NYMEX Light Sweet Crude Oil Future July 2010
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
76.55 |
74.67 |
-1.88 |
-2.5% |
73.68 |
| High |
76.79 |
74.71 |
-2.08 |
-2.7% |
76.87 |
| Low |
76.25 |
73.54 |
-2.71 |
-3.6% |
72.94 |
| Close |
76.47 |
73.86 |
-2.61 |
-3.4% |
76.47 |
| Range |
0.54 |
1.17 |
0.63 |
116.7% |
3.93 |
| ATR |
1.62 |
1.71 |
0.09 |
5.8% |
0.00 |
| Volume |
749 |
1,475 |
726 |
96.9% |
10,439 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.55 |
76.87 |
74.50 |
|
| R3 |
76.38 |
75.70 |
74.18 |
|
| R2 |
75.21 |
75.21 |
74.07 |
|
| R1 |
74.53 |
74.53 |
73.97 |
74.29 |
| PP |
74.04 |
74.04 |
74.04 |
73.91 |
| S1 |
73.36 |
73.36 |
73.75 |
73.12 |
| S2 |
72.87 |
72.87 |
73.65 |
|
| S3 |
71.70 |
72.19 |
73.54 |
|
| S4 |
70.53 |
71.02 |
73.22 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.22 |
85.77 |
78.63 |
|
| R3 |
83.29 |
81.84 |
77.55 |
|
| R2 |
79.36 |
79.36 |
77.19 |
|
| R1 |
77.91 |
77.91 |
76.83 |
78.64 |
| PP |
75.43 |
75.43 |
75.43 |
75.79 |
| S1 |
73.98 |
73.98 |
76.11 |
74.71 |
| S2 |
71.50 |
71.50 |
75.75 |
|
| S3 |
67.57 |
70.05 |
75.39 |
|
| S4 |
63.64 |
66.12 |
74.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.68 |
|
2.618 |
77.77 |
|
1.618 |
76.60 |
|
1.000 |
75.88 |
|
0.618 |
75.43 |
|
HIGH |
74.71 |
|
0.618 |
74.26 |
|
0.500 |
74.13 |
|
0.382 |
73.99 |
|
LOW |
73.54 |
|
0.618 |
72.82 |
|
1.000 |
72.37 |
|
1.618 |
71.65 |
|
2.618 |
70.48 |
|
4.250 |
68.57 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.13 |
75.21 |
| PP |
74.04 |
74.76 |
| S1 |
73.95 |
74.31 |
|