NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
64.19 |
62.31 |
-1.88 |
-2.9% |
69.25 |
| High |
64.91 |
62.68 |
-2.23 |
-3.4% |
73.38 |
| Low |
62.21 |
60.01 |
-2.20 |
-3.5% |
66.26 |
| Close |
62.93 |
60.14 |
-2.79 |
-4.4% |
66.73 |
| Range |
2.70 |
2.67 |
-0.03 |
-1.1% |
7.12 |
| ATR |
2.82 |
2.83 |
0.01 |
0.3% |
0.00 |
| Volume |
256,986 |
262,358 |
5,372 |
2.1% |
1,074,093 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.95 |
67.22 |
61.61 |
|
| R3 |
66.28 |
64.55 |
60.87 |
|
| R2 |
63.61 |
63.61 |
60.63 |
|
| R1 |
61.88 |
61.88 |
60.38 |
61.41 |
| PP |
60.94 |
60.94 |
60.94 |
60.71 |
| S1 |
59.21 |
59.21 |
59.90 |
58.74 |
| S2 |
58.27 |
58.27 |
59.65 |
|
| S3 |
55.60 |
56.54 |
59.41 |
|
| S4 |
52.93 |
53.87 |
58.67 |
|
|
| 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 |
71.85 |
60.01 |
11.84 |
19.7% |
2.89 |
4.8% |
1% |
False |
True |
279,756 |
| 10 |
73.38 |
60.01 |
13.37 |
22.2% |
2.96 |
4.9% |
1% |
False |
True |
261,438 |
| 20 |
73.90 |
60.01 |
13.89 |
23.1% |
2.71 |
4.5% |
1% |
False |
True |
211,398 |
| 40 |
73.90 |
57.52 |
16.38 |
27.2% |
2.52 |
4.2% |
16% |
False |
False |
139,218 |
| 60 |
73.90 |
50.76 |
23.14 |
38.5% |
2.37 |
3.9% |
41% |
False |
False |
102,137 |
| 80 |
73.90 |
48.06 |
25.84 |
43.0% |
2.36 |
3.9% |
47% |
False |
False |
79,337 |
| 100 |
73.90 |
43.34 |
30.56 |
50.8% |
2.36 |
3.9% |
55% |
False |
False |
65,485 |
| 120 |
73.90 |
43.34 |
30.56 |
50.8% |
2.30 |
3.8% |
55% |
False |
False |
55,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.03 |
|
2.618 |
69.67 |
|
1.618 |
67.00 |
|
1.000 |
65.35 |
|
0.618 |
64.33 |
|
HIGH |
62.68 |
|
0.618 |
61.66 |
|
0.500 |
61.35 |
|
0.382 |
61.03 |
|
LOW |
60.01 |
|
0.618 |
58.36 |
|
1.000 |
57.34 |
|
1.618 |
55.69 |
|
2.618 |
53.02 |
|
4.250 |
48.66 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
61.35 |
62.83 |
| PP |
60.94 |
61.93 |
| S1 |
60.54 |
61.04 |
|