NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.34 |
67.05 |
0.71 |
1.1% |
62.08 |
| High |
67.32 |
69.18 |
1.86 |
2.8% |
66.25 |
| Low |
65.35 |
66.33 |
0.98 |
1.5% |
60.43 |
| Close |
67.04 |
68.87 |
1.83 |
2.7% |
65.85 |
| Range |
1.97 |
2.85 |
0.88 |
44.7% |
5.82 |
| ATR |
2.30 |
2.34 |
0.04 |
1.7% |
0.00 |
| Volume |
69,586 |
91,933 |
22,347 |
32.1% |
181,076 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.68 |
75.62 |
70.44 |
|
| R3 |
73.83 |
72.77 |
69.65 |
|
| R2 |
70.98 |
70.98 |
69.39 |
|
| R1 |
69.92 |
69.92 |
69.13 |
70.45 |
| PP |
68.13 |
68.13 |
68.13 |
68.39 |
| S1 |
67.07 |
67.07 |
68.61 |
67.60 |
| S2 |
65.28 |
65.28 |
68.35 |
|
| S3 |
62.43 |
64.22 |
68.09 |
|
| S4 |
59.58 |
61.37 |
67.30 |
|
|
| 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 |
69.18 |
63.39 |
5.79 |
8.4% |
2.29 |
3.3% |
95% |
True |
False |
59,264 |
| 10 |
69.18 |
60.43 |
8.75 |
12.7% |
2.15 |
3.1% |
96% |
True |
False |
46,872 |
| 20 |
74.85 |
60.43 |
14.42 |
20.9% |
2.43 |
3.5% |
59% |
False |
False |
36,113 |
| 40 |
75.27 |
60.43 |
14.84 |
21.5% |
2.29 |
3.3% |
57% |
False |
False |
25,316 |
| 60 |
75.27 |
54.66 |
20.61 |
29.9% |
2.12 |
3.1% |
69% |
False |
False |
20,166 |
| 80 |
75.27 |
53.00 |
22.27 |
32.3% |
1.98 |
2.9% |
71% |
False |
False |
16,899 |
| 100 |
75.27 |
48.64 |
26.63 |
38.7% |
1.94 |
2.8% |
76% |
False |
False |
14,739 |
| 120 |
75.27 |
45.06 |
30.21 |
43.9% |
1.87 |
2.7% |
79% |
False |
False |
13,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.29 |
|
2.618 |
76.64 |
|
1.618 |
73.79 |
|
1.000 |
72.03 |
|
0.618 |
70.94 |
|
HIGH |
69.18 |
|
0.618 |
68.09 |
|
0.500 |
67.76 |
|
0.382 |
67.42 |
|
LOW |
66.33 |
|
0.618 |
64.57 |
|
1.000 |
63.48 |
|
1.618 |
61.72 |
|
2.618 |
58.87 |
|
4.250 |
54.22 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.50 |
68.34 |
| PP |
68.13 |
67.80 |
| S1 |
67.76 |
67.27 |
|