NYMEX Light Sweet Crude Oil Future September 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 |
61.00 |
60.68 |
-0.32 |
-0.5% |
66.60 |
| High |
62.21 |
63.04 |
0.83 |
1.3% |
66.60 |
| Low |
60.02 |
60.55 |
0.53 |
0.9% |
59.82 |
| Close |
60.39 |
62.58 |
2.19 |
3.6% |
60.88 |
| Range |
2.19 |
2.49 |
0.30 |
13.7% |
6.78 |
| ATR |
2.54 |
2.55 |
0.01 |
0.3% |
0.00 |
| Volume |
136,286 |
152,586 |
16,300 |
12.0% |
515,305 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.53 |
68.54 |
63.95 |
|
| R3 |
67.04 |
66.05 |
63.26 |
|
| R2 |
64.55 |
64.55 |
63.04 |
|
| R1 |
63.56 |
63.56 |
62.81 |
64.06 |
| PP |
62.06 |
62.06 |
62.06 |
62.30 |
| S1 |
61.07 |
61.07 |
62.35 |
61.57 |
| S2 |
59.57 |
59.57 |
62.12 |
|
| S3 |
57.08 |
58.58 |
61.90 |
|
| S4 |
54.59 |
56.09 |
61.21 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.77 |
78.61 |
64.61 |
|
| R3 |
75.99 |
71.83 |
62.74 |
|
| R2 |
69.21 |
69.21 |
62.12 |
|
| R1 |
65.05 |
65.05 |
61.50 |
63.74 |
| PP |
62.43 |
62.43 |
62.43 |
61.78 |
| S1 |
58.27 |
58.27 |
60.26 |
56.96 |
| S2 |
55.65 |
55.65 |
59.64 |
|
| S3 |
48.87 |
51.49 |
59.02 |
|
| S4 |
42.09 |
44.71 |
57.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.04 |
59.30 |
3.74 |
6.0% |
2.28 |
3.6% |
88% |
True |
False |
135,818 |
| 10 |
70.70 |
59.30 |
11.40 |
18.2% |
2.41 |
3.9% |
29% |
False |
False |
108,882 |
| 20 |
74.25 |
59.30 |
14.95 |
23.9% |
2.70 |
4.3% |
22% |
False |
False |
82,712 |
| 40 |
74.66 |
59.30 |
15.36 |
24.5% |
2.45 |
3.9% |
21% |
False |
False |
60,200 |
| 60 |
74.66 |
51.96 |
22.70 |
36.3% |
2.31 |
3.7% |
47% |
False |
False |
45,970 |
| 80 |
74.66 |
51.96 |
22.70 |
36.3% |
2.20 |
3.5% |
47% |
False |
False |
37,010 |
| 100 |
74.66 |
45.78 |
28.88 |
46.1% |
2.25 |
3.6% |
58% |
False |
False |
31,459 |
| 120 |
74.66 |
44.19 |
30.47 |
48.7% |
2.21 |
3.5% |
60% |
False |
False |
27,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.62 |
|
2.618 |
69.56 |
|
1.618 |
67.07 |
|
1.000 |
65.53 |
|
0.618 |
64.58 |
|
HIGH |
63.04 |
|
0.618 |
62.09 |
|
0.500 |
61.80 |
|
0.382 |
61.50 |
|
LOW |
60.55 |
|
0.618 |
59.01 |
|
1.000 |
58.06 |
|
1.618 |
56.52 |
|
2.618 |
54.03 |
|
4.250 |
49.97 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.32 |
62.11 |
| PP |
62.06 |
61.64 |
| S1 |
61.80 |
61.17 |
|