NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 14-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
78.50 |
78.67 |
0.17 |
0.2% |
78.98 |
High |
79.39 |
78.78 |
-0.61 |
-0.8% |
79.39 |
Low |
78.05 |
75.52 |
-2.53 |
-3.2% |
75.52 |
Close |
78.23 |
75.83 |
-2.40 |
-3.1% |
75.83 |
Range |
1.34 |
3.26 |
1.92 |
143.3% |
3.87 |
ATR |
1.80 |
1.90 |
0.10 |
5.8% |
0.00 |
Volume |
7,758 |
11,004 |
3,246 |
41.8% |
35,505 |
|
Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.49 |
84.42 |
77.62 |
|
R3 |
83.23 |
81.16 |
76.73 |
|
R2 |
79.97 |
79.97 |
76.43 |
|
R1 |
77.90 |
77.90 |
76.13 |
77.31 |
PP |
76.71 |
76.71 |
76.71 |
76.41 |
S1 |
74.64 |
74.64 |
75.53 |
74.05 |
S2 |
73.45 |
73.45 |
75.23 |
|
S3 |
70.19 |
71.38 |
74.93 |
|
S4 |
66.93 |
68.12 |
74.04 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.52 |
86.05 |
77.96 |
|
R3 |
84.65 |
82.18 |
76.89 |
|
R2 |
80.78 |
80.78 |
76.54 |
|
R1 |
78.31 |
78.31 |
76.18 |
77.61 |
PP |
76.91 |
76.91 |
76.91 |
76.57 |
S1 |
74.44 |
74.44 |
75.48 |
73.74 |
S2 |
73.04 |
73.04 |
75.12 |
|
S3 |
69.17 |
70.57 |
74.77 |
|
S4 |
65.30 |
66.70 |
73.70 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
92.64 |
2.618 |
87.31 |
1.618 |
84.05 |
1.000 |
82.04 |
0.618 |
80.79 |
HIGH |
78.78 |
0.618 |
77.53 |
0.500 |
77.15 |
0.382 |
76.77 |
LOW |
75.52 |
0.618 |
73.51 |
1.000 |
72.26 |
1.618 |
70.25 |
2.618 |
66.99 |
4.250 |
61.67 |
|
|
Fisher Pivots for day following 14-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
77.15 |
77.46 |
PP |
76.71 |
76.91 |
S1 |
76.27 |
76.37 |
|