NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
78.10 |
78.00 |
-0.10 |
-0.1% |
77.41 |
| High |
78.10 |
78.15 |
0.05 |
0.1% |
79.10 |
| Low |
77.73 |
76.27 |
-1.46 |
-1.9% |
77.08 |
| Close |
77.88 |
76.60 |
-1.28 |
-1.6% |
77.60 |
| Range |
0.37 |
1.88 |
1.51 |
408.1% |
2.02 |
| ATR |
1.26 |
1.31 |
0.04 |
3.5% |
0.00 |
| Volume |
1,446 |
1,099 |
-347 |
-24.0% |
9,834 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.65 |
81.50 |
77.63 |
|
| R3 |
80.77 |
79.62 |
77.12 |
|
| R2 |
78.89 |
78.89 |
76.94 |
|
| R1 |
77.74 |
77.74 |
76.77 |
77.38 |
| PP |
77.01 |
77.01 |
77.01 |
76.82 |
| S1 |
75.86 |
75.86 |
76.43 |
75.50 |
| S2 |
75.13 |
75.13 |
76.26 |
|
| S3 |
73.25 |
73.98 |
76.08 |
|
| S4 |
71.37 |
72.10 |
75.57 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.99 |
82.81 |
78.71 |
|
| R3 |
81.97 |
80.79 |
78.16 |
|
| R2 |
79.95 |
79.95 |
77.97 |
|
| R1 |
78.77 |
78.77 |
77.79 |
79.36 |
| PP |
77.93 |
77.93 |
77.93 |
78.22 |
| S1 |
76.75 |
76.75 |
77.41 |
77.34 |
| S2 |
75.91 |
75.91 |
77.23 |
|
| S3 |
73.89 |
74.73 |
77.04 |
|
| S4 |
71.87 |
72.71 |
76.49 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.14 |
|
2.618 |
83.07 |
|
1.618 |
81.19 |
|
1.000 |
80.03 |
|
0.618 |
79.31 |
|
HIGH |
78.15 |
|
0.618 |
77.43 |
|
0.500 |
77.21 |
|
0.382 |
76.99 |
|
LOW |
76.27 |
|
0.618 |
75.11 |
|
1.000 |
74.39 |
|
1.618 |
73.23 |
|
2.618 |
71.35 |
|
4.250 |
68.28 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.21 |
77.32 |
| PP |
77.01 |
77.08 |
| S1 |
76.80 |
76.84 |
|