NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.77 |
69.33 |
-2.44 |
-3.4% |
69.17 |
| High |
71.77 |
72.58 |
0.81 |
1.1% |
73.40 |
| Low |
68.55 |
69.33 |
0.78 |
1.1% |
68.94 |
| Close |
69.06 |
72.50 |
3.44 |
5.0% |
73.35 |
| Range |
3.22 |
3.25 |
0.03 |
0.9% |
4.46 |
| ATR |
1.98 |
2.09 |
0.11 |
5.6% |
0.00 |
| Volume |
9,194 |
12,117 |
2,923 |
31.8% |
45,042 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.22 |
80.11 |
74.29 |
|
| R3 |
77.97 |
76.86 |
73.39 |
|
| R2 |
74.72 |
74.72 |
73.10 |
|
| R1 |
73.61 |
73.61 |
72.80 |
74.17 |
| PP |
71.47 |
71.47 |
71.47 |
71.75 |
| S1 |
70.36 |
70.36 |
72.20 |
70.92 |
| S2 |
68.22 |
68.22 |
71.90 |
|
| S3 |
64.97 |
67.11 |
71.61 |
|
| S4 |
61.72 |
63.86 |
70.71 |
|
|
| 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 |
7.3% |
2.14 |
2.9% |
74% |
False |
False |
10,699 |
| 10 |
73.86 |
66.90 |
6.96 |
9.6% |
2.00 |
2.8% |
80% |
False |
False |
8,988 |
| 20 |
73.86 |
63.01 |
10.85 |
15.0% |
1.76 |
2.4% |
87% |
False |
False |
7,769 |
| 40 |
76.74 |
63.01 |
13.73 |
18.9% |
1.71 |
2.4% |
69% |
False |
False |
5,912 |
| 60 |
76.74 |
61.52 |
15.22 |
21.0% |
1.60 |
2.2% |
72% |
False |
False |
4,830 |
| 80 |
76.74 |
56.18 |
20.56 |
28.4% |
1.45 |
2.0% |
79% |
False |
False |
4,050 |
| 100 |
76.74 |
50.10 |
26.64 |
36.7% |
1.45 |
2.0% |
84% |
False |
False |
3,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.39 |
|
2.618 |
81.09 |
|
1.618 |
77.84 |
|
1.000 |
75.83 |
|
0.618 |
74.59 |
|
HIGH |
72.58 |
|
0.618 |
71.34 |
|
0.500 |
70.96 |
|
0.382 |
70.57 |
|
LOW |
69.33 |
|
0.618 |
67.32 |
|
1.000 |
66.08 |
|
1.618 |
64.07 |
|
2.618 |
60.82 |
|
4.250 |
55.52 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.99 |
71.99 |
| PP |
71.47 |
71.48 |
| S1 |
70.96 |
70.97 |
|