NYMEX Light Sweet Crude Oil Future May 2010
Trading Metrics calculated at close of trading on 21-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
77.97 |
78.32 |
0.35 |
0.4% |
73.78 |
High |
77.97 |
78.32 |
0.35 |
0.4% |
78.32 |
Low |
77.75 |
78.22 |
0.47 |
0.6% |
73.54 |
Close |
77.42 |
78.23 |
0.81 |
1.0% |
78.23 |
Range |
0.22 |
0.10 |
-0.12 |
-54.5% |
4.78 |
ATR |
1.28 |
1.26 |
-0.03 |
-2.1% |
0.00 |
Volume |
1,941 |
2,593 |
652 |
33.6% |
10,110 |
|
Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.56 |
78.49 |
78.29 |
|
R3 |
78.46 |
78.39 |
78.26 |
|
R2 |
78.36 |
78.36 |
78.25 |
|
R1 |
78.29 |
78.29 |
78.24 |
78.28 |
PP |
78.26 |
78.26 |
78.26 |
78.25 |
S1 |
78.19 |
78.19 |
78.22 |
78.18 |
S2 |
78.16 |
78.16 |
78.21 |
|
S3 |
78.06 |
78.09 |
78.20 |
|
S4 |
77.96 |
77.99 |
78.18 |
|
|
Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
91.04 |
89.41 |
80.86 |
|
R3 |
86.26 |
84.63 |
79.54 |
|
R2 |
81.48 |
81.48 |
79.11 |
|
R1 |
79.85 |
79.85 |
78.67 |
80.67 |
PP |
76.70 |
76.70 |
76.70 |
77.10 |
S1 |
75.07 |
75.07 |
77.79 |
75.89 |
S2 |
71.92 |
71.92 |
77.35 |
|
S3 |
67.14 |
70.29 |
76.92 |
|
S4 |
62.36 |
65.51 |
75.60 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.75 |
2.618 |
78.58 |
1.618 |
78.48 |
1.000 |
78.42 |
0.618 |
78.38 |
HIGH |
78.32 |
0.618 |
78.28 |
0.500 |
78.27 |
0.382 |
78.26 |
LOW |
78.22 |
0.618 |
78.16 |
1.000 |
78.12 |
1.618 |
78.06 |
2.618 |
77.96 |
4.250 |
77.80 |
|
|
Fisher Pivots for day following 21-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
78.27 |
77.96 |
PP |
78.26 |
77.69 |
S1 |
78.24 |
77.43 |
|