NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.57 |
72.60 |
1.03 |
1.4% |
65.05 |
| High |
71.57 |
72.60 |
1.03 |
1.4% |
69.77 |
| Low |
71.45 |
71.56 |
0.11 |
0.2% |
65.05 |
| Close |
71.86 |
72.10 |
0.24 |
0.3% |
70.67 |
| Range |
0.12 |
1.04 |
0.92 |
766.7% |
4.72 |
| ATR |
0.00 |
1.20 |
1.20 |
|
0.00 |
| Volume |
1,207 |
2,132 |
925 |
76.6% |
9,930 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.21 |
74.69 |
72.67 |
|
| R3 |
74.17 |
73.65 |
72.39 |
|
| R2 |
73.13 |
73.13 |
72.29 |
|
| R1 |
72.61 |
72.61 |
72.20 |
72.35 |
| PP |
72.09 |
72.09 |
72.09 |
71.96 |
| S1 |
71.57 |
71.57 |
72.00 |
71.31 |
| S2 |
71.05 |
71.05 |
71.91 |
|
| S3 |
70.01 |
70.53 |
71.81 |
|
| S4 |
68.97 |
69.49 |
71.53 |
|
|
| 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 |
77.02 |
|
2.618 |
75.32 |
|
1.618 |
74.28 |
|
1.000 |
73.64 |
|
0.618 |
73.24 |
|
HIGH |
72.60 |
|
0.618 |
72.20 |
|
0.500 |
72.08 |
|
0.382 |
71.96 |
|
LOW |
71.56 |
|
0.618 |
70.92 |
|
1.000 |
70.52 |
|
1.618 |
69.88 |
|
2.618 |
68.84 |
|
4.250 |
67.14 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.09 |
71.80 |
| PP |
72.09 |
71.49 |
| S1 |
72.08 |
71.19 |
|