NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
63.80 |
65.92 |
2.12 |
3.3% |
69.61 |
| High |
66.15 |
66.62 |
0.47 |
0.7% |
69.61 |
| Low |
63.80 |
65.00 |
1.20 |
1.9% |
62.76 |
| Close |
65.77 |
66.52 |
0.75 |
1.1% |
63.73 |
| Range |
2.35 |
1.62 |
-0.73 |
-31.1% |
6.85 |
| ATR |
2.45 |
2.39 |
-0.06 |
-2.4% |
0.00 |
| Volume |
40,541 |
54,918 |
14,377 |
35.5% |
213,039 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.91 |
70.33 |
67.41 |
|
| R3 |
69.29 |
68.71 |
66.97 |
|
| R2 |
67.67 |
67.67 |
66.82 |
|
| R1 |
67.09 |
67.09 |
66.67 |
67.38 |
| PP |
66.05 |
66.05 |
66.05 |
66.19 |
| S1 |
65.47 |
65.47 |
66.37 |
65.76 |
| S2 |
64.43 |
64.43 |
66.22 |
|
| S3 |
62.81 |
63.85 |
66.07 |
|
| S4 |
61.19 |
62.23 |
65.63 |
|
|
| 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 |
66.62 |
62.21 |
4.41 |
6.6% |
2.01 |
3.0% |
98% |
True |
False |
39,100 |
| 10 |
72.64 |
62.21 |
10.43 |
15.7% |
2.28 |
3.4% |
41% |
False |
False |
42,091 |
| 20 |
75.85 |
62.21 |
13.64 |
20.5% |
2.51 |
3.8% |
32% |
False |
False |
37,104 |
| 40 |
76.50 |
62.21 |
14.29 |
21.5% |
2.25 |
3.4% |
30% |
False |
False |
35,905 |
| 60 |
76.50 |
54.92 |
21.58 |
32.4% |
2.15 |
3.2% |
54% |
False |
False |
31,418 |
| 80 |
76.50 |
54.92 |
21.58 |
32.4% |
2.18 |
3.3% |
54% |
False |
False |
28,400 |
| 100 |
76.50 |
48.00 |
28.50 |
42.8% |
2.25 |
3.4% |
65% |
False |
False |
27,313 |
| 120 |
76.50 |
46.14 |
30.36 |
45.6% |
2.26 |
3.4% |
67% |
False |
False |
26,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.51 |
|
2.618 |
70.86 |
|
1.618 |
69.24 |
|
1.000 |
68.24 |
|
0.618 |
67.62 |
|
HIGH |
66.62 |
|
0.618 |
66.00 |
|
0.500 |
65.81 |
|
0.382 |
65.62 |
|
LOW |
65.00 |
|
0.618 |
64.00 |
|
1.000 |
63.38 |
|
1.618 |
62.38 |
|
2.618 |
60.76 |
|
4.250 |
58.12 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.28 |
65.93 |
| PP |
66.05 |
65.35 |
| S1 |
65.81 |
64.76 |
|