NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
62.89 |
62.66 |
-0.23 |
-0.4% |
68.10 |
| High |
63.50 |
63.98 |
0.48 |
0.8% |
68.10 |
| Low |
61.38 |
62.26 |
0.88 |
1.4% |
62.04 |
| Close |
62.56 |
62.49 |
-0.07 |
-0.1% |
62.88 |
| Range |
2.12 |
1.72 |
-0.40 |
-18.9% |
6.06 |
| ATR |
2.35 |
2.30 |
-0.04 |
-1.9% |
0.00 |
| Volume |
12,725 |
11,273 |
-1,452 |
-11.4% |
66,010 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.07 |
67.00 |
63.44 |
|
| R3 |
66.35 |
65.28 |
62.96 |
|
| R2 |
64.63 |
64.63 |
62.81 |
|
| R1 |
63.56 |
63.56 |
62.65 |
63.24 |
| PP |
62.91 |
62.91 |
62.91 |
62.75 |
| S1 |
61.84 |
61.84 |
62.33 |
61.52 |
| S2 |
61.19 |
61.19 |
62.17 |
|
| S3 |
59.47 |
60.12 |
62.02 |
|
| S4 |
57.75 |
58.40 |
61.54 |
|
|
| 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 |
65.47 |
61.38 |
4.09 |
6.5% |
2.05 |
3.3% |
27% |
False |
False |
13,237 |
| 10 |
74.99 |
61.38 |
13.61 |
21.8% |
2.44 |
3.9% |
8% |
False |
False |
12,075 |
| 20 |
75.49 |
61.38 |
14.11 |
22.6% |
2.38 |
3.8% |
8% |
False |
False |
9,648 |
| 40 |
75.83 |
60.06 |
15.77 |
25.2% |
2.00 |
3.2% |
15% |
False |
False |
9,089 |
| 60 |
75.83 |
54.20 |
21.63 |
34.6% |
1.81 |
2.9% |
38% |
False |
False |
8,030 |
| 80 |
75.83 |
54.20 |
21.63 |
34.6% |
1.67 |
2.7% |
38% |
False |
False |
7,233 |
| 100 |
75.83 |
46.74 |
29.09 |
46.6% |
1.72 |
2.8% |
54% |
False |
False |
6,699 |
| 120 |
75.83 |
45.87 |
29.96 |
47.9% |
1.66 |
2.7% |
55% |
False |
False |
6,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.29 |
|
2.618 |
68.48 |
|
1.618 |
66.76 |
|
1.000 |
65.70 |
|
0.618 |
65.04 |
|
HIGH |
63.98 |
|
0.618 |
63.32 |
|
0.500 |
63.12 |
|
0.382 |
62.92 |
|
LOW |
62.26 |
|
0.618 |
61.20 |
|
1.000 |
60.54 |
|
1.618 |
59.48 |
|
2.618 |
57.76 |
|
4.250 |
54.95 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
63.12 |
62.68 |
| PP |
62.91 |
62.62 |
| S1 |
62.70 |
62.55 |
|