NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 18-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
74.60 |
76.13 |
1.53 |
2.1% |
78.66 |
High |
75.70 |
77.95 |
2.25 |
3.0% |
79.76 |
Low |
74.31 |
74.73 |
0.42 |
0.6% |
75.90 |
Close |
75.67 |
77.46 |
1.79 |
2.4% |
76.28 |
Range |
1.39 |
3.22 |
1.83 |
131.7% |
3.86 |
ATR |
|
|
|
|
|
Volume |
1,877 |
1,268 |
-609 |
-32.4% |
12,505 |
|
Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.37 |
85.14 |
79.23 |
|
R3 |
83.15 |
81.92 |
78.35 |
|
R2 |
79.93 |
79.93 |
78.05 |
|
R1 |
78.70 |
78.70 |
77.76 |
79.32 |
PP |
76.71 |
76.71 |
76.71 |
77.02 |
S1 |
75.48 |
75.48 |
77.16 |
76.10 |
S2 |
73.49 |
73.49 |
76.87 |
|
S3 |
70.27 |
72.26 |
76.57 |
|
S4 |
67.05 |
69.04 |
75.69 |
|
|
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 |
91.64 |
2.618 |
86.38 |
1.618 |
83.16 |
1.000 |
81.17 |
0.618 |
79.94 |
HIGH |
77.95 |
0.618 |
76.72 |
0.500 |
76.34 |
0.382 |
75.96 |
LOW |
74.73 |
0.618 |
72.74 |
1.000 |
71.51 |
1.618 |
69.52 |
2.618 |
66.30 |
4.250 |
61.05 |
|
|
Fisher Pivots for day following 18-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
77.09 |
77.18 |
PP |
76.71 |
76.89 |
S1 |
76.34 |
76.61 |
|