NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
62.24 |
63.38 |
1.14 |
1.8% |
59.86 |
| High |
63.99 |
64.90 |
0.91 |
1.4% |
63.99 |
| Low |
61.04 |
63.19 |
2.15 |
3.5% |
58.32 |
| Close |
63.56 |
63.98 |
0.42 |
0.7% |
63.56 |
| Range |
2.95 |
1.71 |
-1.24 |
-42.0% |
5.67 |
| ATR |
2.65 |
2.58 |
-0.07 |
-2.5% |
0.00 |
| Volume |
250,043 |
186,315 |
-63,728 |
-25.5% |
1,402,371 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.15 |
68.28 |
64.92 |
|
| R3 |
67.44 |
66.57 |
64.45 |
|
| R2 |
65.73 |
65.73 |
64.29 |
|
| R1 |
64.86 |
64.86 |
64.14 |
65.30 |
| PP |
64.02 |
64.02 |
64.02 |
64.24 |
| S1 |
63.15 |
63.15 |
63.82 |
63.59 |
| S2 |
62.31 |
62.31 |
63.67 |
|
| S3 |
60.60 |
61.44 |
63.51 |
|
| S4 |
58.89 |
59.73 |
63.04 |
|
|
| 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 |
64.90 |
59.15 |
5.75 |
9.0% |
2.26 |
3.5% |
84% |
True |
False |
264,788 |
| 10 |
64.91 |
58.32 |
6.59 |
10.3% |
2.35 |
3.7% |
86% |
False |
False |
275,778 |
| 20 |
73.38 |
58.32 |
15.06 |
23.5% |
2.73 |
4.3% |
38% |
False |
False |
270,117 |
| 40 |
73.90 |
58.32 |
15.58 |
24.4% |
2.51 |
3.9% |
36% |
False |
False |
185,777 |
| 60 |
73.90 |
50.82 |
23.08 |
36.1% |
2.41 |
3.8% |
57% |
False |
False |
136,710 |
| 80 |
73.90 |
50.76 |
23.14 |
36.2% |
2.37 |
3.7% |
57% |
False |
False |
106,502 |
| 100 |
73.90 |
45.00 |
28.90 |
45.2% |
2.37 |
3.7% |
66% |
False |
False |
87,238 |
| 120 |
73.90 |
43.34 |
30.56 |
47.8% |
2.30 |
3.6% |
68% |
False |
False |
73,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.17 |
|
2.618 |
69.38 |
|
1.618 |
67.67 |
|
1.000 |
66.61 |
|
0.618 |
65.96 |
|
HIGH |
64.90 |
|
0.618 |
64.25 |
|
0.500 |
64.05 |
|
0.382 |
63.84 |
|
LOW |
63.19 |
|
0.618 |
62.13 |
|
1.000 |
61.48 |
|
1.618 |
60.42 |
|
2.618 |
58.71 |
|
4.250 |
55.92 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
64.05 |
63.52 |
| PP |
64.02 |
63.06 |
| S1 |
64.00 |
62.60 |
|