NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 27-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
70.87 |
72.25 |
1.38 |
1.9% |
67.72 |
High |
72.63 |
73.15 |
0.52 |
0.7% |
72.63 |
Low |
70.85 |
71.94 |
1.09 |
1.5% |
67.72 |
Close |
72.52 |
72.47 |
-0.05 |
-0.1% |
72.52 |
Range |
1.78 |
1.21 |
-0.57 |
-32.0% |
4.91 |
ATR |
2.30 |
2.22 |
-0.08 |
-3.4% |
0.00 |
Volume |
66,383 |
34,479 |
-31,904 |
-48.1% |
249,072 |
|
Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.15 |
75.52 |
73.14 |
|
R3 |
74.94 |
74.31 |
72.80 |
|
R2 |
73.73 |
73.73 |
72.69 |
|
R1 |
73.10 |
73.10 |
72.58 |
73.42 |
PP |
72.52 |
72.52 |
72.52 |
72.68 |
S1 |
71.89 |
71.89 |
72.36 |
72.21 |
S2 |
71.31 |
71.31 |
72.25 |
|
S3 |
70.10 |
70.68 |
72.14 |
|
S4 |
68.89 |
69.47 |
71.80 |
|
|
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 |
73.15 |
67.88 |
5.27 |
7.3% |
1.92 |
2.6% |
87% |
True |
False |
48,885 |
10 |
73.15 |
62.90 |
10.25 |
14.1% |
2.01 |
2.8% |
93% |
True |
False |
46,197 |
20 |
75.85 |
62.21 |
13.64 |
18.8% |
2.36 |
3.3% |
75% |
False |
False |
42,240 |
40 |
76.50 |
62.21 |
14.29 |
19.7% |
2.29 |
3.2% |
72% |
False |
False |
39,561 |
60 |
76.50 |
56.51 |
19.99 |
27.6% |
2.18 |
3.0% |
80% |
False |
False |
34,669 |
80 |
76.50 |
54.92 |
21.58 |
29.8% |
2.18 |
3.0% |
81% |
False |
False |
30,625 |
100 |
76.50 |
49.46 |
27.04 |
37.3% |
2.21 |
3.1% |
85% |
False |
False |
29,116 |
120 |
76.50 |
46.14 |
30.36 |
41.9% |
2.26 |
3.1% |
87% |
False |
False |
27,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.29 |
2.618 |
76.32 |
1.618 |
75.11 |
1.000 |
74.36 |
0.618 |
73.90 |
HIGH |
73.15 |
0.618 |
72.69 |
0.500 |
72.55 |
0.382 |
72.40 |
LOW |
71.94 |
0.618 |
71.19 |
1.000 |
70.73 |
1.618 |
69.98 |
2.618 |
68.77 |
4.250 |
66.80 |
|
|
Fisher Pivots for day following 27-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
72.55 |
72.08 |
PP |
72.52 |
71.69 |
S1 |
72.50 |
71.31 |
|