NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
70.45 |
69.22 |
-1.23 |
-1.7% |
70.20 |
| High |
71.85 |
69.74 |
-2.11 |
-2.9% |
71.29 |
| Low |
68.52 |
66.26 |
-2.26 |
-3.3% |
66.37 |
| Close |
69.31 |
66.73 |
-2.58 |
-3.7% |
69.16 |
| Range |
3.33 |
3.48 |
0.15 |
4.5% |
4.92 |
| ATR |
2.74 |
2.79 |
0.05 |
1.9% |
0.00 |
| Volume |
331,550 |
304,636 |
-26,914 |
-8.1% |
1,327,226 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.02 |
75.85 |
68.64 |
|
| R3 |
74.54 |
72.37 |
67.69 |
|
| R2 |
71.06 |
71.06 |
67.37 |
|
| R1 |
68.89 |
68.89 |
67.05 |
68.24 |
| PP |
67.58 |
67.58 |
67.58 |
67.25 |
| S1 |
65.41 |
65.41 |
66.41 |
64.76 |
| S2 |
64.10 |
64.10 |
66.09 |
|
| S3 |
60.62 |
61.93 |
65.77 |
|
| S4 |
57.14 |
58.45 |
64.82 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.70 |
81.35 |
71.87 |
|
| R3 |
78.78 |
76.43 |
70.51 |
|
| R2 |
73.86 |
73.86 |
70.06 |
|
| R1 |
71.51 |
71.51 |
69.61 |
70.23 |
| PP |
68.94 |
68.94 |
68.94 |
68.30 |
| S1 |
66.59 |
66.59 |
68.71 |
65.31 |
| S2 |
64.02 |
64.02 |
68.26 |
|
| S3 |
59.10 |
61.67 |
67.81 |
|
| S4 |
54.18 |
56.75 |
66.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.38 |
66.26 |
7.12 |
10.7% |
3.47 |
5.2% |
7% |
False |
True |
265,807 |
| 10 |
73.38 |
66.26 |
7.12 |
10.7% |
3.23 |
4.8% |
7% |
False |
True |
255,177 |
| 20 |
73.90 |
66.26 |
7.64 |
11.4% |
2.65 |
4.0% |
6% |
False |
True |
190,124 |
| 40 |
73.90 |
57.52 |
16.38 |
24.5% |
2.48 |
3.7% |
56% |
False |
False |
123,980 |
| 60 |
73.90 |
50.76 |
23.14 |
34.7% |
2.37 |
3.6% |
69% |
False |
False |
90,337 |
| 80 |
73.90 |
47.14 |
26.76 |
40.1% |
2.37 |
3.5% |
73% |
False |
False |
70,301 |
| 100 |
73.90 |
43.34 |
30.56 |
45.8% |
2.35 |
3.5% |
77% |
False |
False |
58,063 |
| 120 |
73.90 |
43.34 |
30.56 |
45.8% |
2.26 |
3.4% |
77% |
False |
False |
49,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.53 |
|
2.618 |
78.85 |
|
1.618 |
75.37 |
|
1.000 |
73.22 |
|
0.618 |
71.89 |
|
HIGH |
69.74 |
|
0.618 |
68.41 |
|
0.500 |
68.00 |
|
0.382 |
67.59 |
|
LOW |
66.26 |
|
0.618 |
64.11 |
|
1.000 |
62.78 |
|
1.618 |
60.63 |
|
2.618 |
57.15 |
|
4.250 |
51.47 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.00 |
69.82 |
| PP |
67.58 |
68.79 |
| S1 |
67.15 |
67.76 |
|