NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
68.32 |
69.85 |
1.53 |
2.2% |
66.94 |
| High |
70.67 |
71.45 |
0.78 |
1.1% |
71.45 |
| Low |
68.06 |
69.71 |
1.65 |
2.4% |
66.71 |
| Close |
70.41 |
71.36 |
0.95 |
1.3% |
71.36 |
| Range |
2.61 |
1.74 |
-0.87 |
-33.3% |
4.74 |
| ATR |
2.26 |
2.23 |
-0.04 |
-1.7% |
0.00 |
| Volume |
38,308 |
38,889 |
581 |
1.5% |
141,683 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.06 |
75.45 |
72.32 |
|
| R3 |
74.32 |
73.71 |
71.84 |
|
| R2 |
72.58 |
72.58 |
71.68 |
|
| R1 |
71.97 |
71.97 |
71.52 |
72.28 |
| PP |
70.84 |
70.84 |
70.84 |
70.99 |
| S1 |
70.23 |
70.23 |
71.20 |
70.54 |
| S2 |
69.10 |
69.10 |
71.04 |
|
| S3 |
67.36 |
68.49 |
70.88 |
|
| S4 |
65.62 |
66.75 |
70.40 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.06 |
82.45 |
73.97 |
|
| R3 |
79.32 |
77.71 |
72.66 |
|
| R2 |
74.58 |
74.58 |
72.23 |
|
| R1 |
72.97 |
72.97 |
71.79 |
73.78 |
| PP |
69.84 |
69.84 |
69.84 |
70.24 |
| S1 |
68.23 |
68.23 |
70.93 |
69.04 |
| S2 |
65.10 |
65.10 |
70.49 |
|
| S3 |
60.36 |
63.49 |
70.06 |
|
| S4 |
55.62 |
58.75 |
68.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.45 |
66.71 |
4.74 |
6.6% |
2.02 |
2.8% |
98% |
True |
False |
28,336 |
| 10 |
71.45 |
61.38 |
10.07 |
14.1% |
2.07 |
2.9% |
99% |
True |
False |
23,752 |
| 20 |
74.99 |
61.38 |
13.61 |
19.1% |
2.34 |
3.3% |
73% |
False |
False |
17,455 |
| 40 |
75.83 |
61.38 |
14.45 |
20.2% |
2.07 |
2.9% |
69% |
False |
False |
13,298 |
| 60 |
75.83 |
55.83 |
20.00 |
28.0% |
1.91 |
2.7% |
78% |
False |
False |
11,011 |
| 80 |
75.83 |
54.20 |
21.63 |
30.3% |
1.74 |
2.4% |
79% |
False |
False |
9,392 |
| 100 |
75.83 |
49.00 |
26.83 |
37.6% |
1.75 |
2.5% |
83% |
False |
False |
8,456 |
| 120 |
75.83 |
45.87 |
29.96 |
42.0% |
1.72 |
2.4% |
85% |
False |
False |
7,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.85 |
|
2.618 |
76.01 |
|
1.618 |
74.27 |
|
1.000 |
73.19 |
|
0.618 |
72.53 |
|
HIGH |
71.45 |
|
0.618 |
70.79 |
|
0.500 |
70.58 |
|
0.382 |
70.37 |
|
LOW |
69.71 |
|
0.618 |
68.63 |
|
1.000 |
67.97 |
|
1.618 |
66.89 |
|
2.618 |
65.15 |
|
4.250 |
62.32 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.10 |
70.61 |
| PP |
70.84 |
69.85 |
| S1 |
70.58 |
69.10 |
|