NYMEX Light Sweet Crude Oil Future July 2010
Trading Metrics calculated at close of trading on 28-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
76.08 |
78.12 |
2.04 |
2.7% |
79.42 |
High |
77.76 |
78.17 |
0.41 |
0.5% |
79.47 |
Low |
76.08 |
77.72 |
1.64 |
2.2% |
76.04 |
Close |
77.72 |
77.72 |
0.00 |
0.0% |
77.72 |
Range |
1.68 |
0.45 |
-1.23 |
-73.2% |
3.43 |
ATR |
1.80 |
1.70 |
-0.10 |
-5.4% |
0.00 |
Volume |
1,704 |
1,479 |
-225 |
-13.2% |
9,454 |
|
Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.22 |
78.92 |
77.97 |
|
R3 |
78.77 |
78.47 |
77.84 |
|
R2 |
78.32 |
78.32 |
77.80 |
|
R1 |
78.02 |
78.02 |
77.76 |
77.95 |
PP |
77.87 |
77.87 |
77.87 |
77.83 |
S1 |
77.57 |
77.57 |
77.68 |
77.50 |
S2 |
77.42 |
77.42 |
77.64 |
|
S3 |
76.97 |
77.12 |
77.60 |
|
S4 |
76.52 |
76.67 |
77.47 |
|
|
Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.03 |
86.31 |
79.61 |
|
R3 |
84.60 |
82.88 |
78.66 |
|
R2 |
81.17 |
81.17 |
78.35 |
|
R1 |
79.45 |
79.45 |
78.03 |
78.60 |
PP |
77.74 |
77.74 |
77.74 |
77.32 |
S1 |
76.02 |
76.02 |
77.41 |
75.17 |
S2 |
74.31 |
74.31 |
77.09 |
|
S3 |
70.88 |
72.59 |
76.78 |
|
S4 |
67.45 |
69.16 |
75.83 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.08 |
2.618 |
79.35 |
1.618 |
78.90 |
1.000 |
78.62 |
0.618 |
78.45 |
HIGH |
78.17 |
0.618 |
78.00 |
0.500 |
77.95 |
0.382 |
77.89 |
LOW |
77.72 |
0.618 |
77.44 |
1.000 |
77.27 |
1.618 |
76.99 |
2.618 |
76.54 |
4.250 |
75.81 |
|
|
Fisher Pivots for day following 28-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
77.95 |
77.52 |
PP |
77.87 |
77.31 |
S1 |
77.80 |
77.11 |
|