NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
78.00 |
76.60 |
-1.40 |
-1.8% |
77.41 |
| High |
78.15 |
77.41 |
-0.74 |
-0.9% |
79.10 |
| Low |
76.27 |
76.60 |
0.33 |
0.4% |
77.08 |
| Close |
76.60 |
76.96 |
0.36 |
0.5% |
77.60 |
| Range |
1.88 |
0.81 |
-1.07 |
-56.9% |
2.02 |
| ATR |
1.31 |
1.27 |
-0.04 |
-2.7% |
0.00 |
| Volume |
1,099 |
2,107 |
1,008 |
91.7% |
9,834 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.42 |
79.00 |
77.41 |
|
| R3 |
78.61 |
78.19 |
77.18 |
|
| R2 |
77.80 |
77.80 |
77.11 |
|
| R1 |
77.38 |
77.38 |
77.03 |
77.59 |
| PP |
76.99 |
76.99 |
76.99 |
77.10 |
| S1 |
76.57 |
76.57 |
76.89 |
76.78 |
| S2 |
76.18 |
76.18 |
76.81 |
|
| S3 |
75.37 |
75.76 |
76.74 |
|
| S4 |
74.56 |
74.95 |
76.51 |
|
|
| 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 |
80.85 |
|
2.618 |
79.53 |
|
1.618 |
78.72 |
|
1.000 |
78.22 |
|
0.618 |
77.91 |
|
HIGH |
77.41 |
|
0.618 |
77.10 |
|
0.500 |
77.01 |
|
0.382 |
76.91 |
|
LOW |
76.60 |
|
0.618 |
76.10 |
|
1.000 |
75.79 |
|
1.618 |
75.29 |
|
2.618 |
74.48 |
|
4.250 |
73.16 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.01 |
77.21 |
| PP |
76.99 |
77.13 |
| S1 |
76.98 |
77.04 |
|