NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
79.42 |
78.82 |
-0.60 |
-0.8% |
74.60 |
| High |
79.47 |
78.91 |
-0.56 |
-0.7% |
79.61 |
| Low |
79.15 |
76.98 |
-2.17 |
-2.7% |
74.31 |
| Close |
79.23 |
77.18 |
-2.05 |
-2.6% |
79.03 |
| Range |
0.32 |
1.93 |
1.61 |
503.1% |
5.30 |
| ATR |
1.83 |
1.86 |
0.03 |
1.6% |
0.00 |
| Volume |
1,302 |
1,494 |
192 |
14.7% |
13,771 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.48 |
82.26 |
78.24 |
|
| R3 |
81.55 |
80.33 |
77.71 |
|
| R2 |
79.62 |
79.62 |
77.53 |
|
| R1 |
78.40 |
78.40 |
77.36 |
78.05 |
| PP |
77.69 |
77.69 |
77.69 |
77.51 |
| S1 |
76.47 |
76.47 |
77.00 |
76.12 |
| S2 |
75.76 |
75.76 |
76.83 |
|
| S3 |
73.83 |
74.54 |
76.65 |
|
| S4 |
71.90 |
72.61 |
76.12 |
|
|
| 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 |
87.11 |
|
2.618 |
83.96 |
|
1.618 |
82.03 |
|
1.000 |
80.84 |
|
0.618 |
80.10 |
|
HIGH |
78.91 |
|
0.618 |
78.17 |
|
0.500 |
77.95 |
|
0.382 |
77.72 |
|
LOW |
76.98 |
|
0.618 |
75.79 |
|
1.000 |
75.05 |
|
1.618 |
73.86 |
|
2.618 |
71.93 |
|
4.250 |
68.78 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
77.95 |
78.23 |
| PP |
77.69 |
77.88 |
| S1 |
77.44 |
77.53 |
|