NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
76.70 |
78.71 |
2.01 |
2.6% |
78.66 |
| High |
79.61 |
78.99 |
-0.62 |
-0.8% |
79.76 |
| Low |
76.50 |
78.05 |
1.55 |
2.0% |
75.90 |
| Close |
79.37 |
78.21 |
-1.16 |
-1.5% |
76.28 |
| Range |
3.11 |
0.94 |
-2.17 |
-69.8% |
3.86 |
| ATR |
2.05 |
2.00 |
-0.05 |
-2.5% |
0.00 |
| Volume |
3,761 |
4,655 |
894 |
23.8% |
12,505 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.24 |
80.66 |
78.73 |
|
| R3 |
80.30 |
79.72 |
78.47 |
|
| R2 |
79.36 |
79.36 |
78.38 |
|
| R1 |
78.78 |
78.78 |
78.30 |
78.60 |
| PP |
78.42 |
78.42 |
78.42 |
78.33 |
| S1 |
77.84 |
77.84 |
78.12 |
77.66 |
| S2 |
77.48 |
77.48 |
78.04 |
|
| S3 |
76.54 |
76.90 |
77.95 |
|
| S4 |
75.60 |
75.96 |
77.69 |
|
|
| 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 |
82.99 |
|
2.618 |
81.45 |
|
1.618 |
80.51 |
|
1.000 |
79.93 |
|
0.618 |
79.57 |
|
HIGH |
78.99 |
|
0.618 |
78.63 |
|
0.500 |
78.52 |
|
0.382 |
78.41 |
|
LOW |
78.05 |
|
0.618 |
77.47 |
|
1.000 |
77.11 |
|
1.618 |
76.53 |
|
2.618 |
75.59 |
|
4.250 |
74.06 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.52 |
77.86 |
| PP |
78.42 |
77.52 |
| S1 |
78.31 |
77.17 |
|