NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 26-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
78.82 |
76.04 |
-2.78 |
-3.5% |
74.60 |
High |
78.91 |
76.93 |
-1.98 |
-2.5% |
79.61 |
Low |
76.98 |
76.04 |
-0.94 |
-1.2% |
74.31 |
Close |
77.18 |
76.93 |
-0.25 |
-0.3% |
79.03 |
Range |
1.93 |
0.89 |
-1.04 |
-53.9% |
5.30 |
ATR |
1.86 |
1.81 |
-0.05 |
-2.8% |
0.00 |
Volume |
1,494 |
3,475 |
1,981 |
132.6% |
13,771 |
|
Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.30 |
79.01 |
77.42 |
|
R3 |
78.41 |
78.12 |
77.17 |
|
R2 |
77.52 |
77.52 |
77.09 |
|
R1 |
77.23 |
77.23 |
77.01 |
77.38 |
PP |
76.63 |
76.63 |
76.63 |
76.71 |
S1 |
76.34 |
76.34 |
76.85 |
76.49 |
S2 |
75.74 |
75.74 |
76.77 |
|
S3 |
74.85 |
75.45 |
76.69 |
|
S4 |
73.96 |
74.56 |
76.44 |
|
|
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 |
80.71 |
2.618 |
79.26 |
1.618 |
78.37 |
1.000 |
77.82 |
0.618 |
77.48 |
HIGH |
76.93 |
0.618 |
76.59 |
0.500 |
76.49 |
0.382 |
76.38 |
LOW |
76.04 |
0.618 |
75.49 |
1.000 |
75.15 |
1.618 |
74.60 |
2.618 |
73.71 |
4.250 |
72.26 |
|
|
Fisher Pivots for day following 26-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
76.78 |
77.76 |
PP |
76.63 |
77.48 |
S1 |
76.49 |
77.21 |
|