NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 17-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
68.88 |
69.66 |
0.78 |
1.1% |
67.29 |
High |
70.14 |
71.96 |
1.82 |
2.6% |
71.96 |
Low |
68.44 |
69.65 |
1.21 |
1.8% |
65.66 |
Close |
70.12 |
71.66 |
1.54 |
2.2% |
71.66 |
Range |
1.70 |
2.31 |
0.61 |
35.9% |
6.30 |
ATR |
|
|
|
|
|
Volume |
5,802 |
10,359 |
4,557 |
78.5% |
34,713 |
|
Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.02 |
77.15 |
72.93 |
|
R3 |
75.71 |
74.84 |
72.30 |
|
R2 |
73.40 |
73.40 |
72.08 |
|
R1 |
72.53 |
72.53 |
71.87 |
72.97 |
PP |
71.09 |
71.09 |
71.09 |
71.31 |
S1 |
70.22 |
70.22 |
71.45 |
70.66 |
S2 |
68.78 |
68.78 |
71.24 |
|
S3 |
66.47 |
67.91 |
71.02 |
|
S4 |
64.16 |
65.60 |
70.39 |
|
|
Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.66 |
86.46 |
75.13 |
|
R3 |
82.36 |
80.16 |
73.39 |
|
R2 |
76.06 |
76.06 |
72.82 |
|
R1 |
73.86 |
73.86 |
72.24 |
74.96 |
PP |
69.76 |
69.76 |
69.76 |
70.31 |
S1 |
67.56 |
67.56 |
71.08 |
68.66 |
S2 |
63.46 |
63.46 |
70.51 |
|
S3 |
57.16 |
61.26 |
69.93 |
|
S4 |
50.86 |
54.96 |
68.20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.78 |
2.618 |
78.01 |
1.618 |
75.70 |
1.000 |
74.27 |
0.618 |
73.39 |
HIGH |
71.96 |
0.618 |
71.08 |
0.500 |
70.81 |
0.382 |
70.53 |
LOW |
69.65 |
0.618 |
68.22 |
1.000 |
67.34 |
1.618 |
65.91 |
2.618 |
63.60 |
4.250 |
59.83 |
|
|
Fisher Pivots for day following 17-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
71.38 |
70.88 |
PP |
71.09 |
70.10 |
S1 |
70.81 |
69.33 |
|