NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.18 |
73.21 |
1.03 |
1.4% |
65.75 |
| High |
72.35 |
73.21 |
0.86 |
1.2% |
70.62 |
| Low |
71.91 |
72.72 |
0.81 |
1.1% |
65.75 |
| Close |
72.41 |
72.72 |
0.31 |
0.4% |
71.18 |
| Range |
0.44 |
0.49 |
0.05 |
11.4% |
4.87 |
| ATR |
0.00 |
1.35 |
1.35 |
|
0.00 |
| Volume |
1,101 |
1,768 |
667 |
60.6% |
8,475 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.35 |
74.03 |
72.99 |
|
| R3 |
73.86 |
73.54 |
72.85 |
|
| R2 |
73.37 |
73.37 |
72.81 |
|
| R1 |
73.05 |
73.05 |
72.76 |
72.97 |
| PP |
72.88 |
72.88 |
72.88 |
72.84 |
| S1 |
72.56 |
72.56 |
72.68 |
72.48 |
| S2 |
72.39 |
72.39 |
72.63 |
|
| S3 |
71.90 |
72.07 |
72.59 |
|
| S4 |
71.41 |
71.58 |
72.45 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.79 |
82.36 |
73.86 |
|
| R3 |
78.92 |
77.49 |
72.52 |
|
| R2 |
74.05 |
74.05 |
72.07 |
|
| R1 |
72.62 |
72.62 |
71.63 |
73.34 |
| PP |
69.18 |
69.18 |
69.18 |
69.54 |
| S1 |
67.75 |
67.75 |
70.73 |
68.47 |
| S2 |
64.31 |
64.31 |
70.29 |
|
| S3 |
59.44 |
62.88 |
69.84 |
|
| S4 |
54.57 |
58.01 |
68.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.29 |
|
2.618 |
74.49 |
|
1.618 |
74.00 |
|
1.000 |
73.70 |
|
0.618 |
73.51 |
|
HIGH |
73.21 |
|
0.618 |
73.02 |
|
0.500 |
72.97 |
|
0.382 |
72.91 |
|
LOW |
72.72 |
|
0.618 |
72.42 |
|
1.000 |
72.23 |
|
1.618 |
71.93 |
|
2.618 |
71.44 |
|
4.250 |
70.64 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.97 |
72.45 |
| PP |
72.88 |
72.18 |
| S1 |
72.80 |
71.92 |
|