NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
68.26 |
66.68 |
-1.58 |
-2.3% |
64.37 |
| High |
68.86 |
67.01 |
-1.85 |
-2.7% |
68.20 |
| Low |
66.48 |
62.70 |
-3.78 |
-5.7% |
63.76 |
| Close |
67.23 |
63.35 |
-3.88 |
-5.8% |
68.05 |
| Range |
2.38 |
4.31 |
1.93 |
81.1% |
4.44 |
| ATR |
2.34 |
2.49 |
0.16 |
6.7% |
0.00 |
| Volume |
245,180 |
253,558 |
8,378 |
3.4% |
1,367,751 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.28 |
74.63 |
65.72 |
|
| R3 |
72.97 |
70.32 |
64.54 |
|
| R2 |
68.66 |
68.66 |
64.14 |
|
| R1 |
66.01 |
66.01 |
63.75 |
65.18 |
| PP |
64.35 |
64.35 |
64.35 |
63.94 |
| S1 |
61.70 |
61.70 |
62.95 |
60.87 |
| S2 |
60.04 |
60.04 |
62.56 |
|
| S3 |
55.73 |
57.39 |
62.16 |
|
| S4 |
51.42 |
53.08 |
60.98 |
|
|
| 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 |
62.70 |
6.29 |
9.9% |
2.58 |
4.1% |
10% |
False |
True |
271,524 |
| 10 |
68.99 |
61.45 |
7.54 |
11.9% |
2.34 |
3.7% |
25% |
False |
False |
240,533 |
| 20 |
70.70 |
59.30 |
11.40 |
18.0% |
2.37 |
3.7% |
36% |
False |
False |
174,707 |
| 40 |
74.66 |
59.30 |
15.36 |
24.2% |
2.50 |
3.9% |
26% |
False |
False |
113,739 |
| 60 |
74.66 |
57.70 |
16.96 |
26.8% |
2.39 |
3.8% |
33% |
False |
False |
83,618 |
| 80 |
74.66 |
51.96 |
22.70 |
35.8% |
2.26 |
3.6% |
50% |
False |
False |
65,816 |
| 100 |
74.66 |
47.85 |
26.81 |
42.3% |
2.24 |
3.5% |
58% |
False |
False |
54,569 |
| 120 |
74.66 |
44.19 |
30.47 |
48.1% |
2.26 |
3.6% |
63% |
False |
False |
46,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.33 |
|
2.618 |
78.29 |
|
1.618 |
73.98 |
|
1.000 |
71.32 |
|
0.618 |
69.67 |
|
HIGH |
67.01 |
|
0.618 |
65.36 |
|
0.500 |
64.86 |
|
0.382 |
64.35 |
|
LOW |
62.70 |
|
0.618 |
60.04 |
|
1.000 |
58.39 |
|
1.618 |
55.73 |
|
2.618 |
51.42 |
|
4.250 |
44.38 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
64.86 |
65.85 |
| PP |
64.35 |
65.01 |
| S1 |
63.85 |
64.18 |
|