NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.97 |
73.75 |
1.78 |
2.5% |
65.75 |
| High |
73.65 |
74.91 |
1.26 |
1.7% |
70.62 |
| Low |
71.97 |
73.73 |
1.76 |
2.4% |
65.75 |
| Close |
73.65 |
75.35 |
1.70 |
2.3% |
71.18 |
| Range |
1.68 |
1.18 |
-0.50 |
-29.8% |
4.87 |
| ATR |
1.37 |
1.37 |
-0.01 |
-0.6% |
0.00 |
| Volume |
2,726 |
4,883 |
2,157 |
79.1% |
8,475 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.20 |
77.96 |
76.00 |
|
| R3 |
77.02 |
76.78 |
75.67 |
|
| R2 |
75.84 |
75.84 |
75.57 |
|
| R1 |
75.60 |
75.60 |
75.46 |
75.72 |
| PP |
74.66 |
74.66 |
74.66 |
74.73 |
| S1 |
74.42 |
74.42 |
75.24 |
74.54 |
| S2 |
73.48 |
73.48 |
75.13 |
|
| S3 |
72.30 |
73.24 |
75.03 |
|
| S4 |
71.12 |
72.06 |
74.70 |
|
|
| 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 |
79.93 |
|
2.618 |
78.00 |
|
1.618 |
76.82 |
|
1.000 |
76.09 |
|
0.618 |
75.64 |
|
HIGH |
74.91 |
|
0.618 |
74.46 |
|
0.500 |
74.32 |
|
0.382 |
74.18 |
|
LOW |
73.73 |
|
0.618 |
73.00 |
|
1.000 |
72.55 |
|
1.618 |
71.82 |
|
2.618 |
70.64 |
|
4.250 |
68.72 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.01 |
74.71 |
| PP |
74.66 |
74.08 |
| S1 |
74.32 |
73.44 |
|