NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
78.90 |
74.60 |
-4.30 |
-5.4% |
78.66 |
High |
78.90 |
75.70 |
-3.20 |
-4.1% |
79.76 |
Low |
75.90 |
74.31 |
-1.59 |
-2.1% |
75.90 |
Close |
76.28 |
75.67 |
-0.61 |
-0.8% |
76.28 |
Range |
3.00 |
1.39 |
-1.61 |
-53.7% |
3.86 |
ATR |
|
|
|
|
|
Volume |
2,778 |
1,877 |
-901 |
-32.4% |
12,505 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.40 |
78.92 |
76.43 |
|
R3 |
78.01 |
77.53 |
76.05 |
|
R2 |
76.62 |
76.62 |
75.92 |
|
R1 |
76.14 |
76.14 |
75.80 |
76.38 |
PP |
75.23 |
75.23 |
75.23 |
75.35 |
S1 |
74.75 |
74.75 |
75.54 |
74.99 |
S2 |
73.84 |
73.84 |
75.42 |
|
S3 |
72.45 |
73.36 |
75.29 |
|
S4 |
71.06 |
71.97 |
74.91 |
|
|
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 |
81.61 |
2.618 |
79.34 |
1.618 |
77.95 |
1.000 |
77.09 |
0.618 |
76.56 |
HIGH |
75.70 |
0.618 |
75.17 |
0.500 |
75.01 |
0.382 |
74.84 |
LOW |
74.31 |
0.618 |
73.45 |
1.000 |
72.92 |
1.618 |
72.06 |
2.618 |
70.67 |
4.250 |
68.40 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
75.45 |
77.04 |
PP |
75.23 |
76.58 |
S1 |
75.01 |
76.13 |
|