NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
65.85 |
66.91 |
1.06 |
1.6% |
62.08 |
| High |
67.16 |
68.11 |
0.95 |
1.4% |
66.25 |
| Low |
65.50 |
66.02 |
0.52 |
0.8% |
60.43 |
| Close |
66.77 |
66.97 |
0.20 |
0.3% |
65.85 |
| Range |
1.66 |
2.09 |
0.43 |
25.9% |
5.82 |
| ATR |
2.34 |
2.32 |
-0.02 |
-0.8% |
0.00 |
| Volume |
40,387 |
53,304 |
12,917 |
32.0% |
181,076 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.30 |
72.23 |
68.12 |
|
| R3 |
71.21 |
70.14 |
67.54 |
|
| R2 |
69.12 |
69.12 |
67.35 |
|
| R1 |
68.05 |
68.05 |
67.16 |
68.59 |
| PP |
67.03 |
67.03 |
67.03 |
67.30 |
| S1 |
65.96 |
65.96 |
66.78 |
66.50 |
| S2 |
64.94 |
64.94 |
66.59 |
|
| S3 |
62.85 |
63.87 |
66.40 |
|
| S4 |
60.76 |
61.78 |
65.82 |
|
|
| 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 |
68.11 |
61.98 |
6.13 |
9.2% |
2.09 |
3.1% |
81% |
True |
False |
43,083 |
| 10 |
68.11 |
60.43 |
7.68 |
11.5% |
2.14 |
3.2% |
85% |
True |
False |
37,763 |
| 20 |
74.85 |
60.43 |
14.42 |
21.5% |
2.39 |
3.6% |
45% |
False |
False |
29,451 |
| 40 |
75.27 |
60.43 |
14.84 |
22.2% |
2.28 |
3.4% |
44% |
False |
False |
21,918 |
| 60 |
75.27 |
53.25 |
22.02 |
32.9% |
2.08 |
3.1% |
62% |
False |
False |
17,658 |
| 80 |
75.27 |
53.00 |
22.27 |
33.3% |
1.97 |
2.9% |
63% |
False |
False |
15,035 |
| 100 |
75.27 |
46.50 |
28.77 |
43.0% |
1.92 |
2.9% |
71% |
False |
False |
13,218 |
| 120 |
75.27 |
45.06 |
30.21 |
45.1% |
1.85 |
2.8% |
73% |
False |
False |
11,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.99 |
|
2.618 |
73.58 |
|
1.618 |
71.49 |
|
1.000 |
70.20 |
|
0.618 |
69.40 |
|
HIGH |
68.11 |
|
0.618 |
67.31 |
|
0.500 |
67.07 |
|
0.382 |
66.82 |
|
LOW |
66.02 |
|
0.618 |
64.73 |
|
1.000 |
63.93 |
|
1.618 |
62.64 |
|
2.618 |
60.55 |
|
4.250 |
57.14 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.07 |
66.56 |
| PP |
67.03 |
66.16 |
| S1 |
67.00 |
65.75 |
|