NYMEX Light Sweet Crude Oil Future May 2010
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
77.16 |
78.42 |
1.26 |
1.6% |
77.65 |
| High |
77.82 |
78.42 |
0.60 |
0.8% |
79.61 |
| Low |
77.16 |
77.70 |
0.54 |
0.7% |
77.65 |
| Close |
77.49 |
77.77 |
0.28 |
0.4% |
78.10 |
| Range |
0.66 |
0.72 |
0.06 |
9.1% |
1.96 |
| ATR |
1.26 |
1.24 |
-0.02 |
-1.9% |
0.00 |
| Volume |
1,305 |
1,902 |
597 |
45.7% |
11,781 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.12 |
79.67 |
78.17 |
|
| R3 |
79.40 |
78.95 |
77.97 |
|
| R2 |
78.68 |
78.68 |
77.90 |
|
| R1 |
78.23 |
78.23 |
77.84 |
78.10 |
| PP |
77.96 |
77.96 |
77.96 |
77.90 |
| S1 |
77.51 |
77.51 |
77.70 |
77.38 |
| S2 |
77.24 |
77.24 |
77.64 |
|
| S3 |
76.52 |
76.79 |
77.57 |
|
| S4 |
75.80 |
76.07 |
77.37 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.33 |
83.18 |
79.18 |
|
| R3 |
82.37 |
81.22 |
78.64 |
|
| R2 |
80.41 |
80.41 |
78.46 |
|
| R1 |
79.26 |
79.26 |
78.28 |
79.84 |
| PP |
78.45 |
78.45 |
78.45 |
78.74 |
| S1 |
77.30 |
77.30 |
77.92 |
77.88 |
| S2 |
76.49 |
76.49 |
77.74 |
|
| S3 |
74.53 |
75.34 |
77.56 |
|
| S4 |
72.57 |
73.38 |
77.02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.48 |
|
2.618 |
80.30 |
|
1.618 |
79.58 |
|
1.000 |
79.14 |
|
0.618 |
78.86 |
|
HIGH |
78.42 |
|
0.618 |
78.14 |
|
0.500 |
78.06 |
|
0.382 |
77.98 |
|
LOW |
77.70 |
|
0.618 |
77.26 |
|
1.000 |
76.98 |
|
1.618 |
76.54 |
|
2.618 |
75.82 |
|
4.250 |
74.64 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.06 |
77.73 |
| PP |
77.96 |
77.68 |
| S1 |
77.87 |
77.64 |
|