NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.94 |
67.94 |
1.00 |
1.5% |
62.89 |
| High |
68.38 |
69.33 |
0.95 |
1.4% |
67.40 |
| Low |
66.71 |
67.27 |
0.56 |
0.8% |
61.38 |
| Close |
68.06 |
68.24 |
0.18 |
0.3% |
67.05 |
| Range |
1.67 |
2.06 |
0.39 |
23.4% |
6.02 |
| ATR |
2.27 |
2.26 |
-0.02 |
-0.7% |
0.00 |
| Volume |
15,430 |
25,179 |
9,749 |
63.2% |
95,844 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.46 |
73.41 |
69.37 |
|
| R3 |
72.40 |
71.35 |
68.81 |
|
| R2 |
70.34 |
70.34 |
68.62 |
|
| R1 |
69.29 |
69.29 |
68.43 |
69.82 |
| PP |
68.28 |
68.28 |
68.28 |
68.54 |
| S1 |
67.23 |
67.23 |
68.05 |
67.76 |
| S2 |
66.22 |
66.22 |
67.86 |
|
| S3 |
64.16 |
65.17 |
67.67 |
|
| S4 |
62.10 |
63.11 |
67.11 |
|
|
| 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 |
69.33 |
62.83 |
6.50 |
9.5% |
2.10 |
3.1% |
83% |
True |
False |
22,491 |
| 10 |
69.33 |
61.38 |
7.95 |
11.7% |
2.07 |
3.0% |
86% |
True |
False |
17,864 |
| 20 |
74.99 |
61.38 |
13.61 |
19.9% |
2.33 |
3.4% |
50% |
False |
False |
13,442 |
| 40 |
75.83 |
61.38 |
14.45 |
21.2% |
2.06 |
3.0% |
47% |
False |
False |
11,308 |
| 60 |
75.83 |
54.20 |
21.63 |
31.7% |
1.86 |
2.7% |
65% |
False |
False |
9,574 |
| 80 |
75.83 |
54.20 |
21.63 |
31.7% |
1.72 |
2.5% |
65% |
False |
False |
8,289 |
| 100 |
75.83 |
47.48 |
28.35 |
41.5% |
1.74 |
2.5% |
73% |
False |
False |
7,587 |
| 120 |
75.83 |
45.87 |
29.96 |
43.9% |
1.69 |
2.5% |
75% |
False |
False |
6,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.09 |
|
2.618 |
74.72 |
|
1.618 |
72.66 |
|
1.000 |
71.39 |
|
0.618 |
70.60 |
|
HIGH |
69.33 |
|
0.618 |
68.54 |
|
0.500 |
68.30 |
|
0.382 |
68.06 |
|
LOW |
67.27 |
|
0.618 |
66.00 |
|
1.000 |
65.21 |
|
1.618 |
63.94 |
|
2.618 |
61.88 |
|
4.250 |
58.52 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.30 |
67.82 |
| PP |
68.28 |
67.40 |
| S1 |
68.26 |
66.98 |
|