NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
64.30 |
63.76 |
-0.54 |
-0.8% |
69.61 |
| High |
64.72 |
64.31 |
-0.41 |
-0.6% |
69.61 |
| Low |
62.76 |
62.21 |
-0.55 |
-0.9% |
62.76 |
| Close |
63.73 |
63.41 |
-0.32 |
-0.5% |
63.73 |
| Range |
1.96 |
2.10 |
0.14 |
7.1% |
6.85 |
| ATR |
2.48 |
2.46 |
-0.03 |
-1.1% |
0.00 |
| Volume |
34,325 |
34,460 |
135 |
0.4% |
213,039 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.61 |
68.61 |
64.57 |
|
| R3 |
67.51 |
66.51 |
63.99 |
|
| R2 |
65.41 |
65.41 |
63.80 |
|
| R1 |
64.41 |
64.41 |
63.60 |
63.86 |
| PP |
63.31 |
63.31 |
63.31 |
63.04 |
| S1 |
62.31 |
62.31 |
63.22 |
61.76 |
| S2 |
61.21 |
61.21 |
63.03 |
|
| S3 |
59.11 |
60.21 |
62.83 |
|
| S4 |
57.01 |
58.11 |
62.26 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.92 |
81.67 |
67.50 |
|
| R3 |
79.07 |
74.82 |
65.61 |
|
| R2 |
72.22 |
72.22 |
64.99 |
|
| R1 |
67.97 |
67.97 |
64.36 |
66.67 |
| PP |
65.37 |
65.37 |
65.37 |
64.72 |
| S1 |
61.12 |
61.12 |
63.10 |
59.82 |
| S2 |
58.52 |
58.52 |
62.47 |
|
| S3 |
51.67 |
54.27 |
61.85 |
|
| S4 |
44.82 |
47.42 |
59.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.28 |
62.21 |
6.07 |
9.6% |
2.22 |
3.5% |
20% |
False |
True |
39,671 |
| 10 |
75.85 |
62.21 |
13.64 |
21.5% |
2.70 |
4.3% |
9% |
False |
True |
38,283 |
| 20 |
76.02 |
62.21 |
13.81 |
21.8% |
2.57 |
4.0% |
9% |
False |
True |
35,254 |
| 40 |
76.50 |
60.66 |
15.84 |
25.0% |
2.28 |
3.6% |
17% |
False |
False |
34,424 |
| 60 |
76.50 |
54.92 |
21.58 |
34.0% |
2.16 |
3.4% |
39% |
False |
False |
30,021 |
| 80 |
76.50 |
54.92 |
21.58 |
34.0% |
2.20 |
3.5% |
39% |
False |
False |
27,751 |
| 100 |
76.50 |
46.14 |
30.36 |
47.9% |
2.27 |
3.6% |
57% |
False |
False |
26,754 |
| 120 |
76.50 |
46.14 |
30.36 |
47.9% |
2.28 |
3.6% |
57% |
False |
False |
25,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.24 |
|
2.618 |
69.81 |
|
1.618 |
67.71 |
|
1.000 |
66.41 |
|
0.618 |
65.61 |
|
HIGH |
64.31 |
|
0.618 |
63.51 |
|
0.500 |
63.26 |
|
0.382 |
63.01 |
|
LOW |
62.21 |
|
0.618 |
60.91 |
|
1.000 |
60.11 |
|
1.618 |
58.81 |
|
2.618 |
56.71 |
|
4.250 |
53.29 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
63.36 |
63.84 |
| PP |
63.31 |
63.69 |
| S1 |
63.26 |
63.55 |
|