NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 31-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
68.00 |
71.07 |
3.07 |
4.5% |
72.25 |
High |
71.76 |
73.46 |
1.70 |
2.4% |
73.46 |
Low |
67.80 |
69.54 |
1.74 |
2.6% |
67.58 |
Close |
71.58 |
73.20 |
1.62 |
2.3% |
73.20 |
Range |
3.96 |
3.92 |
-0.04 |
-1.0% |
5.88 |
ATR |
2.46 |
2.56 |
0.10 |
4.3% |
0.00 |
Volume |
56,207 |
55,567 |
-640 |
-1.1% |
223,995 |
|
Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.83 |
82.43 |
75.36 |
|
R3 |
79.91 |
78.51 |
74.28 |
|
R2 |
75.99 |
75.99 |
73.92 |
|
R1 |
74.59 |
74.59 |
73.56 |
75.29 |
PP |
72.07 |
72.07 |
72.07 |
72.42 |
S1 |
70.67 |
70.67 |
72.84 |
71.37 |
S2 |
68.15 |
68.15 |
72.48 |
|
S3 |
64.23 |
66.75 |
72.12 |
|
S4 |
60.31 |
62.83 |
71.04 |
|
|
Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.05 |
87.01 |
76.43 |
|
R3 |
83.17 |
81.13 |
74.82 |
|
R2 |
77.29 |
77.29 |
74.28 |
|
R1 |
75.25 |
75.25 |
73.74 |
76.27 |
PP |
71.41 |
71.41 |
71.41 |
71.93 |
S1 |
69.37 |
69.37 |
72.66 |
70.39 |
S2 |
65.53 |
65.53 |
72.12 |
|
S3 |
59.65 |
63.49 |
71.58 |
|
S4 |
53.77 |
57.61 |
69.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.46 |
67.58 |
5.88 |
8.0% |
3.00 |
4.1% |
96% |
True |
False |
44,799 |
10 |
73.46 |
67.58 |
5.88 |
8.0% |
2.51 |
3.4% |
96% |
True |
False |
47,306 |
20 |
73.46 |
62.21 |
11.25 |
15.4% |
2.39 |
3.3% |
98% |
True |
False |
44,949 |
40 |
76.50 |
62.21 |
14.29 |
19.5% |
2.39 |
3.3% |
77% |
False |
False |
39,888 |
60 |
76.50 |
60.66 |
15.84 |
21.6% |
2.27 |
3.1% |
79% |
False |
False |
36,383 |
80 |
76.50 |
54.92 |
21.58 |
29.5% |
2.21 |
3.0% |
85% |
False |
False |
31,936 |
100 |
76.50 |
49.46 |
27.04 |
36.9% |
2.27 |
3.1% |
88% |
False |
False |
30,054 |
120 |
76.50 |
46.14 |
30.36 |
41.5% |
2.30 |
3.1% |
89% |
False |
False |
28,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
90.12 |
2.618 |
83.72 |
1.618 |
79.80 |
1.000 |
77.38 |
0.618 |
75.88 |
HIGH |
73.46 |
0.618 |
71.96 |
0.500 |
71.50 |
0.382 |
71.04 |
LOW |
69.54 |
0.618 |
67.12 |
1.000 |
65.62 |
1.618 |
63.20 |
2.618 |
59.28 |
4.250 |
52.88 |
|
|
Fisher Pivots for day following 31-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
72.63 |
72.31 |
PP |
72.07 |
71.41 |
S1 |
71.50 |
70.52 |
|