NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
78.71 |
78.12 |
-0.59 |
-0.7% |
74.60 |
| High |
78.99 |
79.30 |
0.31 |
0.4% |
79.61 |
| Low |
78.05 |
78.12 |
0.07 |
0.1% |
74.31 |
| Close |
78.21 |
79.03 |
0.82 |
1.0% |
79.03 |
| Range |
0.94 |
1.18 |
0.24 |
25.5% |
5.30 |
| ATR |
2.00 |
1.94 |
-0.06 |
-2.9% |
0.00 |
| Volume |
4,655 |
2,210 |
-2,445 |
-52.5% |
13,771 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.36 |
81.87 |
79.68 |
|
| R3 |
81.18 |
80.69 |
79.35 |
|
| R2 |
80.00 |
80.00 |
79.25 |
|
| R1 |
79.51 |
79.51 |
79.14 |
79.76 |
| PP |
78.82 |
78.82 |
78.82 |
78.94 |
| S1 |
78.33 |
78.33 |
78.92 |
78.58 |
| S2 |
77.64 |
77.64 |
78.81 |
|
| S3 |
76.46 |
77.15 |
78.71 |
|
| S4 |
75.28 |
75.97 |
78.38 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.55 |
91.59 |
81.95 |
|
| R3 |
88.25 |
86.29 |
80.49 |
|
| R2 |
82.95 |
82.95 |
80.00 |
|
| R1 |
80.99 |
80.99 |
79.52 |
81.97 |
| PP |
77.65 |
77.65 |
77.65 |
78.14 |
| S1 |
75.69 |
75.69 |
78.54 |
76.67 |
| S2 |
72.35 |
72.35 |
78.06 |
|
| S3 |
67.05 |
70.39 |
77.57 |
|
| S4 |
61.75 |
65.09 |
76.12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.32 |
|
2.618 |
82.39 |
|
1.618 |
81.21 |
|
1.000 |
80.48 |
|
0.618 |
80.03 |
|
HIGH |
79.30 |
|
0.618 |
78.85 |
|
0.500 |
78.71 |
|
0.382 |
78.57 |
|
LOW |
78.12 |
|
0.618 |
77.39 |
|
1.000 |
76.94 |
|
1.618 |
76.21 |
|
2.618 |
75.03 |
|
4.250 |
73.11 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.92 |
78.71 |
| PP |
78.82 |
78.38 |
| S1 |
78.71 |
78.06 |
|