |
| PP |
68.72 |
68.72 |
68.72 |
68.76 |
| S1 |
68.58 |
68.58 |
69.07 |
68.65 |
| S2 |
68.01 |
68.01 |
69.01 |
|
| S3 |
67.30 |
67.87 |
68.94 |
|
| S4 |
66.59 |
67.16 |
68.75 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.29 |
76.80 |
68.45 |
|
| R3 |
75.25 |
72.76 |
67.34 |
|
| R2 |
71.21 |
71.21 |
66.97 |
|
| R1 |
68.72 |
68.72 |
66.60 |
67.95 |
| PP |
67.17 |
67.17 |
67.17 |
66.78 |
| S1 |
64.68 |
64.68 |
65.86 |
63.91 |
| S2 |
63.13 |
63.13 |
65.49 |
|
| S3 |
59.09 |
60.64 |
65.12 |
|
| S4 |
55.05 |
56.60 |
64.01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.89 |
|
2.618 |
70.73 |
|
1.618 |
70.02 |
|
1.000 |
69.58 |
|
0.618 |
69.31 |
|
HIGH |
68.87 |
|
0.618 |
68.60 |
|
0.500 |
68.52 |
|
0.382 |
68.43 |
|
LOW |
68.16 |
|
0.618 |
67.72 |
|
1.000 |
67.45 |
|
1.618 |
67.01 |
|
2.618 |
66.30 |
|
4.250 |
65.14 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.93 |
68.52 |
| PP |
68.72 |
67.91 |
| S1 |
68.52 |
67.29 |
|