NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.62 |
68.05 |
1.43 |
2.1% |
64.37 |
| High |
68.20 |
68.99 |
0.79 |
1.2% |
68.20 |
| Low |
66.46 |
67.60 |
1.14 |
1.7% |
63.76 |
| Close |
68.05 |
68.38 |
0.33 |
0.5% |
68.05 |
| Range |
1.74 |
1.39 |
-0.35 |
-20.1% |
4.44 |
| ATR |
2.40 |
2.33 |
-0.07 |
-3.0% |
0.00 |
| Volume |
321,627 |
217,270 |
-104,357 |
-32.4% |
1,367,751 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.49 |
71.83 |
69.14 |
|
| R3 |
71.10 |
70.44 |
68.76 |
|
| R2 |
69.71 |
69.71 |
68.63 |
|
| R1 |
69.05 |
69.05 |
68.51 |
69.38 |
| PP |
68.32 |
68.32 |
68.32 |
68.49 |
| S1 |
67.66 |
67.66 |
68.25 |
67.99 |
| S2 |
66.93 |
66.93 |
68.13 |
|
| S3 |
65.54 |
66.27 |
68.00 |
|
| S4 |
64.15 |
64.88 |
67.62 |
|
|
| 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 |
68.99 |
63.76 |
5.23 |
7.6% |
2.06 |
3.0% |
88% |
True |
False |
278,634 |
| 10 |
68.99 |
60.02 |
8.97 |
13.1% |
2.14 |
3.1% |
93% |
True |
False |
219,546 |
| 20 |
74.25 |
59.30 |
14.95 |
21.9% |
2.42 |
3.5% |
61% |
False |
False |
157,335 |
| 40 |
74.66 |
59.30 |
15.36 |
22.5% |
2.46 |
3.6% |
59% |
False |
False |
102,701 |
| 60 |
74.66 |
56.43 |
18.23 |
26.7% |
2.34 |
3.4% |
66% |
False |
False |
75,888 |
| 80 |
74.66 |
51.96 |
22.70 |
33.2% |
2.23 |
3.3% |
72% |
False |
False |
59,908 |
| 100 |
74.66 |
47.85 |
26.81 |
39.2% |
2.21 |
3.2% |
77% |
False |
False |
49,821 |
| 120 |
74.66 |
44.19 |
30.47 |
44.6% |
2.25 |
3.3% |
79% |
False |
False |
42,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.90 |
|
2.618 |
72.63 |
|
1.618 |
71.24 |
|
1.000 |
70.38 |
|
0.618 |
69.85 |
|
HIGH |
68.99 |
|
0.618 |
68.46 |
|
0.500 |
68.30 |
|
0.382 |
68.13 |
|
LOW |
67.60 |
|
0.618 |
66.74 |
|
1.000 |
66.21 |
|
1.618 |
65.35 |
|
2.618 |
63.96 |
|
4.250 |
61.69 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.35 |
67.82 |
| PP |
68.32 |
67.26 |
| S1 |
68.30 |
66.70 |
|