NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
67.80 |
68.32 |
0.52 |
0.8% |
62.89 |
| High |
68.75 |
70.67 |
1.92 |
2.8% |
67.40 |
| Low |
66.75 |
68.06 |
1.31 |
2.0% |
61.38 |
| Close |
68.53 |
70.41 |
1.88 |
2.7% |
67.05 |
| Range |
2.00 |
2.61 |
0.61 |
30.5% |
6.02 |
| ATR |
2.24 |
2.26 |
0.03 |
1.2% |
0.00 |
| Volume |
23,877 |
38,308 |
14,431 |
60.4% |
95,844 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.54 |
76.59 |
71.85 |
|
| R3 |
74.93 |
73.98 |
71.13 |
|
| R2 |
72.32 |
72.32 |
70.89 |
|
| R1 |
71.37 |
71.37 |
70.65 |
71.85 |
| PP |
69.71 |
69.71 |
69.71 |
69.95 |
| S1 |
68.76 |
68.76 |
70.17 |
69.24 |
| S2 |
67.10 |
67.10 |
69.93 |
|
| S3 |
64.49 |
66.15 |
69.69 |
|
| S4 |
61.88 |
63.54 |
68.97 |
|
|
| 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 |
70.67 |
64.62 |
6.05 |
8.6% |
2.22 |
3.2% |
96% |
True |
False |
25,620 |
| 10 |
70.67 |
61.38 |
9.29 |
13.2% |
2.08 |
3.0% |
97% |
True |
False |
21,166 |
| 20 |
74.99 |
61.38 |
13.61 |
19.3% |
2.35 |
3.3% |
66% |
False |
False |
15,895 |
| 40 |
75.83 |
61.38 |
14.45 |
20.5% |
2.09 |
3.0% |
62% |
False |
False |
12,506 |
| 60 |
75.83 |
55.68 |
20.15 |
28.6% |
1.90 |
2.7% |
73% |
False |
False |
10,418 |
| 80 |
75.83 |
54.20 |
21.63 |
30.7% |
1.74 |
2.5% |
75% |
False |
False |
8,963 |
| 100 |
75.83 |
47.48 |
28.35 |
40.3% |
1.75 |
2.5% |
81% |
False |
False |
8,096 |
| 120 |
75.83 |
45.87 |
29.96 |
42.6% |
1.71 |
2.4% |
82% |
False |
False |
7,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.76 |
|
2.618 |
77.50 |
|
1.618 |
74.89 |
|
1.000 |
73.28 |
|
0.618 |
72.28 |
|
HIGH |
70.67 |
|
0.618 |
69.67 |
|
0.500 |
69.37 |
|
0.382 |
69.06 |
|
LOW |
68.06 |
|
0.618 |
66.45 |
|
1.000 |
65.45 |
|
1.618 |
63.84 |
|
2.618 |
61.23 |
|
4.250 |
56.97 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.06 |
69.84 |
| PP |
69.71 |
69.28 |
| S1 |
69.37 |
68.71 |
|