NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
65.40 |
66.62 |
1.22 |
1.9% |
64.37 |
| High |
67.49 |
68.20 |
0.71 |
1.1% |
68.20 |
| Low |
64.40 |
66.46 |
2.06 |
3.2% |
63.76 |
| Close |
67.16 |
68.05 |
0.89 |
1.3% |
68.05 |
| Range |
3.09 |
1.74 |
-1.35 |
-43.7% |
4.44 |
| ATR |
2.46 |
2.40 |
-0.05 |
-2.1% |
0.00 |
| Volume |
319,989 |
321,627 |
1,638 |
0.5% |
1,367,751 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.79 |
72.16 |
69.01 |
|
| R3 |
71.05 |
70.42 |
68.53 |
|
| R2 |
69.31 |
69.31 |
68.37 |
|
| R1 |
68.68 |
68.68 |
68.21 |
69.00 |
| PP |
67.57 |
67.57 |
67.57 |
67.73 |
| S1 |
66.94 |
66.94 |
67.89 |
67.26 |
| S2 |
65.83 |
65.83 |
67.73 |
|
| S3 |
64.09 |
65.20 |
67.57 |
|
| S4 |
62.35 |
63.46 |
67.09 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.99 |
78.46 |
70.49 |
|
| R3 |
75.55 |
74.02 |
69.27 |
|
| R2 |
71.11 |
71.11 |
68.86 |
|
| R1 |
69.58 |
69.58 |
68.46 |
70.35 |
| PP |
66.67 |
66.67 |
66.67 |
67.05 |
| S1 |
65.14 |
65.14 |
67.64 |
65.91 |
| S2 |
62.23 |
62.23 |
67.24 |
|
| S3 |
57.79 |
60.70 |
66.83 |
|
| S4 |
53.35 |
56.26 |
65.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.20 |
63.76 |
4.44 |
6.5% |
2.12 |
3.1% |
97% |
True |
False |
273,550 |
| 10 |
68.20 |
59.30 |
8.90 |
13.1% |
2.23 |
3.3% |
98% |
True |
False |
210,207 |
| 20 |
74.25 |
59.30 |
14.95 |
22.0% |
2.53 |
3.7% |
59% |
False |
False |
148,509 |
| 40 |
74.66 |
59.30 |
15.36 |
22.6% |
2.48 |
3.6% |
57% |
False |
False |
97,774 |
| 60 |
74.66 |
53.76 |
20.90 |
30.7% |
2.37 |
3.5% |
68% |
False |
False |
72,469 |
| 80 |
74.66 |
51.96 |
22.70 |
33.4% |
2.25 |
3.3% |
71% |
False |
False |
57,352 |
| 100 |
74.66 |
47.85 |
26.81 |
39.4% |
2.22 |
3.3% |
75% |
False |
False |
47,750 |
| 120 |
74.66 |
44.19 |
30.47 |
44.8% |
2.24 |
3.3% |
78% |
False |
False |
40,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.60 |
|
2.618 |
72.76 |
|
1.618 |
71.02 |
|
1.000 |
69.94 |
|
0.618 |
69.28 |
|
HIGH |
68.20 |
|
0.618 |
67.54 |
|
0.500 |
67.33 |
|
0.382 |
67.12 |
|
LOW |
66.46 |
|
0.618 |
65.38 |
|
1.000 |
64.72 |
|
1.618 |
63.64 |
|
2.618 |
61.90 |
|
4.250 |
59.07 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.81 |
67.36 |
| PP |
67.57 |
66.67 |
| S1 |
67.33 |
65.98 |
|