NYMEX Light Sweet Crude Oil Future August 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 |
63.38 |
64.20 |
0.82 |
1.3% |
59.86 |
| High |
64.90 |
65.53 |
0.63 |
1.0% |
63.99 |
| Low |
63.19 |
63.51 |
0.32 |
0.5% |
58.32 |
| Close |
63.98 |
64.72 |
0.74 |
1.2% |
63.56 |
| Range |
1.71 |
2.02 |
0.31 |
18.1% |
5.67 |
| ATR |
2.58 |
2.54 |
-0.04 |
-1.6% |
0.00 |
| Volume |
186,315 |
125,148 |
-61,167 |
-32.8% |
1,402,371 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.65 |
69.70 |
65.83 |
|
| R3 |
68.63 |
67.68 |
65.28 |
|
| R2 |
66.61 |
66.61 |
65.09 |
|
| R1 |
65.66 |
65.66 |
64.91 |
66.14 |
| PP |
64.59 |
64.59 |
64.59 |
64.82 |
| S1 |
63.64 |
63.64 |
64.53 |
64.12 |
| S2 |
62.57 |
62.57 |
64.35 |
|
| S3 |
60.55 |
61.62 |
64.16 |
|
| S4 |
58.53 |
59.60 |
63.61 |
|
|
| 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 |
65.53 |
59.65 |
5.88 |
9.1% |
2.20 |
3.4% |
86% |
True |
False |
229,436 |
| 10 |
65.53 |
58.32 |
7.21 |
11.1% |
2.29 |
3.5% |
89% |
True |
False |
262,595 |
| 20 |
73.38 |
58.32 |
15.06 |
23.3% |
2.65 |
4.1% |
42% |
False |
False |
262,822 |
| 40 |
73.90 |
58.32 |
15.58 |
24.1% |
2.53 |
3.9% |
41% |
False |
False |
187,390 |
| 60 |
73.90 |
50.82 |
23.08 |
35.7% |
2.40 |
3.7% |
60% |
False |
False |
138,363 |
| 80 |
73.90 |
50.76 |
23.14 |
35.8% |
2.37 |
3.7% |
60% |
False |
False |
107,961 |
| 100 |
73.90 |
45.00 |
28.90 |
44.7% |
2.37 |
3.7% |
68% |
False |
False |
88,388 |
| 120 |
73.90 |
43.34 |
30.56 |
47.2% |
2.30 |
3.5% |
70% |
False |
False |
74,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.12 |
|
2.618 |
70.82 |
|
1.618 |
68.80 |
|
1.000 |
67.55 |
|
0.618 |
66.78 |
|
HIGH |
65.53 |
|
0.618 |
64.76 |
|
0.500 |
64.52 |
|
0.382 |
64.28 |
|
LOW |
63.51 |
|
0.618 |
62.26 |
|
1.000 |
61.49 |
|
1.618 |
60.24 |
|
2.618 |
58.22 |
|
4.250 |
54.93 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
64.65 |
64.24 |
| PP |
64.59 |
63.76 |
| S1 |
64.52 |
63.29 |
|