NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.79 |
72.18 |
-0.61 |
-0.8% |
67.29 |
| High |
73.20 |
74.16 |
0.96 |
1.3% |
71.96 |
| Low |
72.26 |
72.18 |
-0.08 |
-0.1% |
65.66 |
| Close |
72.94 |
73.30 |
0.36 |
0.5% |
71.66 |
| Range |
0.94 |
1.98 |
1.04 |
110.6% |
6.30 |
| ATR |
0.00 |
1.93 |
1.93 |
|
0.00 |
| Volume |
6,480 |
5,294 |
-1,186 |
-18.3% |
34,713 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.15 |
78.21 |
74.39 |
|
| R3 |
77.17 |
76.23 |
73.84 |
|
| R2 |
75.19 |
75.19 |
73.66 |
|
| R1 |
74.25 |
74.25 |
73.48 |
74.72 |
| PP |
73.21 |
73.21 |
73.21 |
73.45 |
| S1 |
72.27 |
72.27 |
73.12 |
72.74 |
| S2 |
71.23 |
71.23 |
72.94 |
|
| S3 |
69.25 |
70.29 |
72.76 |
|
| S4 |
67.27 |
68.31 |
72.21 |
|
|
| 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 |
82.58 |
|
2.618 |
79.34 |
|
1.618 |
77.36 |
|
1.000 |
76.14 |
|
0.618 |
75.38 |
|
HIGH |
74.16 |
|
0.618 |
73.40 |
|
0.500 |
73.17 |
|
0.382 |
72.94 |
|
LOW |
72.18 |
|
0.618 |
70.96 |
|
1.000 |
70.20 |
|
1.618 |
68.98 |
|
2.618 |
67.00 |
|
4.250 |
63.77 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.26 |
72.84 |
| PP |
73.21 |
72.37 |
| S1 |
73.17 |
71.91 |
|