NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
65.03 |
65.40 |
0.37 |
0.6% |
60.80 |
| High |
65.77 |
67.49 |
1.72 |
2.6% |
65.00 |
| Low |
63.76 |
64.40 |
0.64 |
1.0% |
59.30 |
| Close |
65.40 |
67.16 |
1.76 |
2.7% |
64.58 |
| Range |
2.01 |
3.09 |
1.08 |
53.7% |
5.70 |
| ATR |
2.41 |
2.46 |
0.05 |
2.0% |
0.00 |
| Volume |
279,584 |
319,989 |
40,405 |
14.5% |
734,328 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.62 |
74.48 |
68.86 |
|
| R3 |
72.53 |
71.39 |
68.01 |
|
| R2 |
69.44 |
69.44 |
67.73 |
|
| R1 |
68.30 |
68.30 |
67.44 |
68.87 |
| PP |
66.35 |
66.35 |
66.35 |
66.64 |
| S1 |
65.21 |
65.21 |
66.88 |
65.78 |
| S2 |
63.26 |
63.26 |
66.59 |
|
| S3 |
60.17 |
62.12 |
66.31 |
|
| S4 |
57.08 |
59.03 |
65.46 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.06 |
78.02 |
67.72 |
|
| R3 |
74.36 |
72.32 |
66.15 |
|
| R2 |
68.66 |
68.66 |
65.63 |
|
| R1 |
66.62 |
66.62 |
65.10 |
67.64 |
| PP |
62.96 |
62.96 |
62.96 |
63.47 |
| S1 |
60.92 |
60.92 |
64.06 |
61.94 |
| S2 |
57.26 |
57.26 |
63.54 |
|
| S3 |
51.56 |
55.22 |
63.01 |
|
| S4 |
45.86 |
49.52 |
61.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.49 |
62.09 |
5.40 |
8.0% |
2.35 |
3.5% |
94% |
True |
False |
240,887 |
| 10 |
67.49 |
59.30 |
8.19 |
12.2% |
2.26 |
3.4% |
96% |
True |
False |
191,217 |
| 20 |
74.25 |
59.30 |
14.95 |
22.3% |
2.57 |
3.8% |
53% |
False |
False |
135,527 |
| 40 |
74.66 |
59.30 |
15.36 |
22.9% |
2.48 |
3.7% |
51% |
False |
False |
90,551 |
| 60 |
74.66 |
53.57 |
21.09 |
31.4% |
2.36 |
3.5% |
64% |
False |
False |
67,379 |
| 80 |
74.66 |
51.96 |
22.70 |
33.8% |
2.24 |
3.3% |
67% |
False |
False |
53,563 |
| 100 |
74.66 |
47.25 |
27.41 |
40.8% |
2.23 |
3.3% |
73% |
False |
False |
44,636 |
| 120 |
74.66 |
44.19 |
30.47 |
45.4% |
2.23 |
3.3% |
75% |
False |
False |
38,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.62 |
|
2.618 |
75.58 |
|
1.618 |
72.49 |
|
1.000 |
70.58 |
|
0.618 |
69.40 |
|
HIGH |
67.49 |
|
0.618 |
66.31 |
|
0.500 |
65.95 |
|
0.382 |
65.58 |
|
LOW |
64.40 |
|
0.618 |
62.49 |
|
1.000 |
61.31 |
|
1.618 |
59.40 |
|
2.618 |
56.31 |
|
4.250 |
51.27 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.76 |
66.65 |
| PP |
66.35 |
66.14 |
| S1 |
65.95 |
65.63 |
|