NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
74.79 |
76.20 |
1.41 |
1.9% |
73.12 |
| High |
76.40 |
76.87 |
0.47 |
0.6% |
76.10 |
| Low |
74.79 |
76.01 |
1.22 |
1.6% |
72.87 |
| Close |
76.39 |
76.75 |
0.36 |
0.5% |
73.62 |
| Range |
1.61 |
0.86 |
-0.75 |
-46.6% |
3.23 |
| ATR |
1.77 |
1.70 |
-0.06 |
-3.7% |
0.00 |
| Volume |
2,448 |
2,477 |
29 |
1.2% |
18,188 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.12 |
78.80 |
77.22 |
|
| R3 |
78.26 |
77.94 |
76.99 |
|
| R2 |
77.40 |
77.40 |
76.91 |
|
| R1 |
77.08 |
77.08 |
76.83 |
77.24 |
| PP |
76.54 |
76.54 |
76.54 |
76.63 |
| S1 |
76.22 |
76.22 |
76.67 |
76.38 |
| S2 |
75.68 |
75.68 |
76.59 |
|
| S3 |
74.82 |
75.36 |
76.51 |
|
| S4 |
73.96 |
74.50 |
76.28 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.89 |
81.98 |
75.40 |
|
| R3 |
80.66 |
78.75 |
74.51 |
|
| R2 |
77.43 |
77.43 |
74.21 |
|
| R1 |
75.52 |
75.52 |
73.92 |
76.48 |
| PP |
74.20 |
74.20 |
74.20 |
74.67 |
| S1 |
72.29 |
72.29 |
73.32 |
73.25 |
| S2 |
70.97 |
70.97 |
73.03 |
|
| S3 |
67.74 |
69.06 |
72.73 |
|
| S4 |
64.51 |
65.83 |
71.84 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.53 |
|
2.618 |
79.12 |
|
1.618 |
78.26 |
|
1.000 |
77.73 |
|
0.618 |
77.40 |
|
HIGH |
76.87 |
|
0.618 |
76.54 |
|
0.500 |
76.44 |
|
0.382 |
76.34 |
|
LOW |
76.01 |
|
0.618 |
75.48 |
|
1.000 |
75.15 |
|
1.618 |
74.62 |
|
2.618 |
73.76 |
|
4.250 |
72.36 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.65 |
76.17 |
| PP |
76.54 |
75.59 |
| S1 |
76.44 |
75.01 |
|