NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
69.76 |
68.53 |
-1.23 |
-1.8% |
65.85 |
| High |
70.50 |
68.79 |
-1.71 |
-2.4% |
69.89 |
| Low |
68.22 |
64.69 |
-3.53 |
-5.2% |
65.35 |
| Close |
68.98 |
65.23 |
-3.75 |
-5.4% |
69.79 |
| Range |
2.28 |
4.10 |
1.82 |
79.8% |
4.54 |
| ATR |
2.22 |
2.37 |
0.15 |
6.7% |
0.00 |
| Volume |
70,236 |
59,010 |
-11,226 |
-16.0% |
348,173 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.54 |
75.98 |
67.49 |
|
| R3 |
74.44 |
71.88 |
66.36 |
|
| R2 |
70.34 |
70.34 |
65.98 |
|
| R1 |
67.78 |
67.78 |
65.61 |
67.01 |
| PP |
66.24 |
66.24 |
66.24 |
65.85 |
| S1 |
63.68 |
63.68 |
64.85 |
62.91 |
| S2 |
62.14 |
62.14 |
64.48 |
|
| S3 |
58.04 |
59.58 |
64.10 |
|
| S4 |
53.94 |
55.48 |
62.98 |
|
|
| 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 |
64.69 |
5.91 |
9.1% |
2.44 |
3.7% |
9% |
False |
True |
74,306 |
| 10 |
70.60 |
62.79 |
7.81 |
12.0% |
2.24 |
3.4% |
31% |
False |
False |
62,212 |
| 20 |
71.35 |
60.43 |
10.92 |
16.7% |
2.24 |
3.4% |
44% |
False |
False |
46,439 |
| 40 |
75.27 |
60.43 |
14.84 |
22.8% |
2.32 |
3.6% |
32% |
False |
False |
31,071 |
| 60 |
75.27 |
58.66 |
16.61 |
25.5% |
2.18 |
3.3% |
40% |
False |
False |
24,189 |
| 80 |
75.27 |
53.00 |
22.27 |
34.1% |
2.02 |
3.1% |
55% |
False |
False |
19,988 |
| 100 |
75.27 |
48.64 |
26.63 |
40.8% |
1.97 |
3.0% |
62% |
False |
False |
17,302 |
| 120 |
75.27 |
45.06 |
30.21 |
46.3% |
1.91 |
2.9% |
67% |
False |
False |
15,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.22 |
|
2.618 |
79.52 |
|
1.618 |
75.42 |
|
1.000 |
72.89 |
|
0.618 |
71.32 |
|
HIGH |
68.79 |
|
0.618 |
67.22 |
|
0.500 |
66.74 |
|
0.382 |
66.26 |
|
LOW |
64.69 |
|
0.618 |
62.16 |
|
1.000 |
60.59 |
|
1.618 |
58.06 |
|
2.618 |
53.96 |
|
4.250 |
47.27 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.74 |
67.65 |
| PP |
66.24 |
66.84 |
| S1 |
65.73 |
66.04 |
|