NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.68 |
62.86 |
-3.82 |
-5.7% |
64.37 |
| High |
67.01 |
67.29 |
0.28 |
0.4% |
68.20 |
| Low |
62.70 |
62.76 |
0.06 |
0.1% |
63.76 |
| Close |
63.35 |
66.94 |
3.59 |
5.7% |
68.05 |
| Range |
4.31 |
4.53 |
0.22 |
5.1% |
4.44 |
| ATR |
2.49 |
2.64 |
0.15 |
5.8% |
0.00 |
| Volume |
253,558 |
342,411 |
88,853 |
35.0% |
1,367,751 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.25 |
77.63 |
69.43 |
|
| R3 |
74.72 |
73.10 |
68.19 |
|
| R2 |
70.19 |
70.19 |
67.77 |
|
| R1 |
68.57 |
68.57 |
67.36 |
69.38 |
| PP |
65.66 |
65.66 |
65.66 |
66.07 |
| S1 |
64.04 |
64.04 |
66.52 |
64.85 |
| S2 |
61.13 |
61.13 |
66.11 |
|
| S3 |
56.60 |
59.51 |
65.69 |
|
| S4 |
52.07 |
54.98 |
64.45 |
|
|
| 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 |
9.4% |
2.87 |
4.3% |
67% |
False |
False |
276,009 |
| 10 |
68.99 |
62.09 |
6.90 |
10.3% |
2.61 |
3.9% |
70% |
False |
False |
258,448 |
| 20 |
68.99 |
59.30 |
9.69 |
14.5% |
2.43 |
3.6% |
79% |
False |
False |
187,809 |
| 40 |
74.66 |
59.30 |
15.36 |
22.9% |
2.52 |
3.8% |
50% |
False |
False |
120,846 |
| 60 |
74.66 |
58.36 |
16.30 |
24.4% |
2.43 |
3.6% |
53% |
False |
False |
89,069 |
| 80 |
74.66 |
51.96 |
22.70 |
33.9% |
2.30 |
3.4% |
66% |
False |
False |
69,978 |
| 100 |
74.66 |
47.85 |
26.81 |
40.1% |
2.26 |
3.4% |
71% |
False |
False |
57,867 |
| 120 |
74.66 |
44.19 |
30.47 |
45.5% |
2.29 |
3.4% |
75% |
False |
False |
49,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.54 |
|
2.618 |
79.15 |
|
1.618 |
74.62 |
|
1.000 |
71.82 |
|
0.618 |
70.09 |
|
HIGH |
67.29 |
|
0.618 |
65.56 |
|
0.500 |
65.03 |
|
0.382 |
64.49 |
|
LOW |
62.76 |
|
0.618 |
59.96 |
|
1.000 |
58.23 |
|
1.618 |
55.43 |
|
2.618 |
50.90 |
|
4.250 |
43.51 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.30 |
66.55 |
| PP |
65.66 |
66.17 |
| S1 |
65.03 |
65.78 |
|