NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.87 |
74.43 |
1.56 |
2.1% |
67.29 |
| High |
74.49 |
76.10 |
1.61 |
2.2% |
71.96 |
| Low |
72.45 |
74.31 |
1.86 |
2.6% |
65.66 |
| Close |
74.31 |
76.00 |
1.69 |
2.3% |
71.66 |
| Range |
2.04 |
1.79 |
-0.25 |
-12.3% |
6.30 |
| ATR |
1.94 |
1.93 |
-0.01 |
-0.5% |
0.00 |
| Volume |
5,501 |
10,636 |
5,135 |
93.3% |
34,713 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.84 |
80.21 |
76.98 |
|
| R3 |
79.05 |
78.42 |
76.49 |
|
| R2 |
77.26 |
77.26 |
76.33 |
|
| R1 |
76.63 |
76.63 |
76.16 |
76.95 |
| PP |
75.47 |
75.47 |
75.47 |
75.63 |
| S1 |
74.84 |
74.84 |
75.84 |
75.16 |
| S2 |
73.68 |
73.68 |
75.67 |
|
| S3 |
71.89 |
73.05 |
75.51 |
|
| S4 |
70.10 |
71.26 |
75.02 |
|
|
| 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 |
83.71 |
|
2.618 |
80.79 |
|
1.618 |
79.00 |
|
1.000 |
77.89 |
|
0.618 |
77.21 |
|
HIGH |
76.10 |
|
0.618 |
75.42 |
|
0.500 |
75.21 |
|
0.382 |
74.99 |
|
LOW |
74.31 |
|
0.618 |
73.20 |
|
1.000 |
72.52 |
|
1.618 |
71.41 |
|
2.618 |
69.62 |
|
4.250 |
66.70 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.74 |
75.38 |
| PP |
75.47 |
74.76 |
| S1 |
75.21 |
74.14 |
|