NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
60.14 |
59.79 |
-0.35 |
-0.6% |
65.54 |
| High |
61.46 |
62.00 |
0.54 |
0.9% |
65.65 |
| Low |
59.15 |
59.65 |
0.50 |
0.8% |
58.72 |
| Close |
59.52 |
61.54 |
2.02 |
3.4% |
59.89 |
| Range |
2.31 |
2.35 |
0.04 |
1.7% |
6.93 |
| ATR |
2.69 |
2.68 |
-0.02 |
-0.6% |
0.00 |
| Volume |
301,907 |
305,947 |
4,040 |
1.3% |
1,412,352 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.11 |
67.18 |
62.83 |
|
| R3 |
65.76 |
64.83 |
62.19 |
|
| R2 |
63.41 |
63.41 |
61.97 |
|
| R1 |
62.48 |
62.48 |
61.76 |
62.95 |
| PP |
61.06 |
61.06 |
61.06 |
61.30 |
| S1 |
60.13 |
60.13 |
61.32 |
60.60 |
| S2 |
58.71 |
58.71 |
61.11 |
|
| S3 |
56.36 |
57.78 |
60.89 |
|
| S4 |
54.01 |
55.43 |
60.25 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.21 |
77.98 |
63.70 |
|
| R3 |
75.28 |
71.05 |
61.80 |
|
| R2 |
68.35 |
68.35 |
61.16 |
|
| R1 |
64.12 |
64.12 |
60.53 |
62.77 |
| PP |
61.42 |
61.42 |
61.42 |
60.75 |
| S1 |
57.19 |
57.19 |
59.25 |
55.84 |
| S2 |
54.49 |
54.49 |
58.62 |
|
| S3 |
47.56 |
50.26 |
57.98 |
|
| S4 |
40.63 |
43.33 |
56.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.00 |
58.32 |
3.68 |
6.0% |
2.31 |
3.8% |
88% |
True |
False |
304,471 |
| 10 |
71.85 |
58.32 |
13.53 |
22.0% |
2.60 |
4.2% |
24% |
False |
False |
292,113 |
| 20 |
73.38 |
58.32 |
15.06 |
24.5% |
2.77 |
4.5% |
21% |
False |
False |
255,080 |
| 40 |
73.90 |
58.32 |
15.58 |
25.3% |
2.50 |
4.1% |
21% |
False |
False |
172,132 |
| 60 |
73.90 |
50.76 |
23.14 |
37.6% |
2.38 |
3.9% |
47% |
False |
False |
126,082 |
| 80 |
73.90 |
50.76 |
23.14 |
37.6% |
2.34 |
3.8% |
47% |
False |
False |
97,867 |
| 100 |
73.90 |
44.00 |
29.90 |
48.6% |
2.36 |
3.8% |
59% |
False |
False |
80,331 |
| 120 |
73.90 |
43.34 |
30.56 |
49.7% |
2.31 |
3.8% |
60% |
False |
False |
68,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.99 |
|
2.618 |
68.15 |
|
1.618 |
65.80 |
|
1.000 |
64.35 |
|
0.618 |
63.45 |
|
HIGH |
62.00 |
|
0.618 |
61.10 |
|
0.500 |
60.83 |
|
0.382 |
60.55 |
|
LOW |
59.65 |
|
0.618 |
58.20 |
|
1.000 |
57.30 |
|
1.618 |
55.85 |
|
2.618 |
53.50 |
|
4.250 |
49.66 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
61.30 |
61.08 |
| PP |
61.06 |
60.62 |
| S1 |
60.83 |
60.16 |
|