NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
68.05 |
68.26 |
0.21 |
0.3% |
64.37 |
| High |
68.99 |
68.86 |
-0.13 |
-0.2% |
68.20 |
| Low |
67.60 |
66.48 |
-1.12 |
-1.7% |
63.76 |
| Close |
68.38 |
67.23 |
-1.15 |
-1.7% |
68.05 |
| Range |
1.39 |
2.38 |
0.99 |
71.2% |
4.44 |
| ATR |
2.33 |
2.34 |
0.00 |
0.1% |
0.00 |
| Volume |
217,270 |
245,180 |
27,910 |
12.8% |
1,367,751 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.66 |
73.33 |
68.54 |
|
| R3 |
72.28 |
70.95 |
67.88 |
|
| R2 |
69.90 |
69.90 |
67.67 |
|
| R1 |
68.57 |
68.57 |
67.45 |
68.05 |
| PP |
67.52 |
67.52 |
67.52 |
67.26 |
| S1 |
66.19 |
66.19 |
67.01 |
65.67 |
| S2 |
65.14 |
65.14 |
66.79 |
|
| S3 |
62.76 |
63.81 |
66.58 |
|
| S4 |
60.38 |
61.43 |
65.92 |
|
|
| 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 |
7.8% |
2.12 |
3.2% |
66% |
False |
False |
276,730 |
| 10 |
68.99 |
60.55 |
8.44 |
12.6% |
2.16 |
3.2% |
79% |
False |
False |
230,436 |
| 20 |
72.74 |
59.30 |
13.44 |
20.0% |
2.32 |
3.5% |
59% |
False |
False |
166,845 |
| 40 |
74.66 |
59.30 |
15.36 |
22.8% |
2.48 |
3.7% |
52% |
False |
False |
108,235 |
| 60 |
74.66 |
57.70 |
16.96 |
25.2% |
2.34 |
3.5% |
56% |
False |
False |
79,762 |
| 80 |
74.66 |
51.96 |
22.70 |
33.8% |
2.24 |
3.3% |
67% |
False |
False |
62,783 |
| 100 |
74.66 |
47.85 |
26.81 |
39.9% |
2.22 |
3.3% |
72% |
False |
False |
52,131 |
| 120 |
74.66 |
44.19 |
30.47 |
45.3% |
2.25 |
3.3% |
76% |
False |
False |
44,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.98 |
|
2.618 |
75.09 |
|
1.618 |
72.71 |
|
1.000 |
71.24 |
|
0.618 |
70.33 |
|
HIGH |
68.86 |
|
0.618 |
67.95 |
|
0.500 |
67.67 |
|
0.382 |
67.39 |
|
LOW |
66.48 |
|
0.618 |
65.01 |
|
1.000 |
64.10 |
|
1.618 |
62.63 |
|
2.618 |
60.25 |
|
4.250 |
56.37 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.67 |
67.73 |
| PP |
67.52 |
67.56 |
| S1 |
67.38 |
67.40 |
|