NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
64.37 |
65.36 |
0.99 |
1.5% |
60.80 |
| High |
65.90 |
66.68 |
0.78 |
1.2% |
65.00 |
| Low |
64.20 |
64.62 |
0.42 |
0.7% |
59.30 |
| Close |
65.29 |
65.61 |
0.32 |
0.5% |
64.58 |
| Range |
1.70 |
2.06 |
0.36 |
21.2% |
5.70 |
| ATR |
2.47 |
2.44 |
-0.03 |
-1.2% |
0.00 |
| Volume |
191,848 |
254,703 |
62,855 |
32.8% |
734,328 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.82 |
70.77 |
66.74 |
|
| R3 |
69.76 |
68.71 |
66.18 |
|
| R2 |
67.70 |
67.70 |
65.99 |
|
| R1 |
66.65 |
66.65 |
65.80 |
67.18 |
| PP |
65.64 |
65.64 |
65.64 |
65.90 |
| S1 |
64.59 |
64.59 |
65.42 |
65.12 |
| S2 |
63.58 |
63.58 |
65.23 |
|
| S3 |
61.52 |
62.53 |
65.04 |
|
| S4 |
59.46 |
60.47 |
64.48 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.06 |
78.02 |
67.72 |
|
| R3 |
74.36 |
72.32 |
66.15 |
|
| R2 |
68.66 |
68.66 |
65.63 |
|
| R1 |
66.62 |
66.62 |
65.10 |
67.64 |
| PP |
62.96 |
62.96 |
62.96 |
63.47 |
| S1 |
60.92 |
60.92 |
64.06 |
61.94 |
| S2 |
57.26 |
57.26 |
63.54 |
|
| S3 |
51.56 |
55.22 |
63.01 |
|
| S4 |
45.86 |
49.52 |
61.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.68 |
60.55 |
6.13 |
9.3% |
2.19 |
3.3% |
83% |
True |
False |
184,142 |
| 10 |
66.68 |
59.30 |
7.38 |
11.2% |
2.25 |
3.4% |
86% |
True |
False |
153,356 |
| 20 |
74.25 |
59.30 |
14.95 |
22.8% |
2.54 |
3.9% |
42% |
False |
False |
110,437 |
| 40 |
74.66 |
59.30 |
15.36 |
23.4% |
2.46 |
3.8% |
41% |
False |
False |
76,927 |
| 60 |
74.66 |
52.24 |
22.42 |
34.2% |
2.32 |
3.5% |
60% |
False |
False |
57,752 |
| 80 |
74.66 |
51.96 |
22.70 |
34.6% |
2.24 |
3.4% |
60% |
False |
False |
46,230 |
| 100 |
74.66 |
45.78 |
28.88 |
44.0% |
2.25 |
3.4% |
69% |
False |
False |
38,783 |
| 120 |
74.66 |
44.19 |
30.47 |
46.4% |
2.22 |
3.4% |
70% |
False |
False |
33,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.44 |
|
2.618 |
72.07 |
|
1.618 |
70.01 |
|
1.000 |
68.74 |
|
0.618 |
67.95 |
|
HIGH |
66.68 |
|
0.618 |
65.89 |
|
0.500 |
65.65 |
|
0.382 |
65.41 |
|
LOW |
64.62 |
|
0.618 |
63.35 |
|
1.000 |
62.56 |
|
1.618 |
61.29 |
|
2.618 |
59.23 |
|
4.250 |
55.87 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
65.65 |
65.20 |
| PP |
65.64 |
64.79 |
| S1 |
65.62 |
64.39 |
|