NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
70.99 |
71.15 |
0.16 |
0.2% |
66.94 |
| High |
72.02 |
71.91 |
-0.11 |
-0.2% |
71.45 |
| Low |
70.90 |
69.65 |
-1.25 |
-1.8% |
66.71 |
| Close |
71.48 |
70.46 |
-1.02 |
-1.4% |
71.36 |
| Range |
1.12 |
2.26 |
1.14 |
101.8% |
4.74 |
| ATR |
2.15 |
2.16 |
0.01 |
0.4% |
0.00 |
| Volume |
29,215 |
33,631 |
4,416 |
15.1% |
141,683 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.45 |
76.22 |
71.70 |
|
| R3 |
75.19 |
73.96 |
71.08 |
|
| R2 |
72.93 |
72.93 |
70.87 |
|
| R1 |
71.70 |
71.70 |
70.67 |
71.19 |
| PP |
70.67 |
70.67 |
70.67 |
70.42 |
| S1 |
69.44 |
69.44 |
70.25 |
68.93 |
| S2 |
68.41 |
68.41 |
70.05 |
|
| S3 |
66.15 |
67.18 |
69.84 |
|
| S4 |
63.89 |
64.92 |
69.22 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.06 |
82.45 |
73.97 |
|
| R3 |
79.32 |
77.71 |
72.66 |
|
| R2 |
74.58 |
74.58 |
72.23 |
|
| R1 |
72.97 |
72.97 |
71.79 |
73.78 |
| PP |
69.84 |
69.84 |
69.84 |
70.24 |
| S1 |
68.23 |
68.23 |
70.93 |
69.04 |
| S2 |
65.10 |
65.10 |
70.49 |
|
| S3 |
60.36 |
63.49 |
70.06 |
|
| S4 |
55.62 |
58.75 |
68.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.02 |
66.75 |
5.27 |
7.5% |
1.95 |
2.8% |
70% |
False |
False |
32,784 |
| 10 |
72.02 |
62.83 |
9.19 |
13.0% |
2.02 |
2.9% |
83% |
False |
False |
27,637 |
| 20 |
74.99 |
61.38 |
13.61 |
19.3% |
2.23 |
3.2% |
67% |
False |
False |
19,856 |
| 40 |
75.83 |
61.38 |
14.45 |
20.5% |
2.10 |
3.0% |
63% |
False |
False |
14,358 |
| 60 |
75.83 |
59.77 |
16.06 |
22.8% |
1.90 |
2.7% |
67% |
False |
False |
11,891 |
| 80 |
75.83 |
54.20 |
21.63 |
30.7% |
1.75 |
2.5% |
75% |
False |
False |
10,033 |
| 100 |
75.83 |
49.00 |
26.83 |
38.1% |
1.76 |
2.5% |
80% |
False |
False |
8,994 |
| 120 |
75.83 |
45.87 |
29.96 |
42.5% |
1.74 |
2.5% |
82% |
False |
False |
8,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.52 |
|
2.618 |
77.83 |
|
1.618 |
75.57 |
|
1.000 |
74.17 |
|
0.618 |
73.31 |
|
HIGH |
71.91 |
|
0.618 |
71.05 |
|
0.500 |
70.78 |
|
0.382 |
70.51 |
|
LOW |
69.65 |
|
0.618 |
68.25 |
|
1.000 |
67.39 |
|
1.618 |
65.99 |
|
2.618 |
63.73 |
|
4.250 |
60.05 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.78 |
70.84 |
| PP |
70.67 |
70.71 |
| S1 |
70.57 |
70.59 |
|