NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
64.10 |
64.36 |
0.26 |
0.4% |
62.08 |
| High |
64.44 |
66.25 |
1.81 |
2.8% |
66.25 |
| Low |
62.79 |
63.39 |
0.60 |
1.0% |
60.43 |
| Close |
64.33 |
65.85 |
1.52 |
2.4% |
65.85 |
| Range |
1.65 |
2.86 |
1.21 |
73.3% |
5.82 |
| ATR |
2.36 |
2.39 |
0.04 |
1.5% |
0.00 |
| Volume |
46,206 |
41,112 |
-5,094 |
-11.0% |
181,076 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.74 |
72.66 |
67.42 |
|
| R3 |
70.88 |
69.80 |
66.64 |
|
| R2 |
68.02 |
68.02 |
66.37 |
|
| R1 |
66.94 |
66.94 |
66.11 |
67.48 |
| PP |
65.16 |
65.16 |
65.16 |
65.44 |
| S1 |
64.08 |
64.08 |
65.59 |
64.62 |
| S2 |
62.30 |
62.30 |
65.33 |
|
| S3 |
59.44 |
61.22 |
65.06 |
|
| S4 |
56.58 |
58.36 |
64.28 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.64 |
79.56 |
69.05 |
|
| R3 |
75.82 |
73.74 |
67.45 |
|
| R2 |
70.00 |
70.00 |
66.92 |
|
| R1 |
67.92 |
67.92 |
66.38 |
68.96 |
| PP |
64.18 |
64.18 |
64.18 |
64.70 |
| S1 |
62.10 |
62.10 |
65.32 |
63.14 |
| S2 |
58.36 |
58.36 |
64.78 |
|
| S3 |
52.54 |
56.28 |
64.25 |
|
| S4 |
46.72 |
50.46 |
62.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.25 |
60.43 |
5.82 |
8.8% |
2.19 |
3.3% |
93% |
True |
False |
36,215 |
| 10 |
67.30 |
60.43 |
6.87 |
10.4% |
2.23 |
3.4% |
79% |
False |
False |
34,083 |
| 20 |
74.85 |
60.43 |
14.42 |
21.9% |
2.51 |
3.8% |
38% |
False |
False |
26,283 |
| 40 |
75.27 |
60.43 |
14.84 |
22.5% |
2.28 |
3.5% |
37% |
False |
False |
19,949 |
| 60 |
75.27 |
53.00 |
22.27 |
33.8% |
2.07 |
3.1% |
58% |
False |
False |
16,345 |
| 80 |
75.27 |
53.00 |
22.27 |
33.8% |
1.95 |
3.0% |
58% |
False |
False |
13,983 |
| 100 |
75.27 |
46.50 |
28.77 |
43.7% |
1.92 |
2.9% |
67% |
False |
False |
12,412 |
| 120 |
75.27 |
45.06 |
30.21 |
45.9% |
1.84 |
2.8% |
69% |
False |
False |
11,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.41 |
|
2.618 |
73.74 |
|
1.618 |
70.88 |
|
1.000 |
69.11 |
|
0.618 |
68.02 |
|
HIGH |
66.25 |
|
0.618 |
65.16 |
|
0.500 |
64.82 |
|
0.382 |
64.48 |
|
LOW |
63.39 |
|
0.618 |
61.62 |
|
1.000 |
60.53 |
|
1.618 |
58.76 |
|
2.618 |
55.90 |
|
4.250 |
51.24 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
65.51 |
65.27 |
| PP |
65.16 |
64.69 |
| S1 |
64.82 |
64.12 |
|