NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
62.00 |
62.24 |
0.24 |
0.4% |
59.86 |
| High |
62.25 |
63.99 |
1.74 |
2.8% |
63.99 |
| Low |
60.29 |
61.04 |
0.75 |
1.2% |
58.32 |
| Close |
62.02 |
63.56 |
1.54 |
2.5% |
63.56 |
| Range |
1.96 |
2.95 |
0.99 |
50.5% |
5.67 |
| ATR |
2.62 |
2.65 |
0.02 |
0.9% |
0.00 |
| Volume |
279,729 |
250,043 |
-29,686 |
-10.6% |
1,402,371 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.71 |
70.59 |
65.18 |
|
| R3 |
68.76 |
67.64 |
64.37 |
|
| R2 |
65.81 |
65.81 |
64.10 |
|
| R1 |
64.69 |
64.69 |
63.83 |
65.25 |
| PP |
62.86 |
62.86 |
62.86 |
63.15 |
| S1 |
61.74 |
61.74 |
63.29 |
62.30 |
| S2 |
59.91 |
59.91 |
63.02 |
|
| S3 |
56.96 |
58.79 |
62.75 |
|
| S4 |
54.01 |
55.84 |
61.94 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.97 |
76.93 |
66.68 |
|
| R3 |
73.30 |
71.26 |
65.12 |
|
| R2 |
67.63 |
67.63 |
64.60 |
|
| R1 |
65.59 |
65.59 |
64.08 |
66.61 |
| PP |
61.96 |
61.96 |
61.96 |
62.47 |
| S1 |
59.92 |
59.92 |
63.04 |
60.94 |
| S2 |
56.29 |
56.29 |
62.52 |
|
| S3 |
50.62 |
54.25 |
62.00 |
|
| S4 |
44.95 |
48.58 |
60.44 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.99 |
58.32 |
5.67 |
8.9% |
2.38 |
3.8% |
92% |
True |
False |
280,474 |
| 10 |
65.65 |
58.32 |
7.33 |
11.5% |
2.41 |
3.8% |
71% |
False |
False |
281,472 |
| 20 |
73.38 |
58.32 |
15.06 |
23.7% |
2.82 |
4.4% |
35% |
False |
False |
268,324 |
| 40 |
73.90 |
58.32 |
15.58 |
24.5% |
2.52 |
4.0% |
34% |
False |
False |
183,078 |
| 60 |
73.90 |
50.82 |
23.08 |
36.3% |
2.40 |
3.8% |
55% |
False |
False |
134,144 |
| 80 |
73.90 |
50.76 |
23.14 |
36.4% |
2.36 |
3.7% |
55% |
False |
False |
104,288 |
| 100 |
73.90 |
45.00 |
28.90 |
45.5% |
2.37 |
3.7% |
64% |
False |
False |
85,471 |
| 120 |
73.90 |
43.34 |
30.56 |
48.1% |
2.30 |
3.6% |
66% |
False |
False |
72,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.53 |
|
2.618 |
71.71 |
|
1.618 |
68.76 |
|
1.000 |
66.94 |
|
0.618 |
65.81 |
|
HIGH |
63.99 |
|
0.618 |
62.86 |
|
0.500 |
62.52 |
|
0.382 |
62.17 |
|
LOW |
61.04 |
|
0.618 |
59.22 |
|
1.000 |
58.09 |
|
1.618 |
56.27 |
|
2.618 |
53.32 |
|
4.250 |
48.50 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
63.21 |
62.98 |
| PP |
62.86 |
62.40 |
| S1 |
62.52 |
61.82 |
|