NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 13-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
60.45 |
59.86 |
-0.59 |
-1.0% |
65.54 |
High |
60.89 |
60.67 |
-0.22 |
-0.4% |
65.65 |
Low |
58.72 |
58.32 |
-0.40 |
-0.7% |
58.72 |
Close |
59.89 |
59.69 |
-0.20 |
-0.3% |
59.89 |
Range |
2.17 |
2.35 |
0.18 |
8.3% |
6.93 |
ATR |
2.75 |
2.72 |
-0.03 |
-1.0% |
0.00 |
Volume |
314,800 |
264,745 |
-50,055 |
-15.9% |
1,412,352 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.61 |
65.50 |
60.98 |
|
R3 |
64.26 |
63.15 |
60.34 |
|
R2 |
61.91 |
61.91 |
60.12 |
|
R1 |
60.80 |
60.80 |
59.91 |
60.18 |
PP |
59.56 |
59.56 |
59.56 |
59.25 |
S1 |
58.45 |
58.45 |
59.47 |
57.83 |
S2 |
57.21 |
57.21 |
59.26 |
|
S3 |
54.86 |
56.10 |
59.04 |
|
S4 |
52.51 |
53.75 |
58.40 |
|
|
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 |
64.91 |
58.32 |
6.59 |
11.0% |
2.45 |
4.1% |
21% |
False |
True |
286,769 |
10 |
73.38 |
58.32 |
15.06 |
25.2% |
2.94 |
4.9% |
9% |
False |
True |
275,119 |
20 |
73.42 |
58.32 |
15.10 |
25.3% |
2.81 |
4.7% |
9% |
False |
True |
233,267 |
40 |
73.90 |
57.52 |
16.38 |
27.4% |
2.53 |
4.2% |
13% |
False |
False |
158,747 |
60 |
73.90 |
50.76 |
23.14 |
38.8% |
2.39 |
4.0% |
39% |
False |
False |
116,499 |
80 |
73.90 |
50.76 |
23.14 |
38.8% |
2.35 |
3.9% |
39% |
False |
False |
90,518 |
100 |
73.90 |
43.34 |
30.56 |
51.2% |
2.37 |
4.0% |
54% |
False |
False |
74,381 |
120 |
73.90 |
43.34 |
30.56 |
51.2% |
2.30 |
3.9% |
54% |
False |
False |
63,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.66 |
2.618 |
66.82 |
1.618 |
64.47 |
1.000 |
63.02 |
0.618 |
62.12 |
HIGH |
60.67 |
0.618 |
59.77 |
0.500 |
59.50 |
0.382 |
59.22 |
LOW |
58.32 |
0.618 |
56.87 |
1.000 |
55.97 |
1.618 |
54.52 |
2.618 |
52.17 |
4.250 |
48.33 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
59.63 |
59.97 |
PP |
59.56 |
59.88 |
S1 |
59.50 |
59.78 |
|