NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
62.00 |
64.10 |
2.10 |
3.4% |
67.28 |
| High |
64.16 |
64.44 |
0.28 |
0.4% |
67.30 |
| Low |
61.98 |
62.79 |
0.81 |
1.3% |
60.96 |
| Close |
63.76 |
64.33 |
0.57 |
0.9% |
61.94 |
| Range |
2.18 |
1.65 |
-0.53 |
-24.3% |
6.34 |
| ATR |
2.41 |
2.36 |
-0.05 |
-2.3% |
0.00 |
| Volume |
34,407 |
46,206 |
11,799 |
34.3% |
159,758 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.80 |
68.22 |
65.24 |
|
| R3 |
67.15 |
66.57 |
64.78 |
|
| R2 |
65.50 |
65.50 |
64.63 |
|
| R1 |
64.92 |
64.92 |
64.48 |
65.21 |
| PP |
63.85 |
63.85 |
63.85 |
64.00 |
| S1 |
63.27 |
63.27 |
64.18 |
63.56 |
| S2 |
62.20 |
62.20 |
64.03 |
|
| S3 |
60.55 |
61.62 |
63.88 |
|
| S4 |
58.90 |
59.97 |
63.42 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.42 |
78.52 |
65.43 |
|
| R3 |
76.08 |
72.18 |
63.68 |
|
| R2 |
69.74 |
69.74 |
63.10 |
|
| R1 |
65.84 |
65.84 |
62.52 |
64.62 |
| PP |
63.40 |
63.40 |
63.40 |
62.79 |
| S1 |
59.50 |
59.50 |
61.36 |
58.28 |
| S2 |
57.06 |
57.06 |
60.78 |
|
| S3 |
50.72 |
53.16 |
60.20 |
|
| S4 |
44.38 |
46.82 |
58.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.44 |
60.43 |
4.01 |
6.2% |
2.00 |
3.1% |
97% |
True |
False |
34,479 |
| 10 |
69.06 |
60.43 |
8.63 |
13.4% |
2.09 |
3.2% |
45% |
False |
False |
32,629 |
| 20 |
74.85 |
60.43 |
14.42 |
22.4% |
2.53 |
3.9% |
27% |
False |
False |
24,860 |
| 40 |
75.27 |
60.43 |
14.84 |
23.1% |
2.24 |
3.5% |
26% |
False |
False |
19,188 |
| 60 |
75.27 |
53.00 |
22.27 |
34.6% |
2.04 |
3.2% |
51% |
False |
False |
15,817 |
| 80 |
75.27 |
53.00 |
22.27 |
34.6% |
1.94 |
3.0% |
51% |
False |
False |
13,565 |
| 100 |
75.27 |
46.50 |
28.77 |
44.7% |
1.91 |
3.0% |
62% |
False |
False |
12,075 |
| 120 |
75.27 |
45.06 |
30.21 |
47.0% |
1.82 |
2.8% |
64% |
False |
False |
10,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.45 |
|
2.618 |
68.76 |
|
1.618 |
67.11 |
|
1.000 |
66.09 |
|
0.618 |
65.46 |
|
HIGH |
64.44 |
|
0.618 |
63.81 |
|
0.500 |
63.62 |
|
0.382 |
63.42 |
|
LOW |
62.79 |
|
0.618 |
61.77 |
|
1.000 |
61.14 |
|
1.618 |
60.12 |
|
2.618 |
58.47 |
|
4.250 |
55.78 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
64.09 |
63.82 |
| PP |
63.85 |
63.31 |
| S1 |
63.62 |
62.80 |
|