NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
66.77 |
69.98 |
3.21 |
4.8% |
70.99 |
High |
70.66 |
72.63 |
1.97 |
2.8% |
72.63 |
Low |
66.65 |
68.47 |
1.82 |
2.7% |
66.41 |
Close |
70.48 |
72.40 |
1.92 |
2.7% |
72.40 |
Range |
4.01 |
4.16 |
0.15 |
3.7% |
6.22 |
ATR |
2.41 |
2.54 |
0.12 |
5.2% |
0.00 |
Volume |
37,067 |
38,874 |
1,807 |
4.9% |
159,203 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.65 |
82.18 |
74.69 |
|
R3 |
79.49 |
78.02 |
73.54 |
|
R2 |
75.33 |
75.33 |
73.16 |
|
R1 |
73.86 |
73.86 |
72.78 |
74.60 |
PP |
71.17 |
71.17 |
71.17 |
71.53 |
S1 |
69.70 |
69.70 |
72.02 |
70.44 |
S2 |
67.01 |
67.01 |
71.64 |
|
S3 |
62.85 |
65.54 |
71.26 |
|
S4 |
58.69 |
61.38 |
70.11 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.14 |
86.99 |
75.82 |
|
R3 |
82.92 |
80.77 |
74.11 |
|
R2 |
76.70 |
76.70 |
73.54 |
|
R1 |
74.55 |
74.55 |
72.97 |
75.63 |
PP |
70.48 |
70.48 |
70.48 |
71.02 |
S1 |
68.33 |
68.33 |
71.83 |
69.41 |
S2 |
64.26 |
64.26 |
71.26 |
|
S3 |
58.04 |
62.11 |
70.69 |
|
S4 |
51.82 |
55.89 |
68.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.63 |
66.41 |
6.22 |
8.6% |
3.08 |
4.2% |
96% |
True |
False |
31,840 |
10 |
72.63 |
66.41 |
6.22 |
8.6% |
2.55 |
3.5% |
96% |
True |
False |
30,088 |
20 |
72.63 |
61.38 |
11.25 |
15.5% |
2.35 |
3.2% |
98% |
True |
False |
23,137 |
40 |
75.83 |
61.38 |
14.45 |
20.0% |
2.24 |
3.1% |
76% |
False |
False |
15,873 |
60 |
75.83 |
59.95 |
15.88 |
21.9% |
2.05 |
2.8% |
78% |
False |
False |
13,152 |
80 |
75.83 |
54.20 |
21.63 |
29.9% |
1.86 |
2.6% |
84% |
False |
False |
11,053 |
100 |
75.83 |
49.00 |
26.83 |
37.1% |
1.83 |
2.5% |
87% |
False |
False |
9,821 |
120 |
75.83 |
45.87 |
29.96 |
41.4% |
1.81 |
2.5% |
89% |
False |
False |
8,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.31 |
2.618 |
83.52 |
1.618 |
79.36 |
1.000 |
76.79 |
0.618 |
75.20 |
HIGH |
72.63 |
0.618 |
71.04 |
0.500 |
70.55 |
0.382 |
70.06 |
LOW |
68.47 |
0.618 |
65.90 |
1.000 |
64.31 |
1.618 |
61.74 |
2.618 |
57.58 |
4.250 |
50.79 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
71.78 |
71.44 |
PP |
71.17 |
70.48 |
S1 |
70.55 |
69.52 |
|