NYMEX Light Sweet Crude Oil Future December 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 |
72.25 |
72.08 |
-0.17 |
-0.2% |
67.72 |
High |
73.15 |
72.86 |
-0.29 |
-0.4% |
72.63 |
Low |
71.94 |
70.62 |
-1.32 |
-1.8% |
67.72 |
Close |
72.47 |
71.46 |
-1.01 |
-1.4% |
72.52 |
Range |
1.21 |
2.24 |
1.03 |
85.1% |
4.91 |
ATR |
2.22 |
2.22 |
0.00 |
0.1% |
0.00 |
Volume |
34,479 |
40,195 |
5,716 |
16.6% |
249,072 |
|
Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.37 |
77.15 |
72.69 |
|
R3 |
76.13 |
74.91 |
72.08 |
|
R2 |
73.89 |
73.89 |
71.87 |
|
R1 |
72.67 |
72.67 |
71.67 |
72.16 |
PP |
71.65 |
71.65 |
71.65 |
71.39 |
S1 |
70.43 |
70.43 |
71.25 |
69.92 |
S2 |
69.41 |
69.41 |
71.05 |
|
S3 |
67.17 |
68.19 |
70.84 |
|
S4 |
64.93 |
65.95 |
70.23 |
|
|
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 |
7.4% |
1.95 |
2.7% |
68% |
False |
False |
48,906 |
10 |
73.15 |
63.80 |
9.35 |
13.1% |
2.03 |
2.8% |
82% |
False |
False |
47,091 |
20 |
75.85 |
62.21 |
13.64 |
19.1% |
2.31 |
3.2% |
68% |
False |
False |
43,072 |
40 |
76.50 |
62.21 |
14.29 |
20.0% |
2.29 |
3.2% |
65% |
False |
False |
39,654 |
60 |
76.50 |
59.30 |
17.20 |
24.1% |
2.16 |
3.0% |
71% |
False |
False |
35,110 |
80 |
76.50 |
54.92 |
21.58 |
30.2% |
2.16 |
3.0% |
77% |
False |
False |
30,796 |
100 |
76.50 |
49.46 |
27.04 |
37.8% |
2.22 |
3.1% |
81% |
False |
False |
29,225 |
120 |
76.50 |
46.14 |
30.36 |
42.5% |
2.26 |
3.2% |
83% |
False |
False |
27,937 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.38 |
2.618 |
78.72 |
1.618 |
76.48 |
1.000 |
75.10 |
0.618 |
74.24 |
HIGH |
72.86 |
0.618 |
72.00 |
0.500 |
71.74 |
0.382 |
71.48 |
LOW |
70.62 |
0.618 |
69.24 |
1.000 |
68.38 |
1.618 |
67.00 |
2.618 |
64.76 |
4.250 |
61.10 |
|
|
Fisher Pivots for day following 28-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
71.74 |
71.89 |
PP |
71.65 |
71.74 |
S1 |
71.55 |
71.60 |
|