NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
67.94 |
67.80 |
-0.14 |
-0.2% |
62.89 |
| High |
69.33 |
68.75 |
-0.58 |
-0.8% |
67.40 |
| Low |
67.27 |
66.75 |
-0.52 |
-0.8% |
61.38 |
| Close |
68.24 |
68.53 |
0.29 |
0.4% |
67.05 |
| Range |
2.06 |
2.00 |
-0.06 |
-2.9% |
6.02 |
| ATR |
2.26 |
2.24 |
-0.02 |
-0.8% |
0.00 |
| Volume |
25,179 |
23,877 |
-1,302 |
-5.2% |
95,844 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.01 |
73.27 |
69.63 |
|
| R3 |
72.01 |
71.27 |
69.08 |
|
| R2 |
70.01 |
70.01 |
68.90 |
|
| R1 |
69.27 |
69.27 |
68.71 |
69.64 |
| PP |
68.01 |
68.01 |
68.01 |
68.20 |
| S1 |
67.27 |
67.27 |
68.35 |
67.64 |
| S2 |
66.01 |
66.01 |
68.16 |
|
| S3 |
64.01 |
65.27 |
67.98 |
|
| S4 |
62.01 |
63.27 |
67.43 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.34 |
81.21 |
70.36 |
|
| R3 |
77.32 |
75.19 |
68.71 |
|
| R2 |
71.30 |
71.30 |
68.15 |
|
| R1 |
69.17 |
69.17 |
67.60 |
70.24 |
| PP |
65.28 |
65.28 |
65.28 |
65.81 |
| S1 |
63.15 |
63.15 |
66.50 |
64.22 |
| S2 |
59.26 |
59.26 |
65.95 |
|
| S3 |
53.24 |
57.13 |
65.39 |
|
| S4 |
47.22 |
51.11 |
63.74 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.33 |
64.02 |
5.31 |
7.7% |
2.02 |
2.9% |
85% |
False |
False |
23,515 |
| 10 |
69.33 |
61.38 |
7.95 |
11.6% |
2.03 |
3.0% |
90% |
False |
False |
18,995 |
| 20 |
74.99 |
61.38 |
13.61 |
19.9% |
2.29 |
3.3% |
53% |
False |
False |
14,257 |
| 40 |
75.83 |
61.38 |
14.45 |
21.1% |
2.05 |
3.0% |
49% |
False |
False |
11,750 |
| 60 |
75.83 |
54.71 |
21.12 |
30.8% |
1.86 |
2.7% |
65% |
False |
False |
9,869 |
| 80 |
75.83 |
54.20 |
21.63 |
31.6% |
1.74 |
2.5% |
66% |
False |
False |
8,544 |
| 100 |
75.83 |
47.48 |
28.35 |
41.4% |
1.74 |
2.5% |
74% |
False |
False |
7,761 |
| 120 |
75.83 |
45.87 |
29.96 |
43.7% |
1.70 |
2.5% |
76% |
False |
False |
7,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.25 |
|
2.618 |
73.99 |
|
1.618 |
71.99 |
|
1.000 |
70.75 |
|
0.618 |
69.99 |
|
HIGH |
68.75 |
|
0.618 |
67.99 |
|
0.500 |
67.75 |
|
0.382 |
67.51 |
|
LOW |
66.75 |
|
0.618 |
65.51 |
|
1.000 |
64.75 |
|
1.618 |
63.51 |
|
2.618 |
61.51 |
|
4.250 |
58.25 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.27 |
68.36 |
| PP |
68.01 |
68.19 |
| S1 |
67.75 |
68.02 |
|