NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.60 |
66.91 |
0.31 |
0.5% |
64.50 |
| High |
67.36 |
69.15 |
1.79 |
2.7% |
69.15 |
| Low |
65.94 |
66.90 |
0.96 |
1.5% |
63.01 |
| Close |
67.36 |
68.86 |
1.50 |
2.2% |
68.86 |
| Range |
1.42 |
2.25 |
0.83 |
58.5% |
6.14 |
| ATR |
1.98 |
2.00 |
0.02 |
1.0% |
0.00 |
| Volume |
7,654 |
5,963 |
-1,691 |
-22.1% |
33,368 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.05 |
74.21 |
70.10 |
|
| R3 |
72.80 |
71.96 |
69.48 |
|
| R2 |
70.55 |
70.55 |
69.27 |
|
| R1 |
69.71 |
69.71 |
69.07 |
70.13 |
| PP |
68.30 |
68.30 |
68.30 |
68.52 |
| S1 |
67.46 |
67.46 |
68.65 |
67.88 |
| S2 |
66.05 |
66.05 |
68.45 |
|
| S3 |
63.80 |
65.21 |
68.24 |
|
| S4 |
61.55 |
62.96 |
67.62 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.43 |
83.28 |
72.24 |
|
| R3 |
79.29 |
77.14 |
70.55 |
|
| R2 |
73.15 |
73.15 |
69.99 |
|
| R1 |
71.00 |
71.00 |
69.42 |
72.08 |
| PP |
67.01 |
67.01 |
67.01 |
67.54 |
| S1 |
64.86 |
64.86 |
68.30 |
65.94 |
| S2 |
60.87 |
60.87 |
67.73 |
|
| S3 |
54.73 |
58.72 |
67.17 |
|
| S4 |
48.59 |
52.58 |
65.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.15 |
63.01 |
6.14 |
8.9% |
1.85 |
2.7% |
95% |
True |
False |
6,673 |
| 10 |
69.15 |
63.01 |
6.14 |
8.9% |
1.61 |
2.3% |
95% |
True |
False |
6,432 |
| 20 |
75.49 |
63.01 |
12.48 |
18.1% |
1.77 |
2.6% |
47% |
False |
False |
5,535 |
| 40 |
76.74 |
63.01 |
13.73 |
19.9% |
1.55 |
2.3% |
43% |
False |
False |
4,597 |
| 60 |
76.74 |
56.50 |
20.24 |
29.4% |
1.46 |
2.1% |
61% |
False |
False |
3,689 |
| 80 |
76.74 |
56.18 |
20.56 |
29.9% |
1.37 |
2.0% |
62% |
False |
False |
3,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.71 |
|
2.618 |
75.04 |
|
1.618 |
72.79 |
|
1.000 |
71.40 |
|
0.618 |
70.54 |
|
HIGH |
69.15 |
|
0.618 |
68.29 |
|
0.500 |
68.03 |
|
0.382 |
67.76 |
|
LOW |
66.90 |
|
0.618 |
65.51 |
|
1.000 |
64.65 |
|
1.618 |
63.26 |
|
2.618 |
61.01 |
|
4.250 |
57.34 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.58 |
68.28 |
| PP |
68.30 |
67.71 |
| S1 |
68.03 |
67.13 |
|