NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
74.71 |
71.82 |
-2.89 |
-3.9% |
72.18 |
| High |
74.71 |
71.94 |
-2.77 |
-3.7% |
75.95 |
| Low |
74.71 |
71.82 |
-2.89 |
-3.9% |
71.91 |
| Close |
74.71 |
72.01 |
-2.70 |
-3.6% |
75.95 |
| Range |
0.00 |
0.12 |
0.12 |
|
4.04 |
| ATR |
1.25 |
1.37 |
0.12 |
9.3% |
0.00 |
| Volume |
2,231 |
1,091 |
-1,140 |
-51.1% |
15,265 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.28 |
72.27 |
72.08 |
|
| R3 |
72.16 |
72.15 |
72.04 |
|
| R2 |
72.04 |
72.04 |
72.03 |
|
| R1 |
72.03 |
72.03 |
72.02 |
72.04 |
| PP |
71.92 |
71.92 |
71.92 |
71.93 |
| S1 |
71.91 |
71.91 |
72.00 |
71.92 |
| S2 |
71.80 |
71.80 |
71.99 |
|
| S3 |
71.68 |
71.79 |
71.98 |
|
| S4 |
71.56 |
71.67 |
71.94 |
|
|
| 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 |
72.45 |
|
2.618 |
72.25 |
|
1.618 |
72.13 |
|
1.000 |
72.06 |
|
0.618 |
72.01 |
|
HIGH |
71.94 |
|
0.618 |
71.89 |
|
0.500 |
71.88 |
|
0.382 |
71.87 |
|
LOW |
71.82 |
|
0.618 |
71.75 |
|
1.000 |
71.70 |
|
1.618 |
71.63 |
|
2.618 |
71.51 |
|
4.250 |
71.31 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.97 |
73.89 |
| PP |
71.92 |
73.26 |
| S1 |
71.88 |
72.64 |
|