NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
61.36 |
61.51 |
0.15 |
0.2% |
66.60 |
| High |
62.65 |
61.91 |
-0.74 |
-1.2% |
66.60 |
| Low |
60.32 |
59.82 |
-0.50 |
-0.8% |
59.82 |
| Close |
61.49 |
60.88 |
-0.61 |
-1.0% |
60.88 |
| Range |
2.33 |
2.09 |
-0.24 |
-10.3% |
6.78 |
| ATR |
2.63 |
2.59 |
-0.04 |
-1.5% |
0.00 |
| Volume |
134,621 |
131,719 |
-2,902 |
-2.2% |
515,305 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.14 |
66.10 |
62.03 |
|
| R3 |
65.05 |
64.01 |
61.45 |
|
| R2 |
62.96 |
62.96 |
61.26 |
|
| R1 |
61.92 |
61.92 |
61.07 |
61.40 |
| PP |
60.87 |
60.87 |
60.87 |
60.61 |
| S1 |
59.83 |
59.83 |
60.69 |
59.31 |
| S2 |
58.78 |
58.78 |
60.50 |
|
| S3 |
56.69 |
57.74 |
60.31 |
|
| S4 |
54.60 |
55.65 |
59.73 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.77 |
78.61 |
64.61 |
|
| R3 |
75.99 |
71.83 |
62.74 |
|
| R2 |
69.21 |
69.21 |
62.12 |
|
| R1 |
65.05 |
65.05 |
61.50 |
63.74 |
| PP |
62.43 |
62.43 |
62.43 |
61.78 |
| S1 |
58.27 |
58.27 |
60.26 |
56.96 |
| S2 |
55.65 |
55.65 |
59.64 |
|
| S3 |
48.87 |
51.49 |
59.02 |
|
| S4 |
42.09 |
44.71 |
57.15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.60 |
59.82 |
6.78 |
11.1% |
2.39 |
3.9% |
16% |
False |
True |
103,061 |
| 10 |
74.25 |
59.82 |
14.43 |
23.7% |
2.83 |
4.7% |
7% |
False |
True |
86,810 |
| 20 |
74.25 |
59.82 |
14.43 |
23.7% |
2.73 |
4.5% |
7% |
False |
True |
66,977 |
| 40 |
74.66 |
58.36 |
16.30 |
26.8% |
2.46 |
4.0% |
15% |
False |
False |
51,203 |
| 60 |
74.66 |
51.96 |
22.70 |
37.3% |
2.30 |
3.8% |
39% |
False |
False |
39,516 |
| 80 |
74.66 |
51.96 |
22.70 |
37.3% |
2.18 |
3.6% |
39% |
False |
False |
32,194 |
| 100 |
74.66 |
44.19 |
30.47 |
50.0% |
2.26 |
3.7% |
55% |
False |
False |
27,513 |
| 120 |
74.66 |
44.19 |
30.47 |
50.0% |
2.21 |
3.6% |
55% |
False |
False |
23,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.79 |
|
2.618 |
67.38 |
|
1.618 |
65.29 |
|
1.000 |
64.00 |
|
0.618 |
63.20 |
|
HIGH |
61.91 |
|
0.618 |
61.11 |
|
0.500 |
60.87 |
|
0.382 |
60.62 |
|
LOW |
59.82 |
|
0.618 |
58.53 |
|
1.000 |
57.73 |
|
1.618 |
56.44 |
|
2.618 |
54.35 |
|
4.250 |
50.94 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
60.88 |
61.72 |
| PP |
60.87 |
61.44 |
| S1 |
60.87 |
61.16 |
|