NYMEX Light Sweet Crude Oil Future October 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 |
62.85 |
62.08 |
-0.77 |
-1.2% |
67.28 |
High |
62.90 |
62.61 |
-0.29 |
-0.5% |
67.30 |
Low |
60.96 |
60.43 |
-0.53 |
-0.9% |
60.96 |
Close |
61.94 |
61.62 |
-0.32 |
-0.5% |
61.94 |
Range |
1.94 |
2.18 |
0.24 |
12.4% |
6.34 |
ATR |
2.44 |
2.42 |
-0.02 |
-0.7% |
0.00 |
Volume |
32,435 |
28,402 |
-4,033 |
-12.4% |
159,758 |
|
Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.09 |
67.04 |
62.82 |
|
R3 |
65.91 |
64.86 |
62.22 |
|
R2 |
63.73 |
63.73 |
62.02 |
|
R1 |
62.68 |
62.68 |
61.82 |
62.12 |
PP |
61.55 |
61.55 |
61.55 |
61.27 |
S1 |
60.50 |
60.50 |
61.42 |
59.94 |
S2 |
59.37 |
59.37 |
61.22 |
|
S3 |
57.19 |
58.32 |
61.02 |
|
S4 |
55.01 |
56.14 |
60.42 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.42 |
78.52 |
65.43 |
|
R3 |
76.08 |
72.18 |
63.68 |
|
R2 |
69.74 |
69.74 |
63.10 |
|
R1 |
65.84 |
65.84 |
62.52 |
64.62 |
PP |
63.40 |
63.40 |
63.40 |
62.79 |
S1 |
59.50 |
59.50 |
61.36 |
58.28 |
S2 |
57.06 |
57.06 |
60.78 |
|
S3 |
50.72 |
53.16 |
60.20 |
|
S4 |
44.38 |
46.82 |
58.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.74 |
60.43 |
6.31 |
10.2% |
2.30 |
3.7% |
19% |
False |
True |
32,842 |
10 |
74.85 |
60.43 |
14.42 |
23.4% |
2.55 |
4.1% |
8% |
False |
True |
27,930 |
20 |
74.85 |
60.43 |
14.42 |
23.4% |
2.55 |
4.1% |
8% |
False |
True |
21,160 |
40 |
75.27 |
59.26 |
16.01 |
26.0% |
2.25 |
3.6% |
15% |
False |
False |
16,979 |
60 |
75.27 |
53.00 |
22.27 |
36.1% |
2.04 |
3.3% |
39% |
False |
False |
14,307 |
80 |
75.27 |
53.00 |
22.27 |
36.1% |
1.91 |
3.1% |
39% |
False |
False |
12,421 |
100 |
75.27 |
45.81 |
29.46 |
47.8% |
1.91 |
3.1% |
54% |
False |
False |
11,064 |
120 |
75.27 |
45.06 |
30.21 |
49.0% |
1.82 |
3.0% |
55% |
False |
False |
9,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.88 |
2.618 |
68.32 |
1.618 |
66.14 |
1.000 |
64.79 |
0.618 |
63.96 |
HIGH |
62.61 |
0.618 |
61.78 |
0.500 |
61.52 |
0.382 |
61.26 |
LOW |
60.43 |
0.618 |
59.08 |
1.000 |
58.25 |
1.618 |
56.90 |
2.618 |
54.72 |
4.250 |
51.17 |
|
|
Fisher Pivots for day following 13-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
61.59 |
62.06 |
PP |
61.55 |
61.91 |
S1 |
61.52 |
61.77 |
|