NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
63.84 |
62.89 |
-0.95 |
-1.5% |
68.10 |
| High |
63.88 |
63.50 |
-0.38 |
-0.6% |
68.10 |
| Low |
62.04 |
61.38 |
-0.66 |
-1.1% |
62.04 |
| Close |
62.88 |
62.56 |
-0.32 |
-0.5% |
62.88 |
| Range |
1.84 |
2.12 |
0.28 |
15.2% |
6.06 |
| ATR |
2.37 |
2.35 |
-0.02 |
-0.7% |
0.00 |
| Volume |
13,028 |
12,725 |
-303 |
-2.3% |
66,010 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.84 |
67.82 |
63.73 |
|
| R3 |
66.72 |
65.70 |
63.14 |
|
| R2 |
64.60 |
64.60 |
62.95 |
|
| R1 |
63.58 |
63.58 |
62.75 |
63.03 |
| PP |
62.48 |
62.48 |
62.48 |
62.21 |
| S1 |
61.46 |
61.46 |
62.37 |
60.91 |
| S2 |
60.36 |
60.36 |
62.17 |
|
| S3 |
58.24 |
59.34 |
61.98 |
|
| S4 |
56.12 |
57.22 |
61.39 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.52 |
78.76 |
66.21 |
|
| R3 |
76.46 |
72.70 |
64.55 |
|
| R2 |
70.40 |
70.40 |
63.99 |
|
| R1 |
66.64 |
66.64 |
63.44 |
65.49 |
| PP |
64.34 |
64.34 |
64.34 |
63.77 |
| S1 |
60.58 |
60.58 |
62.32 |
59.43 |
| S2 |
58.28 |
58.28 |
61.77 |
|
| S3 |
52.22 |
54.52 |
61.21 |
|
| S4 |
46.16 |
48.46 |
59.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.47 |
61.38 |
6.09 |
9.7% |
2.20 |
3.5% |
19% |
False |
True |
13,578 |
| 10 |
74.99 |
61.38 |
13.61 |
21.8% |
2.60 |
4.2% |
9% |
False |
True |
11,595 |
| 20 |
75.49 |
61.38 |
14.11 |
22.6% |
2.40 |
3.8% |
8% |
False |
True |
9,457 |
| 40 |
75.83 |
59.95 |
15.88 |
25.4% |
2.01 |
3.2% |
16% |
False |
False |
8,949 |
| 60 |
75.83 |
54.20 |
21.63 |
34.6% |
1.79 |
2.9% |
39% |
False |
False |
7,874 |
| 80 |
75.83 |
54.20 |
21.63 |
34.6% |
1.69 |
2.7% |
39% |
False |
False |
7,149 |
| 100 |
75.83 |
46.08 |
29.75 |
47.6% |
1.73 |
2.8% |
55% |
False |
False |
6,627 |
| 120 |
75.83 |
45.87 |
29.96 |
47.9% |
1.65 |
2.6% |
56% |
False |
False |
6,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.51 |
|
2.618 |
69.05 |
|
1.618 |
66.93 |
|
1.000 |
65.62 |
|
0.618 |
64.81 |
|
HIGH |
63.50 |
|
0.618 |
62.69 |
|
0.500 |
62.44 |
|
0.382 |
62.19 |
|
LOW |
61.38 |
|
0.618 |
60.07 |
|
1.000 |
59.26 |
|
1.618 |
57.95 |
|
2.618 |
55.83 |
|
4.250 |
52.37 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.52 |
62.95 |
| PP |
62.48 |
62.82 |
| S1 |
62.44 |
62.69 |
|