NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
62.83 |
65.13 |
2.30 |
3.7% |
68.10 |
| High |
65.24 |
65.61 |
0.37 |
0.6% |
68.10 |
| Low |
62.83 |
64.02 |
1.19 |
1.9% |
62.04 |
| Close |
64.86 |
65.53 |
0.67 |
1.0% |
62.88 |
| Range |
2.41 |
1.59 |
-0.82 |
-34.0% |
6.06 |
| ATR |
2.34 |
2.28 |
-0.05 |
-2.3% |
0.00 |
| Volume |
18,757 |
27,781 |
9,024 |
48.1% |
66,010 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.82 |
69.27 |
66.40 |
|
| R3 |
68.23 |
67.68 |
65.97 |
|
| R2 |
66.64 |
66.64 |
65.82 |
|
| R1 |
66.09 |
66.09 |
65.68 |
66.37 |
| PP |
65.05 |
65.05 |
65.05 |
65.19 |
| S1 |
64.50 |
64.50 |
65.38 |
64.78 |
| S2 |
63.46 |
63.46 |
65.24 |
|
| S3 |
61.87 |
62.91 |
65.09 |
|
| S4 |
60.28 |
61.32 |
64.66 |
|
|
| 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 |
65.61 |
61.38 |
4.23 |
6.5% |
1.94 |
3.0% |
98% |
True |
False |
16,712 |
| 10 |
72.10 |
61.38 |
10.72 |
16.4% |
2.18 |
3.3% |
39% |
False |
False |
15,193 |
| 20 |
74.99 |
61.38 |
13.61 |
20.8% |
2.35 |
3.6% |
30% |
False |
False |
11,371 |
| 40 |
75.83 |
61.38 |
14.45 |
22.1% |
1.99 |
3.0% |
29% |
False |
False |
10,058 |
| 60 |
75.83 |
54.20 |
21.63 |
33.0% |
1.81 |
2.8% |
52% |
False |
False |
8,711 |
| 80 |
75.83 |
54.20 |
21.63 |
33.0% |
1.68 |
2.6% |
52% |
False |
False |
7,684 |
| 100 |
75.83 |
47.48 |
28.35 |
43.3% |
1.73 |
2.6% |
64% |
False |
False |
7,101 |
| 120 |
75.83 |
45.87 |
29.96 |
45.7% |
1.67 |
2.5% |
66% |
False |
False |
6,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.37 |
|
2.618 |
69.77 |
|
1.618 |
68.18 |
|
1.000 |
67.20 |
|
0.618 |
66.59 |
|
HIGH |
65.61 |
|
0.618 |
65.00 |
|
0.500 |
64.82 |
|
0.382 |
64.63 |
|
LOW |
64.02 |
|
0.618 |
63.04 |
|
1.000 |
62.43 |
|
1.618 |
61.45 |
|
2.618 |
59.86 |
|
4.250 |
57.26 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
65.29 |
65.00 |
| PP |
65.05 |
64.47 |
| S1 |
64.82 |
63.94 |
|