NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 23-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
69.41 |
70.83 |
1.42 |
2.0% |
64.50 |
High |
70.93 |
72.81 |
1.88 |
2.7% |
69.15 |
Low |
68.94 |
70.54 |
1.60 |
2.3% |
63.01 |
Close |
70.72 |
72.48 |
1.76 |
2.5% |
68.86 |
Range |
1.99 |
2.27 |
0.28 |
14.1% |
6.14 |
ATR |
1.93 |
1.95 |
0.02 |
1.3% |
0.00 |
Volume |
7,564 |
10,446 |
2,882 |
38.1% |
33,368 |
|
Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.75 |
77.89 |
73.73 |
|
R3 |
76.48 |
75.62 |
73.10 |
|
R2 |
74.21 |
74.21 |
72.90 |
|
R1 |
73.35 |
73.35 |
72.69 |
73.78 |
PP |
71.94 |
71.94 |
71.94 |
72.16 |
S1 |
71.08 |
71.08 |
72.27 |
71.51 |
S2 |
69.67 |
69.67 |
72.06 |
|
S3 |
67.40 |
68.81 |
71.86 |
|
S4 |
65.13 |
66.54 |
71.23 |
|
|
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 |
72.81 |
66.90 |
5.91 |
8.2% |
1.87 |
2.6% |
94% |
True |
False |
7,276 |
10 |
72.81 |
63.01 |
9.80 |
13.5% |
1.71 |
2.4% |
97% |
True |
False |
6,864 |
20 |
75.49 |
63.01 |
12.48 |
17.2% |
1.78 |
2.5% |
76% |
False |
False |
6,460 |
40 |
76.74 |
63.01 |
13.73 |
18.9% |
1.63 |
2.2% |
69% |
False |
False |
5,102 |
60 |
76.74 |
57.44 |
19.30 |
26.6% |
1.55 |
2.1% |
78% |
False |
False |
4,049 |
80 |
76.74 |
56.18 |
20.56 |
28.4% |
1.40 |
1.9% |
79% |
False |
False |
3,498 |
100 |
76.74 |
48.71 |
28.03 |
38.7% |
1.41 |
1.9% |
85% |
False |
False |
3,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.46 |
2.618 |
78.75 |
1.618 |
76.48 |
1.000 |
75.08 |
0.618 |
74.21 |
HIGH |
72.81 |
0.618 |
71.94 |
0.500 |
71.68 |
0.382 |
71.41 |
LOW |
70.54 |
0.618 |
69.14 |
1.000 |
68.27 |
1.618 |
66.87 |
2.618 |
64.60 |
4.250 |
60.89 |
|
|
Fisher Pivots for day following 23-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
72.21 |
71.95 |
PP |
71.94 |
71.41 |
S1 |
71.68 |
70.88 |
|