NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.91 |
66.34 |
-0.57 |
-0.9% |
62.08 |
| High |
68.11 |
67.32 |
-0.79 |
-1.2% |
66.25 |
| Low |
66.02 |
65.35 |
-0.67 |
-1.0% |
60.43 |
| Close |
66.97 |
67.04 |
0.07 |
0.1% |
65.85 |
| Range |
2.09 |
1.97 |
-0.12 |
-5.7% |
5.82 |
| ATR |
2.32 |
2.30 |
-0.03 |
-1.1% |
0.00 |
| Volume |
53,304 |
69,586 |
16,282 |
30.5% |
181,076 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.48 |
71.73 |
68.12 |
|
| R3 |
70.51 |
69.76 |
67.58 |
|
| R2 |
68.54 |
68.54 |
67.40 |
|
| R1 |
67.79 |
67.79 |
67.22 |
68.17 |
| PP |
66.57 |
66.57 |
66.57 |
66.76 |
| S1 |
65.82 |
65.82 |
66.86 |
66.20 |
| S2 |
64.60 |
64.60 |
66.68 |
|
| S3 |
62.63 |
63.85 |
66.50 |
|
| S4 |
60.66 |
61.88 |
65.96 |
|
|
| 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 |
62.79 |
5.32 |
7.9% |
2.05 |
3.1% |
80% |
False |
False |
50,119 |
| 10 |
68.11 |
60.43 |
7.68 |
11.5% |
2.09 |
3.1% |
86% |
False |
False |
41,544 |
| 20 |
74.85 |
60.43 |
14.42 |
21.5% |
2.41 |
3.6% |
46% |
False |
False |
32,247 |
| 40 |
75.27 |
60.43 |
14.84 |
22.1% |
2.29 |
3.4% |
45% |
False |
False |
23,314 |
| 60 |
75.27 |
54.66 |
20.61 |
30.7% |
2.09 |
3.1% |
60% |
False |
False |
18,717 |
| 80 |
75.27 |
53.00 |
22.27 |
33.2% |
1.97 |
2.9% |
63% |
False |
False |
15,832 |
| 100 |
75.27 |
46.50 |
28.77 |
42.9% |
1.93 |
2.9% |
71% |
False |
False |
13,856 |
| 120 |
75.27 |
45.06 |
30.21 |
45.1% |
1.85 |
2.8% |
73% |
False |
False |
12,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.69 |
|
2.618 |
72.48 |
|
1.618 |
70.51 |
|
1.000 |
69.29 |
|
0.618 |
68.54 |
|
HIGH |
67.32 |
|
0.618 |
66.57 |
|
0.500 |
66.34 |
|
0.382 |
66.10 |
|
LOW |
65.35 |
|
0.618 |
64.13 |
|
1.000 |
63.38 |
|
1.618 |
62.16 |
|
2.618 |
60.19 |
|
4.250 |
56.98 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.81 |
66.94 |
| PP |
66.57 |
66.83 |
| S1 |
66.34 |
66.73 |
|