NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
62.86 |
66.69 |
3.83 |
6.1% |
68.05 |
| High |
67.29 |
69.74 |
2.45 |
3.6% |
69.74 |
| Low |
62.76 |
64.96 |
2.20 |
3.5% |
62.70 |
| Close |
66.94 |
69.45 |
2.51 |
3.7% |
69.45 |
| Range |
4.53 |
4.78 |
0.25 |
5.5% |
7.04 |
| ATR |
2.64 |
2.79 |
0.15 |
5.8% |
0.00 |
| Volume |
342,411 |
344,216 |
1,805 |
0.5% |
1,402,635 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.39 |
80.70 |
72.08 |
|
| R3 |
77.61 |
75.92 |
70.76 |
|
| R2 |
72.83 |
72.83 |
70.33 |
|
| R1 |
71.14 |
71.14 |
69.89 |
71.99 |
| PP |
68.05 |
68.05 |
68.05 |
68.47 |
| S1 |
66.36 |
66.36 |
69.01 |
67.21 |
| S2 |
63.27 |
63.27 |
68.57 |
|
| S3 |
58.49 |
61.58 |
68.14 |
|
| S4 |
53.71 |
56.80 |
66.82 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.42 |
85.97 |
73.32 |
|
| R3 |
81.38 |
78.93 |
71.39 |
|
| R2 |
74.34 |
74.34 |
70.74 |
|
| R1 |
71.89 |
71.89 |
70.10 |
73.12 |
| PP |
67.30 |
67.30 |
67.30 |
67.91 |
| S1 |
64.85 |
64.85 |
68.80 |
66.08 |
| S2 |
60.26 |
60.26 |
68.16 |
|
| S3 |
53.22 |
57.81 |
67.51 |
|
| S4 |
46.18 |
50.77 |
65.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.74 |
62.70 |
7.04 |
10.1% |
3.48 |
5.0% |
96% |
True |
False |
280,527 |
| 10 |
69.74 |
62.70 |
7.04 |
10.1% |
2.80 |
4.0% |
96% |
True |
False |
277,038 |
| 20 |
69.74 |
59.30 |
10.44 |
15.0% |
2.58 |
3.7% |
97% |
True |
False |
201,000 |
| 40 |
74.66 |
59.30 |
15.36 |
22.1% |
2.58 |
3.7% |
66% |
False |
False |
128,361 |
| 60 |
74.66 |
58.36 |
16.30 |
23.5% |
2.47 |
3.5% |
68% |
False |
False |
94,328 |
| 80 |
74.66 |
51.96 |
22.70 |
32.7% |
2.32 |
3.3% |
77% |
False |
False |
74,091 |
| 100 |
74.66 |
47.99 |
26.67 |
38.4% |
2.28 |
3.3% |
80% |
False |
False |
61,220 |
| 120 |
74.66 |
44.19 |
30.47 |
43.9% |
2.30 |
3.3% |
83% |
False |
False |
52,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.06 |
|
2.618 |
82.25 |
|
1.618 |
77.47 |
|
1.000 |
74.52 |
|
0.618 |
72.69 |
|
HIGH |
69.74 |
|
0.618 |
67.91 |
|
0.500 |
67.35 |
|
0.382 |
66.79 |
|
LOW |
64.96 |
|
0.618 |
62.01 |
|
1.000 |
60.18 |
|
1.618 |
57.23 |
|
2.618 |
52.45 |
|
4.250 |
44.65 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.75 |
68.37 |
| PP |
68.05 |
67.30 |
| S1 |
67.35 |
66.22 |
|