NYMEX Light Sweet Crude Oil Future August 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
74.90 |
75.60 |
0.70 |
0.9% |
74.04 |
High |
74.90 |
75.60 |
0.70 |
0.9% |
77.10 |
Low |
73.89 |
75.40 |
1.51 |
2.0% |
73.62 |
Close |
74.17 |
75.77 |
1.60 |
2.2% |
76.77 |
Range |
1.01 |
0.20 |
-0.81 |
-80.2% |
3.48 |
ATR |
1.08 |
1.10 |
0.03 |
2.3% |
0.00 |
Volume |
883 |
1,352 |
469 |
53.1% |
6,109 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.19 |
76.18 |
75.88 |
|
R3 |
75.99 |
75.98 |
75.83 |
|
R2 |
75.79 |
75.79 |
75.81 |
|
R1 |
75.78 |
75.78 |
75.79 |
75.79 |
PP |
75.59 |
75.59 |
75.59 |
75.59 |
S1 |
75.58 |
75.58 |
75.75 |
75.59 |
S2 |
75.39 |
75.39 |
75.73 |
|
S3 |
75.19 |
75.38 |
75.72 |
|
S4 |
74.99 |
75.18 |
75.66 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.27 |
85.00 |
78.68 |
|
R3 |
82.79 |
81.52 |
77.73 |
|
R2 |
79.31 |
79.31 |
77.41 |
|
R1 |
78.04 |
78.04 |
77.09 |
78.68 |
PP |
75.83 |
75.83 |
75.83 |
76.15 |
S1 |
74.56 |
74.56 |
76.45 |
75.20 |
S2 |
72.35 |
72.35 |
76.13 |
|
S3 |
68.87 |
71.08 |
75.81 |
|
S4 |
65.39 |
67.60 |
74.86 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.45 |
2.618 |
76.12 |
1.618 |
75.92 |
1.000 |
75.80 |
0.618 |
75.72 |
HIGH |
75.60 |
0.618 |
75.52 |
0.500 |
75.50 |
0.382 |
75.48 |
LOW |
75.40 |
0.618 |
75.28 |
1.000 |
75.20 |
1.618 |
75.08 |
2.618 |
74.88 |
4.250 |
74.55 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
75.68 |
75.61 |
PP |
75.59 |
75.45 |
S1 |
75.50 |
75.30 |
|