NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
73.37 |
71.77 |
-1.60 |
-2.2% |
69.17 |
| High |
73.39 |
71.77 |
-1.62 |
-2.2% |
73.40 |
| Low |
71.50 |
68.55 |
-2.95 |
-4.1% |
68.94 |
| Close |
72.24 |
69.06 |
-3.18 |
-4.4% |
73.35 |
| Range |
1.89 |
3.22 |
1.33 |
70.4% |
4.46 |
| ATR |
1.85 |
1.98 |
0.13 |
7.1% |
0.00 |
| Volume |
10,413 |
9,194 |
-1,219 |
-11.7% |
45,042 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.45 |
77.48 |
70.83 |
|
| R3 |
76.23 |
74.26 |
69.95 |
|
| R2 |
73.01 |
73.01 |
69.65 |
|
| R1 |
71.04 |
71.04 |
69.36 |
70.42 |
| PP |
69.79 |
69.79 |
69.79 |
69.48 |
| S1 |
67.82 |
67.82 |
68.76 |
67.20 |
| S2 |
66.57 |
66.57 |
68.47 |
|
| S3 |
63.35 |
64.60 |
68.17 |
|
| S4 |
60.13 |
61.38 |
67.29 |
|
|
| 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 |
68.55 |
5.31 |
7.7% |
1.94 |
2.8% |
10% |
False |
True |
10,365 |
| 10 |
73.86 |
65.94 |
7.92 |
11.5% |
1.82 |
2.6% |
39% |
False |
False |
8,541 |
| 20 |
74.66 |
63.01 |
11.65 |
16.9% |
1.73 |
2.5% |
52% |
False |
False |
7,372 |
| 40 |
76.74 |
63.01 |
13.73 |
19.9% |
1.69 |
2.4% |
44% |
False |
False |
5,777 |
| 60 |
76.74 |
61.41 |
15.33 |
22.2% |
1.56 |
2.3% |
50% |
False |
False |
4,649 |
| 80 |
76.74 |
56.18 |
20.56 |
29.8% |
1.41 |
2.0% |
63% |
False |
False |
3,941 |
| 100 |
76.74 |
50.10 |
26.64 |
38.6% |
1.44 |
2.1% |
71% |
False |
False |
3,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.46 |
|
2.618 |
80.20 |
|
1.618 |
76.98 |
|
1.000 |
74.99 |
|
0.618 |
73.76 |
|
HIGH |
71.77 |
|
0.618 |
70.54 |
|
0.500 |
70.16 |
|
0.382 |
69.78 |
|
LOW |
68.55 |
|
0.618 |
66.56 |
|
1.000 |
65.33 |
|
1.618 |
63.34 |
|
2.618 |
60.12 |
|
4.250 |
54.87 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.16 |
71.21 |
| PP |
69.79 |
70.49 |
| S1 |
69.43 |
69.78 |
|