NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
69.85 |
70.99 |
1.14 |
1.6% |
66.94 |
| High |
71.45 |
72.02 |
0.57 |
0.8% |
71.45 |
| Low |
69.71 |
70.90 |
1.19 |
1.7% |
66.71 |
| Close |
71.36 |
71.48 |
0.12 |
0.2% |
71.36 |
| Range |
1.74 |
1.12 |
-0.62 |
-35.6% |
4.74 |
| ATR |
2.23 |
2.15 |
-0.08 |
-3.6% |
0.00 |
| Volume |
38,889 |
29,215 |
-9,674 |
-24.9% |
141,683 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.83 |
74.27 |
72.10 |
|
| R3 |
73.71 |
73.15 |
71.79 |
|
| R2 |
72.59 |
72.59 |
71.69 |
|
| R1 |
72.03 |
72.03 |
71.58 |
72.31 |
| PP |
71.47 |
71.47 |
71.47 |
71.61 |
| S1 |
70.91 |
70.91 |
71.38 |
71.19 |
| S2 |
70.35 |
70.35 |
71.27 |
|
| S3 |
69.23 |
69.79 |
71.17 |
|
| S4 |
68.11 |
68.67 |
70.86 |
|
|
| 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 |
72.02 |
66.75 |
5.27 |
7.4% |
1.91 |
2.7% |
90% |
True |
False |
31,093 |
| 10 |
72.02 |
62.26 |
9.76 |
13.7% |
1.97 |
2.8% |
94% |
True |
False |
25,401 |
| 20 |
74.99 |
61.38 |
13.61 |
19.0% |
2.28 |
3.2% |
74% |
False |
False |
18,498 |
| 40 |
75.83 |
61.38 |
14.45 |
20.2% |
2.07 |
2.9% |
70% |
False |
False |
13,787 |
| 60 |
75.83 |
55.83 |
20.00 |
28.0% |
1.92 |
2.7% |
78% |
False |
False |
11,396 |
| 80 |
75.83 |
54.20 |
21.63 |
30.3% |
1.74 |
2.4% |
80% |
False |
False |
9,685 |
| 100 |
75.83 |
49.00 |
26.83 |
37.5% |
1.75 |
2.4% |
84% |
False |
False |
8,699 |
| 120 |
75.83 |
45.87 |
29.96 |
41.9% |
1.73 |
2.4% |
85% |
False |
False |
7,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.78 |
|
2.618 |
74.95 |
|
1.618 |
73.83 |
|
1.000 |
73.14 |
|
0.618 |
72.71 |
|
HIGH |
72.02 |
|
0.618 |
71.59 |
|
0.500 |
71.46 |
|
0.382 |
71.33 |
|
LOW |
70.90 |
|
0.618 |
70.21 |
|
1.000 |
69.78 |
|
1.618 |
69.09 |
|
2.618 |
67.97 |
|
4.250 |
66.14 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.47 |
71.00 |
| PP |
71.47 |
70.52 |
| S1 |
71.46 |
70.04 |
|