NYMEX Light Sweet Crude Oil Future October 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 |
62.08 |
62.07 |
-0.01 |
0.0% |
67.28 |
High |
62.61 |
63.22 |
0.61 |
1.0% |
67.30 |
Low |
60.43 |
61.15 |
0.72 |
1.2% |
60.96 |
Close |
61.62 |
61.50 |
-0.12 |
-0.2% |
61.94 |
Range |
2.18 |
2.07 |
-0.11 |
-5.0% |
6.34 |
ATR |
2.42 |
2.39 |
-0.02 |
-1.0% |
0.00 |
Volume |
28,402 |
30,949 |
2,547 |
9.0% |
159,758 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.17 |
66.90 |
62.64 |
|
R3 |
66.10 |
64.83 |
62.07 |
|
R2 |
64.03 |
64.03 |
61.88 |
|
R1 |
62.76 |
62.76 |
61.69 |
62.36 |
PP |
61.96 |
61.96 |
61.96 |
61.76 |
S1 |
60.69 |
60.69 |
61.31 |
60.29 |
S2 |
59.89 |
59.89 |
61.12 |
|
S3 |
57.82 |
58.62 |
60.93 |
|
S4 |
55.75 |
56.55 |
60.36 |
|
|
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 |
64.59 |
60.43 |
4.16 |
6.8% |
2.19 |
3.6% |
26% |
False |
False |
32,443 |
10 |
73.42 |
60.43 |
12.99 |
21.1% |
2.33 |
3.8% |
8% |
False |
False |
29,516 |
20 |
74.85 |
60.43 |
14.42 |
23.4% |
2.51 |
4.1% |
7% |
False |
False |
22,323 |
40 |
75.27 |
60.43 |
14.84 |
24.1% |
2.23 |
3.6% |
7% |
False |
False |
17,538 |
60 |
75.27 |
53.00 |
22.27 |
36.2% |
2.02 |
3.3% |
38% |
False |
False |
14,768 |
80 |
75.27 |
53.00 |
22.27 |
36.2% |
1.92 |
3.1% |
38% |
False |
False |
12,719 |
100 |
75.27 |
46.31 |
28.96 |
47.1% |
1.91 |
3.1% |
52% |
False |
False |
11,338 |
120 |
75.27 |
45.06 |
30.21 |
49.1% |
1.83 |
3.0% |
54% |
False |
False |
10,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.02 |
2.618 |
68.64 |
1.618 |
66.57 |
1.000 |
65.29 |
0.618 |
64.50 |
HIGH |
63.22 |
0.618 |
62.43 |
0.500 |
62.19 |
0.382 |
61.94 |
LOW |
61.15 |
0.618 |
59.87 |
1.000 |
59.08 |
1.618 |
57.80 |
2.618 |
55.73 |
4.250 |
52.35 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
62.19 |
61.83 |
PP |
61.96 |
61.72 |
S1 |
61.73 |
61.61 |
|