NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 13-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
77.35 |
78.50 |
1.15 |
1.5% |
77.50 |
High |
78.37 |
79.39 |
1.02 |
1.3% |
80.55 |
Low |
77.35 |
78.05 |
0.70 |
0.9% |
77.38 |
Close |
77.99 |
78.23 |
0.24 |
0.3% |
78.58 |
Range |
1.02 |
1.34 |
0.32 |
31.4% |
3.17 |
ATR |
1.83 |
1.80 |
-0.03 |
-1.7% |
0.00 |
Volume |
4,762 |
7,758 |
2,996 |
62.9% |
66,458 |
|
Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.58 |
81.74 |
78.97 |
|
R3 |
81.24 |
80.40 |
78.60 |
|
R2 |
79.90 |
79.90 |
78.48 |
|
R1 |
79.06 |
79.06 |
78.35 |
78.81 |
PP |
78.56 |
78.56 |
78.56 |
78.43 |
S1 |
77.72 |
77.72 |
78.11 |
77.47 |
S2 |
77.22 |
77.22 |
77.98 |
|
S3 |
75.88 |
76.38 |
77.86 |
|
S4 |
74.54 |
75.04 |
77.49 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.35 |
86.63 |
80.32 |
|
R3 |
85.18 |
83.46 |
79.45 |
|
R2 |
82.01 |
82.01 |
79.16 |
|
R1 |
80.29 |
80.29 |
78.87 |
81.15 |
PP |
78.84 |
78.84 |
78.84 |
79.27 |
S1 |
77.12 |
77.12 |
78.29 |
77.98 |
S2 |
75.67 |
75.67 |
78.00 |
|
S3 |
72.50 |
73.95 |
77.71 |
|
S4 |
69.33 |
70.78 |
76.84 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.09 |
2.618 |
82.90 |
1.618 |
81.56 |
1.000 |
80.73 |
0.618 |
80.22 |
HIGH |
79.39 |
0.618 |
78.88 |
0.500 |
78.72 |
0.382 |
78.56 |
LOW |
78.05 |
0.618 |
77.22 |
1.000 |
76.71 |
1.618 |
75.88 |
2.618 |
74.54 |
4.250 |
72.36 |
|
|
Fisher Pivots for day following 13-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
78.72 |
78.31 |
PP |
78.56 |
78.28 |
S1 |
78.39 |
78.26 |
|