NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
65.55 |
66.94 |
1.39 |
2.1% |
62.89 |
| High |
67.40 |
68.38 |
0.98 |
1.5% |
67.40 |
| Low |
64.62 |
66.71 |
2.09 |
3.2% |
61.38 |
| Close |
67.05 |
68.06 |
1.01 |
1.5% |
67.05 |
| Range |
2.78 |
1.67 |
-1.11 |
-39.9% |
6.02 |
| ATR |
2.32 |
2.27 |
-0.05 |
-2.0% |
0.00 |
| Volume |
25,308 |
15,430 |
-9,878 |
-39.0% |
95,844 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.73 |
72.06 |
68.98 |
|
| R3 |
71.06 |
70.39 |
68.52 |
|
| R2 |
69.39 |
69.39 |
68.37 |
|
| R1 |
68.72 |
68.72 |
68.21 |
69.06 |
| PP |
67.72 |
67.72 |
67.72 |
67.88 |
| S1 |
67.05 |
67.05 |
67.91 |
67.39 |
| S2 |
66.05 |
66.05 |
67.75 |
|
| S3 |
64.38 |
65.38 |
67.60 |
|
| S4 |
62.71 |
63.71 |
67.14 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.34 |
81.21 |
70.36 |
|
| R3 |
77.32 |
75.19 |
68.71 |
|
| R2 |
71.30 |
71.30 |
68.15 |
|
| R1 |
69.17 |
69.17 |
67.60 |
70.24 |
| PP |
65.28 |
65.28 |
65.28 |
65.81 |
| S1 |
63.15 |
63.15 |
66.50 |
64.22 |
| S2 |
59.26 |
59.26 |
65.95 |
|
| S3 |
53.24 |
57.13 |
65.39 |
|
| S4 |
47.22 |
51.11 |
63.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.38 |
62.26 |
6.12 |
9.0% |
2.03 |
3.0% |
95% |
True |
False |
19,709 |
| 10 |
68.38 |
61.38 |
7.00 |
10.3% |
2.12 |
3.1% |
95% |
True |
False |
16,644 |
| 20 |
74.99 |
61.38 |
13.61 |
20.0% |
2.37 |
3.5% |
49% |
False |
False |
12,638 |
| 40 |
75.83 |
61.38 |
14.45 |
21.2% |
2.04 |
3.0% |
46% |
False |
False |
10,828 |
| 60 |
75.83 |
54.20 |
21.63 |
31.8% |
1.86 |
2.7% |
64% |
False |
False |
9,219 |
| 80 |
75.83 |
54.20 |
21.63 |
31.8% |
1.71 |
2.5% |
64% |
False |
False |
8,019 |
| 100 |
75.83 |
47.48 |
28.35 |
41.7% |
1.74 |
2.6% |
73% |
False |
False |
7,382 |
| 120 |
75.83 |
45.87 |
29.96 |
44.0% |
1.69 |
2.5% |
74% |
False |
False |
6,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.48 |
|
2.618 |
72.75 |
|
1.618 |
71.08 |
|
1.000 |
70.05 |
|
0.618 |
69.41 |
|
HIGH |
68.38 |
|
0.618 |
67.74 |
|
0.500 |
67.55 |
|
0.382 |
67.35 |
|
LOW |
66.71 |
|
0.618 |
65.68 |
|
1.000 |
65.04 |
|
1.618 |
64.01 |
|
2.618 |
62.34 |
|
4.250 |
59.61 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.89 |
67.44 |
| PP |
67.72 |
66.82 |
| S1 |
67.55 |
66.20 |
|