NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
69.57 |
69.41 |
-0.16 |
-0.2% |
64.50 |
| High |
71.13 |
70.93 |
-0.20 |
-0.3% |
69.15 |
| Low |
69.43 |
68.94 |
-0.49 |
-0.7% |
63.01 |
| Close |
70.11 |
70.72 |
0.61 |
0.9% |
68.86 |
| Range |
1.70 |
1.99 |
0.29 |
17.1% |
6.14 |
| ATR |
1.93 |
1.93 |
0.00 |
0.2% |
0.00 |
| Volume |
7,414 |
7,564 |
150 |
2.0% |
33,368 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.17 |
75.43 |
71.81 |
|
| R3 |
74.18 |
73.44 |
71.27 |
|
| R2 |
72.19 |
72.19 |
71.08 |
|
| R1 |
71.45 |
71.45 |
70.90 |
71.82 |
| PP |
70.20 |
70.20 |
70.20 |
70.38 |
| S1 |
69.46 |
69.46 |
70.54 |
69.83 |
| S2 |
68.21 |
68.21 |
70.36 |
|
| S3 |
66.22 |
67.47 |
70.17 |
|
| S4 |
64.23 |
65.48 |
69.63 |
|
|
| 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 |
71.13 |
65.94 |
5.19 |
7.3% |
1.70 |
2.4% |
92% |
False |
False |
6,718 |
| 10 |
71.13 |
63.01 |
8.12 |
11.5% |
1.60 |
2.3% |
95% |
False |
False |
6,587 |
| 20 |
75.49 |
63.01 |
12.48 |
17.6% |
1.72 |
2.4% |
62% |
False |
False |
6,043 |
| 40 |
76.74 |
63.01 |
13.73 |
19.4% |
1.59 |
2.2% |
56% |
False |
False |
4,927 |
| 60 |
76.74 |
56.57 |
20.17 |
28.5% |
1.51 |
2.1% |
70% |
False |
False |
3,898 |
| 80 |
76.74 |
56.18 |
20.56 |
29.1% |
1.39 |
2.0% |
71% |
False |
False |
3,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.39 |
|
2.618 |
76.14 |
|
1.618 |
74.15 |
|
1.000 |
72.92 |
|
0.618 |
72.16 |
|
HIGH |
70.93 |
|
0.618 |
70.17 |
|
0.500 |
69.94 |
|
0.382 |
69.70 |
|
LOW |
68.94 |
|
0.618 |
67.71 |
|
1.000 |
66.95 |
|
1.618 |
65.72 |
|
2.618 |
63.73 |
|
4.250 |
60.48 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.46 |
70.49 |
| PP |
70.20 |
70.26 |
| S1 |
69.94 |
70.04 |
|