NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
74.82 |
75.00 |
0.18 |
0.2% |
75.95 |
| High |
75.42 |
76.62 |
1.20 |
1.6% |
76.62 |
| Low |
74.69 |
75.00 |
0.31 |
0.4% |
71.82 |
| Close |
75.44 |
76.62 |
1.18 |
1.6% |
76.62 |
| Range |
0.73 |
1.62 |
0.89 |
121.9% |
4.80 |
| ATR |
1.52 |
1.52 |
0.01 |
0.5% |
0.00 |
| Volume |
1,168 |
1,337 |
169 |
14.5% |
7,580 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.94 |
80.40 |
77.51 |
|
| R3 |
79.32 |
78.78 |
77.07 |
|
| R2 |
77.70 |
77.70 |
76.92 |
|
| R1 |
77.16 |
77.16 |
76.77 |
77.43 |
| PP |
76.08 |
76.08 |
76.08 |
76.22 |
| S1 |
75.54 |
75.54 |
76.47 |
75.81 |
| S2 |
74.46 |
74.46 |
76.32 |
|
| S3 |
72.84 |
73.92 |
76.17 |
|
| S4 |
71.22 |
72.30 |
75.73 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.42 |
87.82 |
79.26 |
|
| R3 |
84.62 |
83.02 |
77.94 |
|
| R2 |
79.82 |
79.82 |
77.50 |
|
| R1 |
78.22 |
78.22 |
77.06 |
79.02 |
| PP |
75.02 |
75.02 |
75.02 |
75.42 |
| S1 |
73.42 |
73.42 |
76.18 |
74.22 |
| S2 |
70.22 |
70.22 |
75.74 |
|
| S3 |
65.42 |
68.62 |
75.30 |
|
| S4 |
60.62 |
63.82 |
73.98 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.51 |
|
2.618 |
80.86 |
|
1.618 |
79.24 |
|
1.000 |
78.24 |
|
0.618 |
77.62 |
|
HIGH |
76.62 |
|
0.618 |
76.00 |
|
0.500 |
75.81 |
|
0.382 |
75.62 |
|
LOW |
75.00 |
|
0.618 |
74.00 |
|
1.000 |
73.38 |
|
1.618 |
72.38 |
|
2.618 |
70.76 |
|
4.250 |
68.12 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.35 |
75.82 |
| PP |
76.08 |
75.02 |
| S1 |
75.81 |
74.22 |
|