NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 10-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
60.38 |
60.45 |
0.07 |
0.1% |
65.54 |
High |
61.62 |
60.89 |
-0.73 |
-1.2% |
65.65 |
Low |
59.25 |
58.72 |
-0.53 |
-0.9% |
58.72 |
Close |
60.41 |
59.89 |
-0.52 |
-0.9% |
59.89 |
Range |
2.37 |
2.17 |
-0.20 |
-8.4% |
6.93 |
ATR |
2.79 |
2.75 |
-0.04 |
-1.6% |
0.00 |
Volume |
334,958 |
314,800 |
-20,158 |
-6.0% |
1,412,352 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.34 |
65.29 |
61.08 |
|
R3 |
64.17 |
63.12 |
60.49 |
|
R2 |
62.00 |
62.00 |
60.29 |
|
R1 |
60.95 |
60.95 |
60.09 |
60.39 |
PP |
59.83 |
59.83 |
59.83 |
59.56 |
S1 |
58.78 |
58.78 |
59.69 |
58.22 |
S2 |
57.66 |
57.66 |
59.49 |
|
S3 |
55.49 |
56.61 |
59.29 |
|
S4 |
53.32 |
54.44 |
58.70 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.21 |
77.98 |
63.70 |
|
R3 |
75.28 |
71.05 |
61.80 |
|
R2 |
68.35 |
68.35 |
61.16 |
|
R1 |
64.12 |
64.12 |
60.53 |
62.77 |
PP |
61.42 |
61.42 |
61.42 |
60.75 |
S1 |
57.19 |
57.19 |
59.25 |
55.84 |
S2 |
54.49 |
54.49 |
58.62 |
|
S3 |
47.56 |
50.26 |
57.98 |
|
S4 |
40.63 |
43.33 |
56.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.65 |
58.72 |
6.93 |
11.6% |
2.43 |
4.1% |
17% |
False |
True |
282,470 |
10 |
73.38 |
58.72 |
14.66 |
24.5% |
2.95 |
4.9% |
8% |
False |
True |
274,138 |
20 |
73.42 |
58.72 |
14.70 |
24.5% |
2.78 |
4.6% |
8% |
False |
True |
227,578 |
40 |
73.90 |
57.52 |
16.38 |
27.4% |
2.53 |
4.2% |
14% |
False |
False |
153,437 |
60 |
73.90 |
50.76 |
23.14 |
38.6% |
2.37 |
4.0% |
39% |
False |
False |
112,376 |
80 |
73.90 |
50.34 |
23.56 |
39.3% |
2.36 |
3.9% |
41% |
False |
False |
87,303 |
100 |
73.90 |
43.34 |
30.56 |
51.0% |
2.38 |
4.0% |
54% |
False |
False |
71,822 |
120 |
73.90 |
43.34 |
30.56 |
51.0% |
2.30 |
3.8% |
54% |
False |
False |
60,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.11 |
2.618 |
66.57 |
1.618 |
64.40 |
1.000 |
63.06 |
0.618 |
62.23 |
HIGH |
60.89 |
0.618 |
60.06 |
0.500 |
59.81 |
0.382 |
59.55 |
LOW |
58.72 |
0.618 |
57.38 |
1.000 |
56.55 |
1.618 |
55.21 |
2.618 |
53.04 |
4.250 |
49.50 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
59.86 |
60.70 |
PP |
59.83 |
60.43 |
S1 |
59.81 |
60.16 |
|