NYMEX Light Sweet Crude Oil Future April 2010
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.00 |
77.47 |
2.47 |
3.3% |
78.10 |
| High |
78.00 |
77.47 |
-0.53 |
-0.7% |
78.15 |
| Low |
75.00 |
76.95 |
1.95 |
2.6% |
74.70 |
| Close |
78.07 |
76.95 |
-1.12 |
-1.4% |
74.76 |
| Range |
3.00 |
0.52 |
-2.48 |
-82.7% |
3.45 |
| ATR |
1.45 |
1.43 |
-0.02 |
-1.6% |
0.00 |
| Volume |
1,736 |
2,274 |
538 |
31.0% |
10,641 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.68 |
78.34 |
77.24 |
|
| R3 |
78.16 |
77.82 |
77.09 |
|
| R2 |
77.64 |
77.64 |
77.05 |
|
| R1 |
77.30 |
77.30 |
77.00 |
77.21 |
| PP |
77.12 |
77.12 |
77.12 |
77.08 |
| S1 |
76.78 |
76.78 |
76.90 |
76.69 |
| S2 |
76.60 |
76.60 |
76.85 |
|
| S3 |
76.08 |
76.26 |
76.81 |
|
| S4 |
75.56 |
75.74 |
76.66 |
|
|
| 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 |
79.68 |
|
2.618 |
78.83 |
|
1.618 |
78.31 |
|
1.000 |
77.99 |
|
0.618 |
77.79 |
|
HIGH |
77.47 |
|
0.618 |
77.27 |
|
0.500 |
77.21 |
|
0.382 |
77.15 |
|
LOW |
76.95 |
|
0.618 |
76.63 |
|
1.000 |
76.43 |
|
1.618 |
76.11 |
|
2.618 |
75.59 |
|
4.250 |
74.74 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.21 |
76.71 |
| PP |
77.12 |
76.47 |
| S1 |
77.04 |
76.23 |
|