NYMEX Light Sweet Crude Oil Future December 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 |
63.76 |
62.90 |
-0.86 |
-1.3% |
69.61 |
High |
64.31 |
64.90 |
0.59 |
0.9% |
69.61 |
Low |
62.21 |
62.90 |
0.69 |
1.1% |
62.76 |
Close |
63.41 |
63.37 |
-0.04 |
-0.1% |
63.73 |
Range |
2.10 |
2.00 |
-0.10 |
-4.8% |
6.85 |
ATR |
2.46 |
2.42 |
-0.03 |
-1.3% |
0.00 |
Volume |
34,460 |
31,256 |
-3,204 |
-9.3% |
213,039 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.72 |
68.55 |
64.47 |
|
R3 |
67.72 |
66.55 |
63.92 |
|
R2 |
65.72 |
65.72 |
63.74 |
|
R1 |
64.55 |
64.55 |
63.55 |
65.14 |
PP |
63.72 |
63.72 |
63.72 |
64.02 |
S1 |
62.55 |
62.55 |
63.19 |
63.14 |
S2 |
61.72 |
61.72 |
63.00 |
|
S3 |
59.72 |
60.55 |
62.82 |
|
S4 |
57.72 |
58.55 |
62.27 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.92 |
81.67 |
67.50 |
|
R3 |
79.07 |
74.82 |
65.61 |
|
R2 |
72.22 |
72.22 |
64.99 |
|
R1 |
67.97 |
67.97 |
64.36 |
66.67 |
PP |
65.37 |
65.37 |
65.37 |
64.72 |
S1 |
61.12 |
61.12 |
63.10 |
59.82 |
S2 |
58.52 |
58.52 |
62.47 |
|
S3 |
51.67 |
54.27 |
61.85 |
|
S4 |
44.82 |
47.42 |
59.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.25 |
62.21 |
4.04 |
6.4% |
2.13 |
3.4% |
29% |
False |
False |
36,749 |
10 |
75.85 |
62.21 |
13.64 |
21.5% |
2.58 |
4.1% |
9% |
False |
False |
39,053 |
20 |
76.02 |
62.21 |
13.81 |
21.8% |
2.54 |
4.0% |
8% |
False |
False |
35,275 |
40 |
76.50 |
60.77 |
15.73 |
24.8% |
2.27 |
3.6% |
17% |
False |
False |
34,603 |
60 |
76.50 |
54.92 |
21.58 |
34.1% |
2.17 |
3.4% |
39% |
False |
False |
30,351 |
80 |
76.50 |
54.92 |
21.58 |
34.1% |
2.18 |
3.4% |
39% |
False |
False |
27,839 |
100 |
76.50 |
47.19 |
29.31 |
46.3% |
2.26 |
3.6% |
55% |
False |
False |
26,832 |
120 |
76.50 |
46.14 |
30.36 |
47.9% |
2.28 |
3.6% |
57% |
False |
False |
25,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.40 |
2.618 |
70.14 |
1.618 |
68.14 |
1.000 |
66.90 |
0.618 |
66.14 |
HIGH |
64.90 |
0.618 |
64.14 |
0.500 |
63.90 |
0.382 |
63.66 |
LOW |
62.90 |
0.618 |
61.66 |
1.000 |
60.90 |
1.618 |
59.66 |
2.618 |
57.66 |
4.250 |
54.40 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
63.90 |
63.56 |
PP |
63.72 |
63.49 |
S1 |
63.55 |
63.43 |
|