NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
68.53 |
64.97 |
-3.56 |
-5.2% |
65.85 |
| High |
68.79 |
69.12 |
0.33 |
0.5% |
69.89 |
| Low |
64.69 |
64.82 |
0.13 |
0.2% |
65.35 |
| Close |
65.23 |
68.92 |
3.69 |
5.7% |
69.79 |
| Range |
4.10 |
4.30 |
0.20 |
4.9% |
4.54 |
| ATR |
2.37 |
2.51 |
0.14 |
5.8% |
0.00 |
| Volume |
59,010 |
100,202 |
41,192 |
69.8% |
348,173 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.52 |
79.02 |
71.29 |
|
| R3 |
76.22 |
74.72 |
70.10 |
|
| R2 |
71.92 |
71.92 |
69.71 |
|
| R1 |
70.42 |
70.42 |
69.31 |
71.17 |
| PP |
67.62 |
67.62 |
67.62 |
68.00 |
| S1 |
66.12 |
66.12 |
68.53 |
66.87 |
| S2 |
63.32 |
63.32 |
68.13 |
|
| S3 |
59.02 |
61.82 |
67.74 |
|
| S4 |
54.72 |
57.52 |
66.56 |
|
|
| 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 |
8.6% |
2.73 |
4.0% |
72% |
False |
False |
75,960 |
| 10 |
70.60 |
63.39 |
7.21 |
10.5% |
2.51 |
3.6% |
77% |
False |
False |
67,612 |
| 20 |
70.60 |
60.43 |
10.17 |
14.8% |
2.30 |
3.3% |
83% |
False |
False |
50,120 |
| 40 |
75.27 |
60.43 |
14.84 |
21.5% |
2.35 |
3.4% |
57% |
False |
False |
32,959 |
| 60 |
75.27 |
59.20 |
16.07 |
23.3% |
2.22 |
3.2% |
60% |
False |
False |
25,714 |
| 80 |
75.27 |
53.00 |
22.27 |
32.3% |
2.06 |
3.0% |
71% |
False |
False |
21,163 |
| 100 |
75.27 |
48.64 |
26.63 |
38.6% |
2.00 |
2.9% |
76% |
False |
False |
18,223 |
| 120 |
75.27 |
45.06 |
30.21 |
43.8% |
1.94 |
2.8% |
79% |
False |
False |
16,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.40 |
|
2.618 |
80.38 |
|
1.618 |
76.08 |
|
1.000 |
73.42 |
|
0.618 |
71.78 |
|
HIGH |
69.12 |
|
0.618 |
67.48 |
|
0.500 |
66.97 |
|
0.382 |
66.46 |
|
LOW |
64.82 |
|
0.618 |
62.16 |
|
1.000 |
60.52 |
|
1.618 |
57.86 |
|
2.618 |
53.56 |
|
4.250 |
46.55 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.27 |
68.48 |
| PP |
67.62 |
68.04 |
| S1 |
66.97 |
67.60 |
|