NYMEX Light Sweet Crude Oil Future September 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 |
65.17 |
63.26 |
-1.91 |
-2.9% |
70.14 |
| High |
65.84 |
63.62 |
-2.22 |
-3.4% |
74.25 |
| Low |
63.15 |
61.00 |
-2.15 |
-3.4% |
66.43 |
| Close |
63.86 |
61.16 |
-2.70 |
-4.2% |
66.61 |
| Range |
2.69 |
2.62 |
-0.07 |
-2.6% |
7.82 |
| ATR |
2.64 |
2.65 |
0.02 |
0.6% |
0.00 |
| Volume |
90,155 |
86,342 |
-3,813 |
-4.2% |
352,798 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.79 |
68.09 |
62.60 |
|
| R3 |
67.17 |
65.47 |
61.88 |
|
| R2 |
64.55 |
64.55 |
61.64 |
|
| R1 |
62.85 |
62.85 |
61.40 |
62.39 |
| PP |
61.93 |
61.93 |
61.93 |
61.70 |
| S1 |
60.23 |
60.23 |
60.92 |
59.77 |
| S2 |
59.31 |
59.31 |
60.68 |
|
| S3 |
56.69 |
57.61 |
60.44 |
|
| S4 |
54.07 |
54.99 |
59.72 |
|
|
| 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 |
70.70 |
61.00 |
9.70 |
15.9% |
2.54 |
4.2% |
2% |
False |
True |
81,946 |
| 10 |
74.25 |
61.00 |
13.25 |
21.7% |
2.91 |
4.8% |
1% |
False |
True |
71,561 |
| 20 |
74.66 |
61.00 |
13.66 |
22.3% |
2.68 |
4.4% |
1% |
False |
True |
60,247 |
| 40 |
74.66 |
58.36 |
16.30 |
26.7% |
2.46 |
4.0% |
17% |
False |
False |
45,722 |
| 60 |
74.66 |
51.96 |
22.70 |
37.1% |
2.26 |
3.7% |
41% |
False |
False |
35,366 |
| 80 |
74.66 |
50.94 |
23.72 |
38.8% |
2.20 |
3.6% |
43% |
False |
False |
29,128 |
| 100 |
74.66 |
44.19 |
30.47 |
49.8% |
2.27 |
3.7% |
56% |
False |
False |
25,033 |
| 120 |
74.66 |
44.19 |
30.47 |
49.8% |
2.20 |
3.6% |
56% |
False |
False |
21,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.76 |
|
2.618 |
70.48 |
|
1.618 |
67.86 |
|
1.000 |
66.24 |
|
0.618 |
65.24 |
|
HIGH |
63.62 |
|
0.618 |
62.62 |
|
0.500 |
62.31 |
|
0.382 |
62.00 |
|
LOW |
61.00 |
|
0.618 |
59.38 |
|
1.000 |
58.38 |
|
1.618 |
56.76 |
|
2.618 |
54.14 |
|
4.250 |
49.87 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.31 |
63.80 |
| PP |
61.93 |
62.92 |
| S1 |
61.54 |
62.04 |
|