NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
62.90 |
63.80 |
0.90 |
1.4% |
69.61 |
| High |
64.90 |
66.15 |
1.25 |
1.9% |
69.61 |
| Low |
62.90 |
63.80 |
0.90 |
1.4% |
62.76 |
| Close |
63.37 |
65.77 |
2.40 |
3.8% |
63.73 |
| Range |
2.00 |
2.35 |
0.35 |
17.5% |
6.85 |
| ATR |
2.42 |
2.45 |
0.03 |
1.0% |
0.00 |
| Volume |
31,256 |
40,541 |
9,285 |
29.7% |
213,039 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.29 |
71.38 |
67.06 |
|
| R3 |
69.94 |
69.03 |
66.42 |
|
| R2 |
67.59 |
67.59 |
66.20 |
|
| R1 |
66.68 |
66.68 |
65.99 |
67.14 |
| PP |
65.24 |
65.24 |
65.24 |
65.47 |
| S1 |
64.33 |
64.33 |
65.55 |
64.79 |
| S2 |
62.89 |
62.89 |
65.34 |
|
| S3 |
60.54 |
61.98 |
65.12 |
|
| S4 |
58.19 |
59.63 |
64.48 |
|
|
| 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 |
66.15 |
62.21 |
3.94 |
6.0% |
2.12 |
3.2% |
90% |
True |
False |
38,463 |
| 10 |
74.38 |
62.21 |
12.17 |
18.5% |
2.41 |
3.7% |
29% |
False |
False |
40,546 |
| 20 |
75.85 |
62.21 |
13.64 |
20.7% |
2.52 |
3.8% |
26% |
False |
False |
36,057 |
| 40 |
76.50 |
62.21 |
14.29 |
21.7% |
2.26 |
3.4% |
25% |
False |
False |
34,908 |
| 60 |
76.50 |
54.92 |
21.58 |
32.8% |
2.16 |
3.3% |
50% |
False |
False |
30,807 |
| 80 |
76.50 |
54.92 |
21.58 |
32.8% |
2.19 |
3.3% |
50% |
False |
False |
28,004 |
| 100 |
76.50 |
47.81 |
28.69 |
43.6% |
2.26 |
3.4% |
63% |
False |
False |
26,938 |
| 120 |
76.50 |
46.14 |
30.36 |
46.2% |
2.28 |
3.5% |
65% |
False |
False |
25,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.14 |
|
2.618 |
72.30 |
|
1.618 |
69.95 |
|
1.000 |
68.50 |
|
0.618 |
67.60 |
|
HIGH |
66.15 |
|
0.618 |
65.25 |
|
0.500 |
64.98 |
|
0.382 |
64.70 |
|
LOW |
63.80 |
|
0.618 |
62.35 |
|
1.000 |
61.45 |
|
1.618 |
60.00 |
|
2.618 |
57.65 |
|
4.250 |
53.81 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
65.51 |
65.24 |
| PP |
65.24 |
64.71 |
| S1 |
64.98 |
64.18 |
|