NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.91 |
69.17 |
2.26 |
3.4% |
64.50 |
| High |
69.15 |
70.12 |
0.97 |
1.4% |
69.15 |
| Low |
66.90 |
69.00 |
2.10 |
3.1% |
63.01 |
| Close |
68.86 |
69.94 |
1.08 |
1.6% |
68.86 |
| Range |
2.25 |
1.12 |
-1.13 |
-50.2% |
6.14 |
| ATR |
2.00 |
1.94 |
-0.05 |
-2.6% |
0.00 |
| Volume |
5,963 |
4,997 |
-966 |
-16.2% |
33,368 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.05 |
72.61 |
70.56 |
|
| R3 |
71.93 |
71.49 |
70.25 |
|
| R2 |
70.81 |
70.81 |
70.15 |
|
| R1 |
70.37 |
70.37 |
70.04 |
70.59 |
| PP |
69.69 |
69.69 |
69.69 |
69.80 |
| S1 |
69.25 |
69.25 |
69.84 |
69.47 |
| S2 |
68.57 |
68.57 |
69.73 |
|
| S3 |
67.45 |
68.13 |
69.63 |
|
| S4 |
66.33 |
67.01 |
69.32 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.43 |
83.28 |
72.24 |
|
| R3 |
79.29 |
77.14 |
70.55 |
|
| R2 |
73.15 |
73.15 |
69.99 |
|
| R1 |
71.00 |
71.00 |
69.42 |
72.08 |
| PP |
67.01 |
67.01 |
67.01 |
67.54 |
| S1 |
64.86 |
64.86 |
68.30 |
65.94 |
| S2 |
60.87 |
60.87 |
67.73 |
|
| S3 |
54.73 |
58.72 |
67.17 |
|
| S4 |
48.59 |
52.58 |
65.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.12 |
63.75 |
6.37 |
9.1% |
1.68 |
2.4% |
97% |
True |
False |
6,299 |
| 10 |
70.12 |
63.01 |
7.11 |
10.2% |
1.60 |
2.3% |
97% |
True |
False |
6,245 |
| 20 |
75.49 |
63.01 |
12.48 |
17.8% |
1.72 |
2.5% |
56% |
False |
False |
5,714 |
| 40 |
76.74 |
63.01 |
13.73 |
19.6% |
1.56 |
2.2% |
50% |
False |
False |
4,675 |
| 60 |
76.74 |
56.57 |
20.17 |
28.8% |
1.47 |
2.1% |
66% |
False |
False |
3,731 |
| 80 |
76.74 |
56.18 |
20.56 |
29.4% |
1.37 |
2.0% |
67% |
False |
False |
3,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.88 |
|
2.618 |
73.05 |
|
1.618 |
71.93 |
|
1.000 |
71.24 |
|
0.618 |
70.81 |
|
HIGH |
70.12 |
|
0.618 |
69.69 |
|
0.500 |
69.56 |
|
0.382 |
69.43 |
|
LOW |
69.00 |
|
0.618 |
68.31 |
|
1.000 |
67.88 |
|
1.618 |
67.19 |
|
2.618 |
66.07 |
|
4.250 |
64.24 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.81 |
69.30 |
| PP |
69.69 |
68.67 |
| S1 |
69.56 |
68.03 |
|