NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
75.95 |
74.71 |
-1.24 |
-1.6% |
72.18 |
| High |
75.95 |
74.71 |
-1.24 |
-1.6% |
75.95 |
| Low |
75.95 |
74.71 |
-1.24 |
-1.6% |
71.91 |
| Close |
75.59 |
74.71 |
-0.88 |
-1.2% |
75.95 |
| Range |
|
|
|
|
|
| ATR |
1.28 |
1.25 |
-0.03 |
-2.2% |
0.00 |
| Volume |
1,753 |
2,231 |
478 |
27.3% |
15,265 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.71 |
74.71 |
74.71 |
|
| R3 |
74.71 |
74.71 |
74.71 |
|
| R2 |
74.71 |
74.71 |
74.71 |
|
| R1 |
74.71 |
74.71 |
74.71 |
74.71 |
| PP |
74.71 |
74.71 |
74.71 |
74.71 |
| S1 |
74.71 |
74.71 |
74.71 |
74.71 |
| S2 |
74.71 |
74.71 |
74.71 |
|
| S3 |
74.71 |
74.71 |
74.71 |
|
| S4 |
74.71 |
74.71 |
74.71 |
|
|
| 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 |
74.71 |
|
2.618 |
74.71 |
|
1.618 |
74.71 |
|
1.000 |
74.71 |
|
0.618 |
74.71 |
|
HIGH |
74.71 |
|
0.618 |
74.71 |
|
0.500 |
74.71 |
|
0.382 |
74.71 |
|
LOW |
74.71 |
|
0.618 |
74.71 |
|
1.000 |
74.71 |
|
1.618 |
74.71 |
|
2.618 |
74.71 |
|
4.250 |
74.71 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.71 |
75.15 |
| PP |
74.71 |
75.00 |
| S1 |
74.71 |
74.86 |
|