NYMEX Light Sweet Crude Oil Future July 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 |
79.56 |
78.90 |
-0.66 |
-0.8% |
78.66 |
| High |
79.76 |
78.90 |
-0.86 |
-1.1% |
79.76 |
| Low |
77.91 |
75.90 |
-2.01 |
-2.6% |
75.90 |
| Close |
78.64 |
76.28 |
-2.36 |
-3.0% |
76.28 |
| Range |
1.85 |
3.00 |
1.15 |
62.2% |
3.86 |
| ATR |
|
|
|
|
|
| Volume |
2,003 |
2,778 |
775 |
38.7% |
12,505 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.03 |
84.15 |
77.93 |
|
| R3 |
83.03 |
81.15 |
77.11 |
|
| R2 |
80.03 |
80.03 |
76.83 |
|
| R1 |
78.15 |
78.15 |
76.56 |
77.59 |
| PP |
77.03 |
77.03 |
77.03 |
76.75 |
| S1 |
75.15 |
75.15 |
76.01 |
74.59 |
| S2 |
74.03 |
74.03 |
75.73 |
|
| S3 |
71.03 |
72.15 |
75.46 |
|
| S4 |
68.03 |
69.15 |
74.63 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.89 |
86.45 |
78.40 |
|
| R3 |
85.03 |
82.59 |
77.34 |
|
| R2 |
81.17 |
81.17 |
76.99 |
|
| R1 |
78.73 |
78.73 |
76.63 |
78.02 |
| PP |
77.31 |
77.31 |
77.31 |
76.96 |
| S1 |
74.87 |
74.87 |
75.93 |
74.16 |
| S2 |
73.45 |
73.45 |
75.57 |
|
| S3 |
69.59 |
71.01 |
75.22 |
|
| S4 |
65.73 |
67.15 |
74.16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
91.65 |
|
2.618 |
86.75 |
|
1.618 |
83.75 |
|
1.000 |
81.90 |
|
0.618 |
80.75 |
|
HIGH |
78.90 |
|
0.618 |
77.75 |
|
0.500 |
77.40 |
|
0.382 |
77.05 |
|
LOW |
75.90 |
|
0.618 |
74.05 |
|
1.000 |
72.90 |
|
1.618 |
71.05 |
|
2.618 |
68.05 |
|
4.250 |
63.15 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.40 |
77.83 |
| PP |
77.03 |
77.31 |
| S1 |
76.65 |
76.80 |
|