NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.18 |
72.87 |
0.69 |
1.0% |
67.29 |
| High |
74.16 |
74.49 |
0.33 |
0.4% |
71.96 |
| Low |
72.18 |
72.45 |
0.27 |
0.4% |
65.66 |
| Close |
73.30 |
74.31 |
1.01 |
1.4% |
71.66 |
| Range |
1.98 |
2.04 |
0.06 |
3.0% |
6.30 |
| ATR |
1.93 |
1.94 |
0.01 |
0.4% |
0.00 |
| Volume |
5,294 |
5,501 |
207 |
3.9% |
34,713 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.87 |
79.13 |
75.43 |
|
| R3 |
77.83 |
77.09 |
74.87 |
|
| R2 |
75.79 |
75.79 |
74.68 |
|
| R1 |
75.05 |
75.05 |
74.50 |
75.42 |
| PP |
73.75 |
73.75 |
73.75 |
73.94 |
| S1 |
73.01 |
73.01 |
74.12 |
73.38 |
| S2 |
71.71 |
71.71 |
73.94 |
|
| S3 |
69.67 |
70.97 |
73.75 |
|
| S4 |
67.63 |
68.93 |
73.19 |
|
|
| 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 |
83.16 |
|
2.618 |
79.83 |
|
1.618 |
77.79 |
|
1.000 |
76.53 |
|
0.618 |
75.75 |
|
HIGH |
74.49 |
|
0.618 |
73.71 |
|
0.500 |
73.47 |
|
0.382 |
73.23 |
|
LOW |
72.45 |
|
0.618 |
71.19 |
|
1.000 |
70.41 |
|
1.618 |
69.15 |
|
2.618 |
67.11 |
|
4.250 |
63.78 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.03 |
73.99 |
| PP |
73.75 |
73.66 |
| S1 |
73.47 |
73.34 |
|