NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
65.54 |
64.19 |
-1.35 |
-2.1% |
69.25 |
| High |
65.65 |
64.91 |
-0.74 |
-1.1% |
73.38 |
| Low |
63.40 |
62.21 |
-1.19 |
-1.9% |
66.26 |
| Close |
64.05 |
62.93 |
-1.12 |
-1.7% |
66.73 |
| Range |
2.25 |
2.70 |
0.45 |
20.0% |
7.12 |
| ATR |
2.83 |
2.82 |
-0.01 |
-0.3% |
0.00 |
| Volume |
243,250 |
256,986 |
13,736 |
5.6% |
1,074,093 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.45 |
69.89 |
64.42 |
|
| R3 |
68.75 |
67.19 |
63.67 |
|
| R2 |
66.05 |
66.05 |
63.43 |
|
| R1 |
64.49 |
64.49 |
63.18 |
63.92 |
| PP |
63.35 |
63.35 |
63.35 |
63.07 |
| S1 |
61.79 |
61.79 |
62.68 |
61.22 |
| S2 |
60.65 |
60.65 |
62.44 |
|
| S3 |
57.95 |
59.09 |
62.19 |
|
| S4 |
55.25 |
56.39 |
61.45 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.15 |
85.56 |
70.65 |
|
| R3 |
83.03 |
78.44 |
68.69 |
|
| R2 |
75.91 |
75.91 |
68.04 |
|
| R1 |
71.32 |
71.32 |
67.38 |
70.06 |
| PP |
68.79 |
68.79 |
68.79 |
68.16 |
| S1 |
64.20 |
64.20 |
66.08 |
62.94 |
| S2 |
61.67 |
61.67 |
65.42 |
|
| S3 |
54.55 |
57.08 |
64.77 |
|
| S4 |
47.43 |
49.96 |
62.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.38 |
62.21 |
11.17 |
17.7% |
3.25 |
5.2% |
6% |
False |
True |
273,260 |
| 10 |
73.38 |
62.21 |
11.17 |
17.7% |
3.02 |
4.8% |
6% |
False |
True |
263,049 |
| 20 |
73.90 |
62.21 |
11.69 |
18.6% |
2.68 |
4.3% |
6% |
False |
True |
204,674 |
| 40 |
73.90 |
57.52 |
16.38 |
26.0% |
2.49 |
4.0% |
33% |
False |
False |
133,567 |
| 60 |
73.90 |
50.76 |
23.14 |
36.8% |
2.37 |
3.8% |
53% |
False |
False |
98,096 |
| 80 |
73.90 |
47.14 |
26.76 |
42.5% |
2.38 |
3.8% |
59% |
False |
False |
76,204 |
| 100 |
73.90 |
43.34 |
30.56 |
48.6% |
2.34 |
3.7% |
64% |
False |
False |
62,928 |
| 120 |
73.90 |
43.34 |
30.56 |
48.6% |
2.29 |
3.6% |
64% |
False |
False |
53,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.39 |
|
2.618 |
71.98 |
|
1.618 |
69.28 |
|
1.000 |
67.61 |
|
0.618 |
66.58 |
|
HIGH |
64.91 |
|
0.618 |
63.88 |
|
0.500 |
63.56 |
|
0.382 |
63.24 |
|
LOW |
62.21 |
|
0.618 |
60.54 |
|
1.000 |
59.51 |
|
1.618 |
57.84 |
|
2.618 |
55.14 |
|
4.250 |
50.74 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
63.56 |
65.98 |
| PP |
63.35 |
64.96 |
| S1 |
63.14 |
63.95 |
|