NYMEX Light Sweet Crude Oil Future September 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 |
66.60 |
65.17 |
-1.43 |
-2.1% |
70.14 |
| High |
66.60 |
65.84 |
-0.76 |
-1.1% |
74.25 |
| Low |
64.36 |
63.15 |
-1.21 |
-1.9% |
66.43 |
| Close |
64.97 |
63.86 |
-1.11 |
-1.7% |
66.61 |
| Range |
2.24 |
2.69 |
0.45 |
20.1% |
7.82 |
| ATR |
2.63 |
2.64 |
0.00 |
0.2% |
0.00 |
| Volume |
72,468 |
90,155 |
17,687 |
24.4% |
352,798 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.35 |
70.80 |
65.34 |
|
| R3 |
69.66 |
68.11 |
64.60 |
|
| R2 |
66.97 |
66.97 |
64.35 |
|
| R1 |
65.42 |
65.42 |
64.11 |
64.85 |
| PP |
64.28 |
64.28 |
64.28 |
64.00 |
| S1 |
62.73 |
62.73 |
63.61 |
62.16 |
| S2 |
61.59 |
61.59 |
63.37 |
|
| S3 |
58.90 |
60.04 |
63.12 |
|
| S4 |
56.21 |
57.35 |
62.38 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.56 |
87.40 |
70.91 |
|
| R3 |
84.74 |
79.58 |
68.76 |
|
| R2 |
76.92 |
76.92 |
68.04 |
|
| R1 |
71.76 |
71.76 |
67.33 |
70.43 |
| PP |
69.10 |
69.10 |
69.10 |
68.43 |
| S1 |
63.94 |
63.94 |
65.89 |
62.61 |
| S2 |
61.28 |
61.28 |
65.18 |
|
| S3 |
53.46 |
56.12 |
64.46 |
|
| S4 |
45.64 |
48.30 |
62.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.74 |
63.15 |
9.59 |
15.0% |
2.67 |
4.2% |
7% |
False |
True |
83,939 |
| 10 |
74.25 |
63.15 |
11.10 |
17.4% |
2.83 |
4.4% |
6% |
False |
True |
67,519 |
| 20 |
74.66 |
63.15 |
11.51 |
18.0% |
2.62 |
4.1% |
6% |
False |
True |
58,900 |
| 40 |
74.66 |
58.36 |
16.30 |
25.5% |
2.44 |
3.8% |
34% |
False |
False |
43,940 |
| 60 |
74.66 |
51.96 |
22.70 |
35.5% |
2.24 |
3.5% |
52% |
False |
False |
34,089 |
| 80 |
74.66 |
48.78 |
25.88 |
40.5% |
2.21 |
3.5% |
58% |
False |
False |
28,126 |
| 100 |
74.66 |
44.19 |
30.47 |
47.7% |
2.27 |
3.5% |
65% |
False |
False |
24,232 |
| 120 |
74.66 |
44.19 |
30.47 |
47.7% |
2.21 |
3.5% |
65% |
False |
False |
20,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.27 |
|
2.618 |
72.88 |
|
1.618 |
70.19 |
|
1.000 |
68.53 |
|
0.618 |
67.50 |
|
HIGH |
65.84 |
|
0.618 |
64.81 |
|
0.500 |
64.50 |
|
0.382 |
64.18 |
|
LOW |
63.15 |
|
0.618 |
61.49 |
|
1.000 |
60.46 |
|
1.618 |
58.80 |
|
2.618 |
56.11 |
|
4.250 |
51.72 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
64.50 |
65.67 |
| PP |
64.28 |
65.06 |
| S1 |
64.07 |
64.46 |
|