NYMEX Light Sweet Crude Oil Future September 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 |
71.53 |
70.30 |
-1.23 |
-1.7% |
71.00 |
| High |
72.74 |
70.70 |
-2.04 |
-2.8% |
72.14 |
| Low |
69.47 |
67.29 |
-2.18 |
-3.1% |
67.22 |
| Close |
70.27 |
67.74 |
-2.53 |
-3.6% |
70.02 |
| Range |
3.27 |
3.41 |
0.14 |
4.3% |
4.92 |
| ATR |
2.68 |
2.73 |
0.05 |
1.9% |
0.00 |
| Volume |
96,310 |
80,383 |
-15,927 |
-16.5% |
274,870 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.81 |
76.68 |
69.62 |
|
| R3 |
75.40 |
73.27 |
68.68 |
|
| R2 |
71.99 |
71.99 |
68.37 |
|
| R1 |
69.86 |
69.86 |
68.05 |
69.22 |
| PP |
68.58 |
68.58 |
68.58 |
68.26 |
| S1 |
66.45 |
66.45 |
67.43 |
65.81 |
| S2 |
65.17 |
65.17 |
67.11 |
|
| S3 |
61.76 |
63.04 |
66.80 |
|
| S4 |
58.35 |
59.63 |
65.86 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.55 |
82.21 |
72.73 |
|
| R3 |
79.63 |
77.29 |
71.37 |
|
| R2 |
74.71 |
74.71 |
70.92 |
|
| R1 |
72.37 |
72.37 |
70.47 |
71.08 |
| PP |
69.79 |
69.79 |
69.79 |
69.15 |
| S1 |
67.45 |
67.45 |
69.57 |
66.16 |
| S2 |
64.87 |
64.87 |
69.12 |
|
| S3 |
59.95 |
62.53 |
68.67 |
|
| S4 |
55.03 |
57.61 |
67.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.25 |
67.29 |
6.96 |
10.3% |
3.41 |
5.0% |
6% |
False |
True |
66,880 |
| 10 |
74.25 |
67.22 |
7.03 |
10.4% |
3.18 |
4.7% |
7% |
False |
False |
59,225 |
| 20 |
74.66 |
67.22 |
7.44 |
11.0% |
2.62 |
3.9% |
7% |
False |
False |
53,883 |
| 40 |
74.66 |
58.36 |
16.30 |
24.1% |
2.43 |
3.6% |
58% |
False |
False |
39,698 |
| 60 |
74.66 |
51.96 |
22.70 |
33.5% |
2.25 |
3.3% |
70% |
False |
False |
30,701 |
| 80 |
74.66 |
47.85 |
26.81 |
39.6% |
2.22 |
3.3% |
74% |
False |
False |
25,382 |
| 100 |
74.66 |
44.19 |
30.47 |
45.0% |
2.26 |
3.3% |
77% |
False |
False |
21,972 |
| 120 |
74.66 |
44.19 |
30.47 |
45.0% |
2.19 |
3.2% |
77% |
False |
False |
18,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.19 |
|
2.618 |
79.63 |
|
1.618 |
76.22 |
|
1.000 |
74.11 |
|
0.618 |
72.81 |
|
HIGH |
70.70 |
|
0.618 |
69.40 |
|
0.500 |
69.00 |
|
0.382 |
68.59 |
|
LOW |
67.29 |
|
0.618 |
65.18 |
|
1.000 |
63.88 |
|
1.618 |
61.77 |
|
2.618 |
58.36 |
|
4.250 |
52.80 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.00 |
70.77 |
| PP |
68.58 |
69.76 |
| S1 |
68.16 |
68.75 |
|