NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 14-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
64.50 |
64.30 |
-0.20 |
-0.3% |
69.01 |
High |
64.95 |
65.63 |
0.68 |
1.0% |
69.01 |
Low |
63.01 |
63.75 |
0.74 |
1.2% |
63.69 |
Close |
64.18 |
64.12 |
-0.06 |
-0.1% |
64.52 |
Range |
1.94 |
1.88 |
-0.06 |
-3.1% |
5.32 |
ATR |
1.97 |
1.96 |
-0.01 |
-0.3% |
0.00 |
Volume |
6,868 |
5,034 |
-1,834 |
-26.7% |
30,958 |
|
Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.14 |
69.01 |
65.15 |
|
R3 |
68.26 |
67.13 |
64.64 |
|
R2 |
66.38 |
66.38 |
64.46 |
|
R1 |
65.25 |
65.25 |
64.29 |
64.88 |
PP |
64.50 |
64.50 |
64.50 |
64.31 |
S1 |
63.37 |
63.37 |
63.95 |
63.00 |
S2 |
62.62 |
62.62 |
63.78 |
|
S3 |
60.74 |
61.49 |
63.60 |
|
S4 |
58.86 |
59.61 |
63.09 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.70 |
78.43 |
67.45 |
|
R3 |
76.38 |
73.11 |
65.98 |
|
R2 |
71.06 |
71.06 |
65.50 |
|
R1 |
67.79 |
67.79 |
65.01 |
66.77 |
PP |
65.74 |
65.74 |
65.74 |
65.23 |
S1 |
62.47 |
62.47 |
64.03 |
61.45 |
S2 |
60.42 |
60.42 |
63.54 |
|
S3 |
55.10 |
57.15 |
63.06 |
|
S4 |
49.78 |
51.83 |
61.59 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
66.61 |
63.01 |
3.60 |
5.6% |
1.53 |
2.4% |
31% |
False |
False |
6,082 |
10 |
75.49 |
63.01 |
12.48 |
19.5% |
1.79 |
2.8% |
9% |
False |
False |
6,048 |
20 |
76.42 |
63.01 |
13.41 |
20.9% |
1.77 |
2.8% |
8% |
False |
False |
5,162 |
40 |
76.74 |
62.75 |
13.99 |
21.8% |
1.50 |
2.3% |
10% |
False |
False |
4,182 |
60 |
76.74 |
56.18 |
20.56 |
32.1% |
1.43 |
2.2% |
39% |
False |
False |
3,402 |
80 |
76.74 |
56.18 |
20.56 |
32.1% |
1.35 |
2.1% |
39% |
False |
False |
2,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.62 |
2.618 |
70.55 |
1.618 |
68.67 |
1.000 |
67.51 |
0.618 |
66.79 |
HIGH |
65.63 |
0.618 |
64.91 |
0.500 |
64.69 |
0.382 |
64.47 |
LOW |
63.75 |
0.618 |
62.59 |
1.000 |
61.87 |
1.618 |
60.71 |
2.618 |
58.83 |
4.250 |
55.76 |
|
|
Fisher Pivots for day following 14-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
64.69 |
64.32 |
PP |
64.50 |
64.25 |
S1 |
64.31 |
64.19 |
|