NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
70.83 |
72.69 |
1.86 |
2.6% |
69.17 |
| High |
72.81 |
73.40 |
0.59 |
0.8% |
73.40 |
| Low |
70.54 |
72.13 |
1.59 |
2.3% |
68.94 |
| Close |
72.48 |
73.35 |
0.87 |
1.2% |
73.35 |
| Range |
2.27 |
1.27 |
-1.00 |
-44.1% |
4.46 |
| ATR |
1.95 |
1.91 |
-0.05 |
-2.5% |
0.00 |
| Volume |
10,446 |
14,621 |
4,175 |
40.0% |
45,042 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.77 |
76.33 |
74.05 |
|
| R3 |
75.50 |
75.06 |
73.70 |
|
| R2 |
74.23 |
74.23 |
73.58 |
|
| R1 |
73.79 |
73.79 |
73.47 |
74.01 |
| PP |
72.96 |
72.96 |
72.96 |
73.07 |
| S1 |
72.52 |
72.52 |
73.23 |
72.74 |
| S2 |
71.69 |
71.69 |
73.12 |
|
| S3 |
70.42 |
71.25 |
73.00 |
|
| S4 |
69.15 |
69.98 |
72.65 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.28 |
83.77 |
75.80 |
|
| R3 |
80.82 |
79.31 |
74.58 |
|
| R2 |
76.36 |
76.36 |
74.17 |
|
| R1 |
74.85 |
74.85 |
73.76 |
75.61 |
| PP |
71.90 |
71.90 |
71.90 |
72.27 |
| S1 |
70.39 |
70.39 |
72.94 |
71.15 |
| S2 |
67.44 |
67.44 |
72.53 |
|
| S3 |
62.98 |
65.93 |
72.12 |
|
| S4 |
58.52 |
61.47 |
70.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.40 |
68.94 |
4.46 |
6.1% |
1.67 |
2.3% |
99% |
True |
False |
9,008 |
| 10 |
73.40 |
63.01 |
10.39 |
14.2% |
1.76 |
2.4% |
100% |
True |
False |
7,841 |
| 20 |
75.49 |
63.01 |
12.48 |
17.0% |
1.77 |
2.4% |
83% |
False |
False |
6,981 |
| 40 |
76.74 |
63.01 |
13.73 |
18.7% |
1.60 |
2.2% |
75% |
False |
False |
5,413 |
| 60 |
76.74 |
57.44 |
19.30 |
26.3% |
1.56 |
2.1% |
82% |
False |
False |
4,282 |
| 80 |
76.74 |
56.18 |
20.56 |
28.0% |
1.39 |
1.9% |
84% |
False |
False |
3,666 |
| 100 |
76.74 |
50.10 |
26.64 |
36.3% |
1.40 |
1.9% |
87% |
False |
False |
3,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.80 |
|
2.618 |
76.72 |
|
1.618 |
75.45 |
|
1.000 |
74.67 |
|
0.618 |
74.18 |
|
HIGH |
73.40 |
|
0.618 |
72.91 |
|
0.500 |
72.77 |
|
0.382 |
72.62 |
|
LOW |
72.13 |
|
0.618 |
71.35 |
|
1.000 |
70.86 |
|
1.618 |
70.08 |
|
2.618 |
68.81 |
|
4.250 |
66.73 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.16 |
72.62 |
| PP |
72.96 |
71.90 |
| S1 |
72.77 |
71.17 |
|