NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
59.86 |
60.14 |
0.28 |
0.5% |
65.54 |
High |
60.67 |
61.46 |
0.79 |
1.3% |
65.65 |
Low |
58.32 |
59.15 |
0.83 |
1.4% |
58.72 |
Close |
59.69 |
59.52 |
-0.17 |
-0.3% |
59.89 |
Range |
2.35 |
2.31 |
-0.04 |
-1.7% |
6.93 |
ATR |
2.72 |
2.69 |
-0.03 |
-1.1% |
0.00 |
Volume |
264,745 |
301,907 |
37,162 |
14.0% |
1,412,352 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.97 |
65.56 |
60.79 |
|
R3 |
64.66 |
63.25 |
60.16 |
|
R2 |
62.35 |
62.35 |
59.94 |
|
R1 |
60.94 |
60.94 |
59.73 |
60.49 |
PP |
60.04 |
60.04 |
60.04 |
59.82 |
S1 |
58.63 |
58.63 |
59.31 |
58.18 |
S2 |
57.73 |
57.73 |
59.10 |
|
S3 |
55.42 |
56.32 |
58.88 |
|
S4 |
53.11 |
54.01 |
58.25 |
|
|
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 |
62.68 |
58.32 |
4.36 |
7.3% |
2.37 |
4.0% |
28% |
False |
False |
295,753 |
10 |
73.38 |
58.32 |
15.06 |
25.3% |
2.81 |
4.7% |
8% |
False |
False |
284,507 |
20 |
73.42 |
58.32 |
15.10 |
25.4% |
2.79 |
4.7% |
8% |
False |
False |
244,187 |
40 |
73.90 |
57.57 |
16.33 |
27.4% |
2.52 |
4.2% |
12% |
False |
False |
165,347 |
60 |
73.90 |
50.76 |
23.14 |
38.9% |
2.40 |
4.0% |
38% |
False |
False |
121,219 |
80 |
73.90 |
50.76 |
23.14 |
38.9% |
2.35 |
3.9% |
38% |
False |
False |
94,164 |
100 |
73.90 |
43.34 |
30.56 |
51.3% |
2.37 |
4.0% |
53% |
False |
False |
77,322 |
120 |
73.90 |
43.34 |
30.56 |
51.3% |
2.30 |
3.9% |
53% |
False |
False |
65,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.28 |
2.618 |
67.51 |
1.618 |
65.20 |
1.000 |
63.77 |
0.618 |
62.89 |
HIGH |
61.46 |
0.618 |
60.58 |
0.500 |
60.31 |
0.382 |
60.03 |
LOW |
59.15 |
0.618 |
57.72 |
1.000 |
56.84 |
1.618 |
55.41 |
2.618 |
53.10 |
4.250 |
49.33 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
60.31 |
59.89 |
PP |
60.04 |
59.77 |
S1 |
59.78 |
59.64 |
|