NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
69.17 |
69.57 |
0.40 |
0.6% |
64.50 |
| High |
70.12 |
71.13 |
1.01 |
1.4% |
69.15 |
| Low |
69.00 |
69.43 |
0.43 |
0.6% |
63.01 |
| Close |
69.94 |
70.11 |
0.17 |
0.2% |
68.86 |
| Range |
1.12 |
1.70 |
0.58 |
51.8% |
6.14 |
| ATR |
1.94 |
1.93 |
-0.02 |
-0.9% |
0.00 |
| Volume |
4,997 |
7,414 |
2,417 |
48.4% |
33,368 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.32 |
74.42 |
71.05 |
|
| R3 |
73.62 |
72.72 |
70.58 |
|
| R2 |
71.92 |
71.92 |
70.42 |
|
| R1 |
71.02 |
71.02 |
70.27 |
71.47 |
| PP |
70.22 |
70.22 |
70.22 |
70.45 |
| S1 |
69.32 |
69.32 |
69.95 |
69.77 |
| S2 |
68.52 |
68.52 |
69.80 |
|
| S3 |
66.82 |
67.62 |
69.64 |
|
| S4 |
65.12 |
65.92 |
69.18 |
|
|
| 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 |
71.13 |
65.11 |
6.02 |
8.6% |
1.65 |
2.3% |
83% |
True |
False |
6,775 |
| 10 |
71.13 |
63.01 |
8.12 |
11.6% |
1.59 |
2.3% |
87% |
True |
False |
6,428 |
| 20 |
75.49 |
63.01 |
12.48 |
17.8% |
1.74 |
2.5% |
57% |
False |
False |
5,886 |
| 40 |
76.74 |
63.01 |
13.73 |
19.6% |
1.59 |
2.3% |
52% |
False |
False |
4,786 |
| 60 |
76.74 |
56.57 |
20.17 |
28.8% |
1.49 |
2.1% |
67% |
False |
False |
3,816 |
| 80 |
76.74 |
56.18 |
20.56 |
29.3% |
1.38 |
2.0% |
68% |
False |
False |
3,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.36 |
|
2.618 |
75.58 |
|
1.618 |
73.88 |
|
1.000 |
72.83 |
|
0.618 |
72.18 |
|
HIGH |
71.13 |
|
0.618 |
70.48 |
|
0.500 |
70.28 |
|
0.382 |
70.08 |
|
LOW |
69.43 |
|
0.618 |
68.38 |
|
1.000 |
67.73 |
|
1.618 |
66.68 |
|
2.618 |
64.98 |
|
4.250 |
62.21 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.28 |
69.75 |
| PP |
70.22 |
69.38 |
| S1 |
70.17 |
69.02 |
|