NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
63.26 |
61.36 |
-1.90 |
-3.0% |
70.14 |
| High |
63.62 |
62.65 |
-0.97 |
-1.5% |
74.25 |
| Low |
61.00 |
60.32 |
-0.68 |
-1.1% |
66.43 |
| Close |
61.16 |
61.49 |
0.33 |
0.5% |
66.61 |
| Range |
2.62 |
2.33 |
-0.29 |
-11.1% |
7.82 |
| ATR |
2.65 |
2.63 |
-0.02 |
-0.9% |
0.00 |
| Volume |
86,342 |
134,621 |
48,279 |
55.9% |
352,798 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.48 |
67.31 |
62.77 |
|
| R3 |
66.15 |
64.98 |
62.13 |
|
| R2 |
63.82 |
63.82 |
61.92 |
|
| R1 |
62.65 |
62.65 |
61.70 |
63.24 |
| PP |
61.49 |
61.49 |
61.49 |
61.78 |
| S1 |
60.32 |
60.32 |
61.28 |
60.91 |
| S2 |
59.16 |
59.16 |
61.06 |
|
| S3 |
56.83 |
57.99 |
60.85 |
|
| S4 |
54.50 |
55.66 |
60.21 |
|
|
| 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 |
68.18 |
60.32 |
7.86 |
12.8% |
2.33 |
3.8% |
15% |
False |
True |
92,793 |
| 10 |
74.25 |
60.32 |
13.93 |
22.7% |
2.87 |
4.7% |
8% |
False |
True |
79,837 |
| 20 |
74.25 |
60.32 |
13.93 |
22.7% |
2.71 |
4.4% |
8% |
False |
True |
63,604 |
| 40 |
74.66 |
58.36 |
16.30 |
26.5% |
2.46 |
4.0% |
19% |
False |
False |
48,497 |
| 60 |
74.66 |
51.96 |
22.70 |
36.9% |
2.28 |
3.7% |
42% |
False |
False |
37,446 |
| 80 |
74.66 |
51.96 |
22.70 |
36.9% |
2.19 |
3.6% |
42% |
False |
False |
30,705 |
| 100 |
74.66 |
44.19 |
30.47 |
49.6% |
2.26 |
3.7% |
57% |
False |
False |
26,277 |
| 120 |
74.66 |
44.19 |
30.47 |
49.6% |
2.21 |
3.6% |
57% |
False |
False |
22,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.55 |
|
2.618 |
68.75 |
|
1.618 |
66.42 |
|
1.000 |
64.98 |
|
0.618 |
64.09 |
|
HIGH |
62.65 |
|
0.618 |
61.76 |
|
0.500 |
61.49 |
|
0.382 |
61.21 |
|
LOW |
60.32 |
|
0.618 |
58.88 |
|
1.000 |
57.99 |
|
1.618 |
56.55 |
|
2.618 |
54.22 |
|
4.250 |
50.42 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
61.49 |
63.08 |
| PP |
61.49 |
62.55 |
| S1 |
61.49 |
62.02 |
|