NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.60 |
74.30 |
1.70 |
2.3% |
75.68 |
| High |
74.75 |
76.00 |
1.25 |
1.7% |
76.00 |
| Low |
72.60 |
74.26 |
1.66 |
2.3% |
71.26 |
| Close |
74.81 |
76.06 |
1.25 |
1.7% |
76.06 |
| Range |
2.15 |
1.74 |
-0.41 |
-19.1% |
4.74 |
| ATR |
1.40 |
1.42 |
0.02 |
1.8% |
0.00 |
| Volume |
1,685 |
1,657 |
-28 |
-1.7% |
11,430 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.66 |
80.10 |
77.02 |
|
| R3 |
78.92 |
78.36 |
76.54 |
|
| R2 |
77.18 |
77.18 |
76.38 |
|
| R1 |
76.62 |
76.62 |
76.22 |
76.90 |
| PP |
75.44 |
75.44 |
75.44 |
75.58 |
| S1 |
74.88 |
74.88 |
75.90 |
75.16 |
| S2 |
73.70 |
73.70 |
75.74 |
|
| S3 |
71.96 |
73.14 |
75.58 |
|
| S4 |
70.22 |
71.40 |
75.10 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.66 |
87.10 |
78.67 |
|
| R3 |
83.92 |
82.36 |
77.36 |
|
| R2 |
79.18 |
79.18 |
76.93 |
|
| R1 |
77.62 |
77.62 |
76.49 |
78.40 |
| PP |
74.44 |
74.44 |
74.44 |
74.83 |
| S1 |
72.88 |
72.88 |
75.63 |
73.66 |
| S2 |
69.70 |
69.70 |
75.19 |
|
| S3 |
64.96 |
68.14 |
74.76 |
|
| S4 |
60.22 |
63.40 |
73.45 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.40 |
|
2.618 |
80.56 |
|
1.618 |
78.82 |
|
1.000 |
77.74 |
|
0.618 |
77.08 |
|
HIGH |
76.00 |
|
0.618 |
75.34 |
|
0.500 |
75.13 |
|
0.382 |
74.92 |
|
LOW |
74.26 |
|
0.618 |
73.18 |
|
1.000 |
72.52 |
|
1.618 |
71.44 |
|
2.618 |
69.70 |
|
4.250 |
66.87 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.75 |
75.25 |
| PP |
75.44 |
74.44 |
| S1 |
75.13 |
73.63 |
|