NYMEX Light Sweet Crude Oil Future April 2010
Trading Metrics calculated at close of trading on 20-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
69.77 |
71.57 |
1.80 |
2.6% |
65.05 |
High |
69.77 |
71.57 |
1.80 |
2.6% |
69.77 |
Low |
69.77 |
71.45 |
1.68 |
2.4% |
65.05 |
Close |
70.67 |
71.86 |
1.19 |
1.7% |
70.67 |
Range |
0.00 |
0.12 |
0.12 |
|
4.72 |
ATR |
|
|
|
|
|
Volume |
1,491 |
1,207 |
-284 |
-19.0% |
9,930 |
|
Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.99 |
72.04 |
71.93 |
|
R3 |
71.87 |
71.92 |
71.89 |
|
R2 |
71.75 |
71.75 |
71.88 |
|
R1 |
71.80 |
71.80 |
71.87 |
71.78 |
PP |
71.63 |
71.63 |
71.63 |
71.61 |
S1 |
71.68 |
71.68 |
71.85 |
71.66 |
S2 |
71.51 |
71.51 |
71.84 |
|
S3 |
71.39 |
71.56 |
71.83 |
|
S4 |
71.27 |
71.44 |
71.79 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.66 |
81.38 |
73.27 |
|
R3 |
77.94 |
76.66 |
71.97 |
|
R2 |
73.22 |
73.22 |
71.54 |
|
R1 |
71.94 |
71.94 |
71.10 |
72.58 |
PP |
68.50 |
68.50 |
68.50 |
68.82 |
S1 |
67.22 |
67.22 |
70.24 |
67.86 |
S2 |
63.78 |
63.78 |
69.80 |
|
S3 |
59.06 |
62.50 |
69.37 |
|
S4 |
54.34 |
57.78 |
68.07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.08 |
2.618 |
71.88 |
1.618 |
71.76 |
1.000 |
71.69 |
0.618 |
71.64 |
HIGH |
71.57 |
0.618 |
71.52 |
0.500 |
71.51 |
0.382 |
71.50 |
LOW |
71.45 |
0.618 |
71.38 |
1.000 |
71.33 |
1.618 |
71.26 |
2.618 |
71.14 |
4.250 |
70.94 |
|
|
Fisher Pivots for day following 20-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
71.74 |
71.20 |
PP |
71.63 |
70.53 |
S1 |
71.51 |
69.87 |
|