NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
77.03 |
72.85 |
-4.18 |
-5.4% |
78.10 |
| High |
77.03 |
74.12 |
-2.91 |
-3.8% |
78.15 |
| Low |
74.70 |
72.80 |
-1.90 |
-2.5% |
74.70 |
| Close |
74.76 |
74.12 |
-0.64 |
-0.9% |
74.76 |
| Range |
2.33 |
1.32 |
-1.01 |
-43.3% |
3.45 |
| ATR |
1.34 |
1.38 |
0.04 |
3.3% |
0.00 |
| Volume |
3,914 |
1,678 |
-2,236 |
-57.1% |
10,641 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.64 |
77.20 |
74.85 |
|
| R3 |
76.32 |
75.88 |
74.48 |
|
| R2 |
75.00 |
75.00 |
74.36 |
|
| R1 |
74.56 |
74.56 |
74.24 |
74.78 |
| PP |
73.68 |
73.68 |
73.68 |
73.79 |
| S1 |
73.24 |
73.24 |
74.00 |
73.46 |
| S2 |
72.36 |
72.36 |
73.88 |
|
| S3 |
71.04 |
71.92 |
73.76 |
|
| S4 |
69.72 |
70.60 |
73.39 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.22 |
83.94 |
76.66 |
|
| R3 |
82.77 |
80.49 |
75.71 |
|
| R2 |
79.32 |
79.32 |
75.39 |
|
| R1 |
77.04 |
77.04 |
75.08 |
76.46 |
| PP |
75.87 |
75.87 |
75.87 |
75.58 |
| S1 |
73.59 |
73.59 |
74.44 |
73.01 |
| S2 |
72.42 |
72.42 |
74.13 |
|
| S3 |
68.97 |
70.14 |
73.81 |
|
| S4 |
65.52 |
66.69 |
72.86 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.73 |
|
2.618 |
77.58 |
|
1.618 |
76.26 |
|
1.000 |
75.44 |
|
0.618 |
74.94 |
|
HIGH |
74.12 |
|
0.618 |
73.62 |
|
0.500 |
73.46 |
|
0.382 |
73.30 |
|
LOW |
72.80 |
|
0.618 |
71.98 |
|
1.000 |
71.48 |
|
1.618 |
70.66 |
|
2.618 |
69.34 |
|
4.250 |
67.19 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.90 |
75.30 |
| PP |
73.68 |
74.91 |
| S1 |
73.46 |
74.51 |
|