NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
74.43 |
75.70 |
1.27 |
1.7% |
72.79 |
| High |
76.10 |
76.65 |
0.55 |
0.7% |
76.65 |
| Low |
74.31 |
75.63 |
1.32 |
1.8% |
72.18 |
| Close |
76.00 |
76.54 |
0.54 |
0.7% |
76.54 |
| Range |
1.79 |
1.02 |
-0.77 |
-43.0% |
4.47 |
| ATR |
1.93 |
1.86 |
-0.06 |
-3.4% |
0.00 |
| Volume |
10,636 |
11,600 |
964 |
9.1% |
39,511 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.33 |
78.96 |
77.10 |
|
| R3 |
78.31 |
77.94 |
76.82 |
|
| R2 |
77.29 |
77.29 |
76.73 |
|
| R1 |
76.92 |
76.92 |
76.63 |
77.11 |
| PP |
76.27 |
76.27 |
76.27 |
76.37 |
| S1 |
75.90 |
75.90 |
76.45 |
76.09 |
| S2 |
75.25 |
75.25 |
76.35 |
|
| S3 |
74.23 |
74.88 |
76.26 |
|
| S4 |
73.21 |
73.86 |
75.98 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.53 |
87.01 |
79.00 |
|
| R3 |
84.06 |
82.54 |
77.77 |
|
| R2 |
79.59 |
79.59 |
77.36 |
|
| R1 |
78.07 |
78.07 |
76.95 |
78.83 |
| PP |
75.12 |
75.12 |
75.12 |
75.51 |
| S1 |
73.60 |
73.60 |
76.13 |
74.36 |
| S2 |
70.65 |
70.65 |
75.72 |
|
| S3 |
66.18 |
69.13 |
75.31 |
|
| S4 |
61.71 |
64.66 |
74.08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.99 |
|
2.618 |
79.32 |
|
1.618 |
78.30 |
|
1.000 |
77.67 |
|
0.618 |
77.28 |
|
HIGH |
76.65 |
|
0.618 |
76.26 |
|
0.500 |
76.14 |
|
0.382 |
76.02 |
|
LOW |
75.63 |
|
0.618 |
75.00 |
|
1.000 |
74.61 |
|
1.618 |
73.98 |
|
2.618 |
72.96 |
|
4.250 |
71.30 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.41 |
75.88 |
| PP |
76.27 |
75.21 |
| S1 |
76.14 |
74.55 |
|