NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
73.21 |
71.97 |
-1.24 |
-1.7% |
65.75 |
| High |
73.21 |
73.65 |
0.44 |
0.6% |
70.62 |
| Low |
72.72 |
71.97 |
-0.75 |
-1.0% |
65.75 |
| Close |
72.72 |
73.65 |
0.93 |
1.3% |
71.18 |
| Range |
0.49 |
1.68 |
1.19 |
242.9% |
4.87 |
| ATR |
1.35 |
1.37 |
0.02 |
1.7% |
0.00 |
| Volume |
1,768 |
2,726 |
958 |
54.2% |
8,475 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.13 |
77.57 |
74.57 |
|
| R3 |
76.45 |
75.89 |
74.11 |
|
| R2 |
74.77 |
74.77 |
73.96 |
|
| R1 |
74.21 |
74.21 |
73.80 |
74.49 |
| PP |
73.09 |
73.09 |
73.09 |
73.23 |
| S1 |
72.53 |
72.53 |
73.50 |
72.81 |
| S2 |
71.41 |
71.41 |
73.34 |
|
| S3 |
69.73 |
70.85 |
73.19 |
|
| S4 |
68.05 |
69.17 |
72.73 |
|
|
| 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 |
80.79 |
|
2.618 |
78.05 |
|
1.618 |
76.37 |
|
1.000 |
75.33 |
|
0.618 |
74.69 |
|
HIGH |
73.65 |
|
0.618 |
73.01 |
|
0.500 |
72.81 |
|
0.382 |
72.61 |
|
LOW |
71.97 |
|
0.618 |
70.93 |
|
1.000 |
70.29 |
|
1.618 |
69.25 |
|
2.618 |
67.57 |
|
4.250 |
64.83 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.37 |
73.36 |
| PP |
73.09 |
73.07 |
| S1 |
72.81 |
72.78 |
|