NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
73.75 |
74.35 |
0.60 |
0.8% |
72.18 |
| High |
74.91 |
75.95 |
1.04 |
1.4% |
75.95 |
| Low |
73.73 |
74.35 |
0.62 |
0.8% |
71.91 |
| Close |
75.35 |
75.95 |
0.60 |
0.8% |
75.95 |
| Range |
1.18 |
1.60 |
0.42 |
35.6% |
4.04 |
| ATR |
1.37 |
1.38 |
0.02 |
1.2% |
0.00 |
| Volume |
4,883 |
4,787 |
-96 |
-2.0% |
15,265 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.22 |
79.68 |
76.83 |
|
| R3 |
78.62 |
78.08 |
76.39 |
|
| R2 |
77.02 |
77.02 |
76.24 |
|
| R1 |
76.48 |
76.48 |
76.10 |
76.75 |
| PP |
75.42 |
75.42 |
75.42 |
75.55 |
| S1 |
74.88 |
74.88 |
75.80 |
75.15 |
| S2 |
73.82 |
73.82 |
75.66 |
|
| S3 |
72.22 |
73.28 |
75.51 |
|
| S4 |
70.62 |
71.68 |
75.07 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.72 |
85.38 |
78.17 |
|
| R3 |
82.68 |
81.34 |
77.06 |
|
| R2 |
78.64 |
78.64 |
76.69 |
|
| R1 |
77.30 |
77.30 |
76.32 |
77.97 |
| PP |
74.60 |
74.60 |
74.60 |
74.94 |
| S1 |
73.26 |
73.26 |
75.58 |
73.93 |
| S2 |
70.56 |
70.56 |
75.21 |
|
| S3 |
66.52 |
69.22 |
74.84 |
|
| S4 |
62.48 |
65.18 |
73.73 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.75 |
|
2.618 |
80.14 |
|
1.618 |
78.54 |
|
1.000 |
77.55 |
|
0.618 |
76.94 |
|
HIGH |
75.95 |
|
0.618 |
75.34 |
|
0.500 |
75.15 |
|
0.382 |
74.96 |
|
LOW |
74.35 |
|
0.618 |
73.36 |
|
1.000 |
72.75 |
|
1.618 |
71.76 |
|
2.618 |
70.16 |
|
4.250 |
67.55 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.68 |
75.29 |
| PP |
75.42 |
74.62 |
| S1 |
75.15 |
73.96 |
|