NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
78.12 |
79.42 |
1.30 |
1.7% |
74.60 |
| High |
79.30 |
79.47 |
0.17 |
0.2% |
79.61 |
| Low |
78.12 |
79.15 |
1.03 |
1.3% |
74.31 |
| Close |
79.03 |
79.23 |
0.20 |
0.3% |
79.03 |
| Range |
1.18 |
0.32 |
-0.86 |
-72.9% |
5.30 |
| ATR |
1.94 |
1.83 |
-0.11 |
-5.5% |
0.00 |
| Volume |
2,210 |
1,302 |
-908 |
-41.1% |
13,771 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.24 |
80.06 |
79.41 |
|
| R3 |
79.92 |
79.74 |
79.32 |
|
| R2 |
79.60 |
79.60 |
79.29 |
|
| R1 |
79.42 |
79.42 |
79.26 |
79.35 |
| PP |
79.28 |
79.28 |
79.28 |
79.25 |
| S1 |
79.10 |
79.10 |
79.20 |
79.03 |
| S2 |
78.96 |
78.96 |
79.17 |
|
| S3 |
78.64 |
78.78 |
79.14 |
|
| S4 |
78.32 |
78.46 |
79.05 |
|
|
| 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 |
80.83 |
|
2.618 |
80.31 |
|
1.618 |
79.99 |
|
1.000 |
79.79 |
|
0.618 |
79.67 |
|
HIGH |
79.47 |
|
0.618 |
79.35 |
|
0.500 |
79.31 |
|
0.382 |
79.27 |
|
LOW |
79.15 |
|
0.618 |
78.95 |
|
1.000 |
78.83 |
|
1.618 |
78.63 |
|
2.618 |
78.31 |
|
4.250 |
77.79 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
79.31 |
79.07 |
| PP |
79.28 |
78.92 |
| S1 |
79.26 |
78.76 |
|