NYMEX Light Sweet Crude Oil Future June 2010
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
75.08 |
76.62 |
1.54 |
2.1% |
78.98 |
| High |
77.15 |
79.06 |
1.91 |
2.5% |
79.39 |
| Low |
74.35 |
76.40 |
2.05 |
2.8% |
75.52 |
| Close |
77.03 |
79.02 |
1.99 |
2.6% |
75.83 |
| Range |
2.80 |
2.66 |
-0.14 |
-5.0% |
3.87 |
| ATR |
1.96 |
2.01 |
0.05 |
2.5% |
0.00 |
| Volume |
6,167 |
8,615 |
2,448 |
39.7% |
35,505 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.14 |
85.24 |
80.48 |
|
| R3 |
83.48 |
82.58 |
79.75 |
|
| R2 |
80.82 |
80.82 |
79.51 |
|
| R1 |
79.92 |
79.92 |
79.26 |
80.37 |
| PP |
78.16 |
78.16 |
78.16 |
78.39 |
| S1 |
77.26 |
77.26 |
78.78 |
77.71 |
| S2 |
75.50 |
75.50 |
78.53 |
|
| S3 |
72.84 |
74.60 |
78.29 |
|
| S4 |
70.18 |
71.94 |
77.56 |
|
|
| 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 |
90.37 |
|
2.618 |
86.02 |
|
1.618 |
83.36 |
|
1.000 |
81.72 |
|
0.618 |
80.70 |
|
HIGH |
79.06 |
|
0.618 |
78.04 |
|
0.500 |
77.73 |
|
0.382 |
77.42 |
|
LOW |
76.40 |
|
0.618 |
74.76 |
|
1.000 |
73.74 |
|
1.618 |
72.10 |
|
2.618 |
69.44 |
|
4.250 |
65.10 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.59 |
78.19 |
| PP |
78.16 |
77.36 |
| S1 |
77.73 |
76.53 |
|