NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
68.24 |
69.50 |
1.26 |
1.8% |
65.85 |
| High |
69.89 |
70.60 |
0.71 |
1.0% |
69.89 |
| Low |
68.17 |
69.37 |
1.20 |
1.8% |
65.35 |
| Close |
69.79 |
70.05 |
0.26 |
0.4% |
69.79 |
| Range |
1.72 |
1.23 |
-0.49 |
-28.5% |
4.54 |
| ATR |
2.29 |
2.22 |
-0.08 |
-3.3% |
0.00 |
| Volume |
92,963 |
57,392 |
-35,571 |
-38.3% |
348,173 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.70 |
73.10 |
70.73 |
|
| R3 |
72.47 |
71.87 |
70.39 |
|
| R2 |
71.24 |
71.24 |
70.28 |
|
| R1 |
70.64 |
70.64 |
70.16 |
70.94 |
| PP |
70.01 |
70.01 |
70.01 |
70.16 |
| S1 |
69.41 |
69.41 |
69.94 |
69.71 |
| S2 |
68.78 |
68.78 |
69.82 |
|
| S3 |
67.55 |
68.18 |
69.71 |
|
| S4 |
66.32 |
66.95 |
69.37 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.96 |
80.42 |
72.29 |
|
| R3 |
77.42 |
75.88 |
71.04 |
|
| R2 |
72.88 |
72.88 |
70.62 |
|
| R1 |
71.34 |
71.34 |
70.21 |
72.11 |
| PP |
68.34 |
68.34 |
68.34 |
68.73 |
| S1 |
66.80 |
66.80 |
69.37 |
67.57 |
| S2 |
63.80 |
63.80 |
68.96 |
|
| S3 |
59.26 |
62.26 |
68.54 |
|
| S4 |
54.72 |
57.72 |
67.29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.60 |
65.35 |
5.25 |
7.5% |
1.97 |
2.8% |
90% |
True |
False |
73,035 |
| 10 |
70.60 |
61.15 |
9.45 |
13.5% |
2.03 |
2.9% |
94% |
True |
False |
55,823 |
| 20 |
74.85 |
60.43 |
14.42 |
20.6% |
2.29 |
3.3% |
67% |
False |
False |
41,877 |
| 40 |
75.27 |
60.43 |
14.84 |
21.2% |
2.28 |
3.3% |
65% |
False |
False |
28,440 |
| 60 |
75.27 |
58.40 |
16.87 |
24.1% |
2.11 |
3.0% |
69% |
False |
False |
22,401 |
| 80 |
75.27 |
53.00 |
22.27 |
31.8% |
1.99 |
2.8% |
77% |
False |
False |
18,581 |
| 100 |
75.27 |
48.64 |
26.63 |
38.0% |
1.94 |
2.8% |
80% |
False |
False |
16,146 |
| 120 |
75.27 |
45.06 |
30.21 |
43.1% |
1.88 |
2.7% |
83% |
False |
False |
14,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.83 |
|
2.618 |
73.82 |
|
1.618 |
72.59 |
|
1.000 |
71.83 |
|
0.618 |
71.36 |
|
HIGH |
70.60 |
|
0.618 |
70.13 |
|
0.500 |
69.99 |
|
0.382 |
69.84 |
|
LOW |
69.37 |
|
0.618 |
68.61 |
|
1.000 |
68.14 |
|
1.618 |
67.38 |
|
2.618 |
66.15 |
|
4.250 |
64.14 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.03 |
69.52 |
| PP |
70.01 |
68.99 |
| S1 |
69.99 |
68.47 |
|