NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
67.72 |
69.00 |
1.28 |
1.9% |
63.76 |
| High |
69.44 |
70.36 |
0.92 |
1.3% |
68.41 |
| Low |
67.72 |
68.30 |
0.58 |
0.9% |
62.21 |
| Close |
69.10 |
69.27 |
0.17 |
0.2% |
68.03 |
| Range |
1.72 |
2.06 |
0.34 |
19.8% |
6.20 |
| ATR |
2.37 |
2.35 |
-0.02 |
-0.9% |
0.00 |
| Volume |
39,123 |
40,089 |
966 |
2.5% |
212,888 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.49 |
74.44 |
70.40 |
|
| R3 |
73.43 |
72.38 |
69.84 |
|
| R2 |
71.37 |
71.37 |
69.65 |
|
| R1 |
70.32 |
70.32 |
69.46 |
70.85 |
| PP |
69.31 |
69.31 |
69.31 |
69.57 |
| S1 |
68.26 |
68.26 |
69.08 |
68.79 |
| S2 |
67.25 |
67.25 |
68.89 |
|
| S3 |
65.19 |
66.20 |
68.70 |
|
| S4 |
63.13 |
64.14 |
68.14 |
|
|
| 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 |
70.36 |
63.80 |
6.56 |
9.5% |
2.11 |
3.0% |
83% |
True |
False |
45,276 |
| 10 |
70.36 |
62.21 |
8.15 |
11.8% |
2.12 |
3.1% |
87% |
True |
False |
41,013 |
| 20 |
75.85 |
62.21 |
13.64 |
19.7% |
2.44 |
3.5% |
52% |
False |
False |
38,992 |
| 40 |
76.50 |
62.21 |
14.29 |
20.6% |
2.30 |
3.3% |
49% |
False |
False |
37,470 |
| 60 |
76.50 |
54.92 |
21.58 |
31.2% |
2.18 |
3.1% |
66% |
False |
False |
32,558 |
| 80 |
76.50 |
54.92 |
21.58 |
31.2% |
2.20 |
3.2% |
66% |
False |
False |
29,081 |
| 100 |
76.50 |
48.00 |
28.50 |
41.1% |
2.25 |
3.3% |
75% |
False |
False |
27,943 |
| 120 |
76.50 |
46.14 |
30.36 |
43.8% |
2.25 |
3.2% |
76% |
False |
False |
26,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.12 |
|
2.618 |
75.75 |
|
1.618 |
73.69 |
|
1.000 |
72.42 |
|
0.618 |
71.63 |
|
HIGH |
70.36 |
|
0.618 |
69.57 |
|
0.500 |
69.33 |
|
0.382 |
69.09 |
|
LOW |
68.30 |
|
0.618 |
67.03 |
|
1.000 |
66.24 |
|
1.618 |
64.97 |
|
2.618 |
62.91 |
|
4.250 |
59.55 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.33 |
68.84 |
| PP |
69.31 |
68.42 |
| S1 |
69.29 |
67.99 |
|