NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.15 |
70.06 |
-1.09 |
-1.5% |
66.94 |
| High |
71.91 |
70.24 |
-1.67 |
-2.3% |
71.45 |
| Low |
69.65 |
66.41 |
-3.24 |
-4.7% |
66.71 |
| Close |
70.46 |
66.90 |
-3.56 |
-5.1% |
71.36 |
| Range |
2.26 |
3.83 |
1.57 |
69.5% |
4.74 |
| ATR |
2.16 |
2.29 |
0.14 |
6.3% |
0.00 |
| Volume |
33,631 |
20,416 |
-13,215 |
-39.3% |
141,683 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.34 |
76.95 |
69.01 |
|
| R3 |
75.51 |
73.12 |
67.95 |
|
| R2 |
71.68 |
71.68 |
67.60 |
|
| R1 |
69.29 |
69.29 |
67.25 |
68.57 |
| PP |
67.85 |
67.85 |
67.85 |
67.49 |
| S1 |
65.46 |
65.46 |
66.55 |
64.74 |
| S2 |
64.02 |
64.02 |
66.20 |
|
| S3 |
60.19 |
61.63 |
65.85 |
|
| S4 |
56.36 |
57.80 |
64.79 |
|
|
| 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 |
66.41 |
5.61 |
8.4% |
2.31 |
3.5% |
9% |
False |
True |
32,091 |
| 10 |
72.02 |
64.02 |
8.00 |
12.0% |
2.17 |
3.2% |
36% |
False |
False |
27,803 |
| 20 |
73.91 |
61.38 |
12.53 |
18.7% |
2.24 |
3.3% |
44% |
False |
False |
20,552 |
| 40 |
75.83 |
61.38 |
14.45 |
21.6% |
2.16 |
3.2% |
38% |
False |
False |
14,639 |
| 60 |
75.83 |
59.80 |
16.03 |
24.0% |
1.95 |
2.9% |
44% |
False |
False |
12,132 |
| 80 |
75.83 |
54.20 |
21.63 |
32.3% |
1.78 |
2.7% |
59% |
False |
False |
10,195 |
| 100 |
75.83 |
49.00 |
26.83 |
40.1% |
1.79 |
2.7% |
67% |
False |
False |
9,143 |
| 120 |
75.83 |
45.87 |
29.96 |
44.8% |
1.76 |
2.6% |
70% |
False |
False |
8,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.52 |
|
2.618 |
80.27 |
|
1.618 |
76.44 |
|
1.000 |
74.07 |
|
0.618 |
72.61 |
|
HIGH |
70.24 |
|
0.618 |
68.78 |
|
0.500 |
68.33 |
|
0.382 |
67.87 |
|
LOW |
66.41 |
|
0.618 |
64.04 |
|
1.000 |
62.58 |
|
1.618 |
60.21 |
|
2.618 |
56.38 |
|
4.250 |
50.13 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.33 |
69.22 |
| PP |
67.85 |
68.44 |
| S1 |
67.38 |
67.67 |
|