NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
69.66 |
72.79 |
3.13 |
4.5% |
67.29 |
| High |
71.96 |
73.20 |
1.24 |
1.7% |
71.96 |
| Low |
69.65 |
72.26 |
2.61 |
3.7% |
65.66 |
| Close |
71.66 |
72.94 |
1.28 |
1.8% |
71.66 |
| Range |
2.31 |
0.94 |
-1.37 |
-59.3% |
6.30 |
| ATR |
|
|
|
|
|
| Volume |
10,359 |
6,480 |
-3,879 |
-37.4% |
34,713 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.62 |
75.22 |
73.46 |
|
| R3 |
74.68 |
74.28 |
73.20 |
|
| R2 |
73.74 |
73.74 |
73.11 |
|
| R1 |
73.34 |
73.34 |
73.03 |
73.54 |
| PP |
72.80 |
72.80 |
72.80 |
72.90 |
| S1 |
72.40 |
72.40 |
72.85 |
72.60 |
| S2 |
71.86 |
71.86 |
72.77 |
|
| S3 |
70.92 |
71.46 |
72.68 |
|
| S4 |
69.98 |
70.52 |
72.42 |
|
|
| 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 |
77.20 |
|
2.618 |
75.66 |
|
1.618 |
74.72 |
|
1.000 |
74.14 |
|
0.618 |
73.78 |
|
HIGH |
73.20 |
|
0.618 |
72.84 |
|
0.500 |
72.73 |
|
0.382 |
72.62 |
|
LOW |
72.26 |
|
0.618 |
71.68 |
|
1.000 |
71.32 |
|
1.618 |
70.74 |
|
2.618 |
69.80 |
|
4.250 |
68.27 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.87 |
72.23 |
| PP |
72.80 |
71.53 |
| S1 |
72.73 |
70.82 |
|