NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
70.62 |
72.18 |
1.56 |
2.2% |
65.75 |
| High |
70.62 |
72.35 |
1.73 |
2.4% |
70.62 |
| Low |
70.62 |
71.91 |
1.29 |
1.8% |
65.75 |
| Close |
71.18 |
72.41 |
1.23 |
1.7% |
71.18 |
| Range |
0.00 |
0.44 |
0.44 |
|
4.87 |
| ATR |
|
|
|
|
|
| Volume |
1,348 |
1,101 |
-247 |
-18.3% |
8,475 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.54 |
73.42 |
72.65 |
|
| R3 |
73.10 |
72.98 |
72.53 |
|
| R2 |
72.66 |
72.66 |
72.49 |
|
| R1 |
72.54 |
72.54 |
72.45 |
72.60 |
| PP |
72.22 |
72.22 |
72.22 |
72.26 |
| S1 |
72.10 |
72.10 |
72.37 |
72.16 |
| S2 |
71.78 |
71.78 |
72.33 |
|
| S3 |
71.34 |
71.66 |
72.29 |
|
| S4 |
70.90 |
71.22 |
72.17 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.79 |
82.36 |
73.86 |
|
| R3 |
78.92 |
77.49 |
72.52 |
|
| R2 |
74.05 |
74.05 |
72.07 |
|
| R1 |
72.62 |
72.62 |
71.63 |
73.34 |
| PP |
69.18 |
69.18 |
69.18 |
69.54 |
| S1 |
67.75 |
67.75 |
70.73 |
68.47 |
| S2 |
64.31 |
64.31 |
70.29 |
|
| S3 |
59.44 |
62.88 |
69.84 |
|
| S4 |
54.57 |
58.01 |
68.50 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.22 |
|
2.618 |
73.50 |
|
1.618 |
73.06 |
|
1.000 |
72.79 |
|
0.618 |
72.62 |
|
HIGH |
72.35 |
|
0.618 |
72.18 |
|
0.500 |
72.13 |
|
0.382 |
72.08 |
|
LOW |
71.91 |
|
0.618 |
71.64 |
|
1.000 |
71.47 |
|
1.618 |
71.20 |
|
2.618 |
70.76 |
|
4.250 |
70.04 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.32 |
71.75 |
| PP |
72.22 |
71.09 |
| S1 |
72.13 |
70.43 |
|