NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
72.69 |
73.77 |
1.08 |
1.5% |
69.17 |
| High |
73.40 |
73.86 |
0.46 |
0.6% |
73.40 |
| Low |
72.13 |
72.80 |
0.67 |
0.9% |
68.94 |
| Close |
73.35 |
73.20 |
-0.15 |
-0.2% |
73.35 |
| Range |
1.27 |
1.06 |
-0.21 |
-16.5% |
4.46 |
| ATR |
1.91 |
1.85 |
-0.06 |
-3.2% |
0.00 |
| Volume |
14,621 |
7,151 |
-7,470 |
-51.1% |
45,042 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.47 |
75.89 |
73.78 |
|
| R3 |
75.41 |
74.83 |
73.49 |
|
| R2 |
74.35 |
74.35 |
73.39 |
|
| R1 |
73.77 |
73.77 |
73.30 |
73.53 |
| PP |
73.29 |
73.29 |
73.29 |
73.17 |
| S1 |
72.71 |
72.71 |
73.10 |
72.47 |
| S2 |
72.23 |
72.23 |
73.01 |
|
| S3 |
71.17 |
71.65 |
72.91 |
|
| S4 |
70.11 |
70.59 |
72.62 |
|
|
| 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 |
73.86 |
68.94 |
4.92 |
6.7% |
1.66 |
2.3% |
87% |
True |
False |
9,439 |
| 10 |
73.86 |
63.75 |
10.11 |
13.8% |
1.67 |
2.3% |
93% |
True |
False |
7,869 |
| 20 |
75.49 |
63.01 |
12.48 |
17.0% |
1.72 |
2.4% |
82% |
False |
False |
6,880 |
| 40 |
76.74 |
63.01 |
13.73 |
18.8% |
1.61 |
2.2% |
74% |
False |
False |
5,447 |
| 60 |
76.74 |
57.44 |
19.30 |
26.4% |
1.56 |
2.1% |
82% |
False |
False |
4,373 |
| 80 |
76.74 |
56.18 |
20.56 |
28.1% |
1.39 |
1.9% |
83% |
False |
False |
3,739 |
| 100 |
76.74 |
50.10 |
26.64 |
36.4% |
1.41 |
1.9% |
87% |
False |
False |
3,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.37 |
|
2.618 |
76.64 |
|
1.618 |
75.58 |
|
1.000 |
74.92 |
|
0.618 |
74.52 |
|
HIGH |
73.86 |
|
0.618 |
73.46 |
|
0.500 |
73.33 |
|
0.382 |
73.20 |
|
LOW |
72.80 |
|
0.618 |
72.14 |
|
1.000 |
71.74 |
|
1.618 |
71.08 |
|
2.618 |
70.02 |
|
4.250 |
68.30 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.33 |
72.87 |
| PP |
73.29 |
72.53 |
| S1 |
73.24 |
72.20 |
|