NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 30-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
71.10 |
68.00 |
-3.10 |
-4.4% |
67.72 |
High |
71.27 |
71.76 |
0.49 |
0.7% |
72.63 |
Low |
67.58 |
67.80 |
0.22 |
0.3% |
67.72 |
Close |
68.10 |
71.58 |
3.48 |
5.1% |
72.52 |
Range |
3.69 |
3.96 |
0.27 |
7.3% |
4.91 |
ATR |
2.34 |
2.46 |
0.12 |
4.9% |
0.00 |
Volume |
37,547 |
56,207 |
18,660 |
49.7% |
249,072 |
|
Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.26 |
80.88 |
73.76 |
|
R3 |
78.30 |
76.92 |
72.67 |
|
R2 |
74.34 |
74.34 |
72.31 |
|
R1 |
72.96 |
72.96 |
71.94 |
73.65 |
PP |
70.38 |
70.38 |
70.38 |
70.73 |
S1 |
69.00 |
69.00 |
71.22 |
69.69 |
S2 |
66.42 |
66.42 |
70.85 |
|
S3 |
62.46 |
65.04 |
70.49 |
|
S4 |
58.50 |
61.08 |
69.40 |
|
|
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 |
67.58 |
5.57 |
7.8% |
2.58 |
3.6% |
72% |
False |
False |
46,962 |
10 |
73.15 |
65.62 |
7.53 |
10.5% |
2.40 |
3.4% |
79% |
False |
False |
46,921 |
20 |
73.15 |
62.21 |
10.94 |
15.3% |
2.34 |
3.3% |
86% |
False |
False |
44,506 |
40 |
76.50 |
62.21 |
14.29 |
20.0% |
2.36 |
3.3% |
66% |
False |
False |
39,949 |
60 |
76.50 |
60.54 |
15.96 |
22.3% |
2.24 |
3.1% |
69% |
False |
False |
35,826 |
80 |
76.50 |
54.92 |
21.58 |
30.1% |
2.19 |
3.1% |
77% |
False |
False |
31,461 |
100 |
76.50 |
49.46 |
27.04 |
37.8% |
2.25 |
3.1% |
82% |
False |
False |
29,759 |
120 |
76.50 |
46.14 |
30.36 |
42.4% |
2.29 |
3.2% |
84% |
False |
False |
28,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.59 |
2.618 |
82.13 |
1.618 |
78.17 |
1.000 |
75.72 |
0.618 |
74.21 |
HIGH |
71.76 |
0.618 |
70.25 |
0.500 |
69.78 |
0.382 |
69.31 |
LOW |
67.80 |
0.618 |
65.35 |
1.000 |
63.84 |
1.618 |
61.39 |
2.618 |
57.43 |
4.250 |
50.97 |
|
|
Fisher Pivots for day following 30-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
70.98 |
71.13 |
PP |
70.38 |
70.67 |
S1 |
69.78 |
70.22 |
|