NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 24-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
69.64 |
70.87 |
1.23 |
1.8% |
67.72 |
High |
71.89 |
72.63 |
0.74 |
1.0% |
72.63 |
Low |
69.46 |
70.85 |
1.39 |
2.0% |
67.72 |
Close |
71.59 |
72.52 |
0.93 |
1.3% |
72.52 |
Range |
2.43 |
1.78 |
-0.65 |
-26.7% |
4.91 |
ATR |
2.34 |
2.30 |
-0.04 |
-1.7% |
0.00 |
Volume |
62,179 |
66,383 |
4,204 |
6.8% |
249,072 |
|
Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.34 |
76.71 |
73.50 |
|
R3 |
75.56 |
74.93 |
73.01 |
|
R2 |
73.78 |
73.78 |
72.85 |
|
R1 |
73.15 |
73.15 |
72.68 |
73.47 |
PP |
72.00 |
72.00 |
72.00 |
72.16 |
S1 |
71.37 |
71.37 |
72.36 |
71.69 |
S2 |
70.22 |
70.22 |
72.19 |
|
S3 |
68.44 |
69.59 |
72.03 |
|
S4 |
66.66 |
67.81 |
71.54 |
|
|
Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.69 |
84.01 |
75.22 |
|
R3 |
80.78 |
79.10 |
73.87 |
|
R2 |
75.87 |
75.87 |
73.42 |
|
R1 |
74.19 |
74.19 |
72.97 |
75.03 |
PP |
70.96 |
70.96 |
70.96 |
71.38 |
S1 |
69.28 |
69.28 |
72.07 |
70.12 |
S2 |
66.05 |
66.05 |
71.62 |
|
S3 |
61.14 |
64.37 |
71.17 |
|
S4 |
56.23 |
59.46 |
69.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.63 |
67.72 |
4.91 |
6.8% |
2.02 |
2.8% |
98% |
True |
False |
49,814 |
10 |
72.63 |
62.21 |
10.42 |
14.4% |
2.10 |
2.9% |
99% |
True |
False |
46,196 |
20 |
75.85 |
62.21 |
13.64 |
18.8% |
2.41 |
3.3% |
76% |
False |
False |
42,804 |
40 |
76.50 |
62.21 |
14.29 |
19.7% |
2.30 |
3.2% |
72% |
False |
False |
39,652 |
60 |
76.50 |
56.46 |
20.04 |
27.6% |
2.19 |
3.0% |
80% |
False |
False |
34,497 |
80 |
76.50 |
54.92 |
21.58 |
29.8% |
2.19 |
3.0% |
82% |
False |
False |
30,555 |
100 |
76.50 |
48.76 |
27.74 |
38.3% |
2.23 |
3.1% |
86% |
False |
False |
28,973 |
120 |
76.50 |
46.14 |
30.36 |
41.9% |
2.25 |
3.1% |
87% |
False |
False |
27,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.20 |
2.618 |
77.29 |
1.618 |
75.51 |
1.000 |
74.41 |
0.618 |
73.73 |
HIGH |
72.63 |
0.618 |
71.95 |
0.500 |
71.74 |
0.382 |
71.53 |
LOW |
70.85 |
0.618 |
69.75 |
1.000 |
69.07 |
1.618 |
67.97 |
2.618 |
66.19 |
4.250 |
63.29 |
|
|
Fisher Pivots for day following 24-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
72.26 |
71.77 |
PP |
72.00 |
71.01 |
S1 |
71.74 |
70.26 |
|