NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
65.92 |
66.55 |
0.63 |
1.0% |
63.76 |
| High |
66.62 |
68.41 |
1.79 |
2.7% |
68.41 |
| Low |
65.00 |
65.62 |
0.62 |
1.0% |
62.21 |
| Close |
66.52 |
68.03 |
1.51 |
2.3% |
68.03 |
| Range |
1.62 |
2.79 |
1.17 |
72.2% |
6.20 |
| ATR |
2.39 |
2.42 |
0.03 |
1.2% |
0.00 |
| Volume |
54,918 |
51,713 |
-3,205 |
-5.8% |
212,888 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.72 |
74.67 |
69.56 |
|
| R3 |
72.93 |
71.88 |
68.80 |
|
| R2 |
70.14 |
70.14 |
68.54 |
|
| R1 |
69.09 |
69.09 |
68.29 |
69.62 |
| PP |
67.35 |
67.35 |
67.35 |
67.62 |
| S1 |
66.30 |
66.30 |
67.77 |
66.83 |
| S2 |
64.56 |
64.56 |
67.52 |
|
| S3 |
61.77 |
63.51 |
67.26 |
|
| S4 |
58.98 |
60.72 |
66.50 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.82 |
82.62 |
71.44 |
|
| R3 |
78.62 |
76.42 |
69.74 |
|
| R2 |
72.42 |
72.42 |
69.17 |
|
| R1 |
70.22 |
70.22 |
68.60 |
71.32 |
| PP |
66.22 |
66.22 |
66.22 |
66.77 |
| S1 |
64.02 |
64.02 |
67.46 |
65.12 |
| S2 |
60.02 |
60.02 |
66.89 |
|
| S3 |
53.82 |
57.82 |
66.33 |
|
| S4 |
47.62 |
51.62 |
64.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.41 |
62.21 |
6.20 |
9.1% |
2.17 |
3.2% |
94% |
True |
False |
42,577 |
| 10 |
69.61 |
62.21 |
7.40 |
10.9% |
2.27 |
3.3% |
79% |
False |
False |
42,592 |
| 20 |
75.85 |
62.21 |
13.64 |
20.0% |
2.57 |
3.8% |
43% |
False |
False |
38,207 |
| 40 |
76.50 |
62.21 |
14.29 |
21.0% |
2.28 |
3.4% |
41% |
False |
False |
36,692 |
| 60 |
76.50 |
54.92 |
21.58 |
31.7% |
2.17 |
3.2% |
61% |
False |
False |
31,935 |
| 80 |
76.50 |
54.92 |
21.58 |
31.7% |
2.20 |
3.2% |
61% |
False |
False |
28,770 |
| 100 |
76.50 |
48.00 |
28.50 |
41.9% |
2.26 |
3.3% |
70% |
False |
False |
27,648 |
| 120 |
76.50 |
46.14 |
30.36 |
44.6% |
2.27 |
3.3% |
72% |
False |
False |
26,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.27 |
|
2.618 |
75.71 |
|
1.618 |
72.92 |
|
1.000 |
71.20 |
|
0.618 |
70.13 |
|
HIGH |
68.41 |
|
0.618 |
67.34 |
|
0.500 |
67.02 |
|
0.382 |
66.69 |
|
LOW |
65.62 |
|
0.618 |
63.90 |
|
1.000 |
62.83 |
|
1.618 |
61.11 |
|
2.618 |
58.32 |
|
4.250 |
53.76 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.69 |
67.39 |
| PP |
67.35 |
66.75 |
| S1 |
67.02 |
66.11 |
|