NYMEX Light Sweet Crude Oil Future October 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 |
71.60 |
71.06 |
-0.54 |
-0.8% |
71.60 |
| High |
73.42 |
71.35 |
-2.07 |
-2.8% |
72.83 |
| Low |
70.29 |
68.20 |
-2.09 |
-3.0% |
68.23 |
| Close |
71.08 |
68.65 |
-2.43 |
-3.4% |
70.76 |
| Range |
3.13 |
3.15 |
0.02 |
0.6% |
4.60 |
| ATR |
2.50 |
2.54 |
0.05 |
1.9% |
0.00 |
| Volume |
22,912 |
26,570 |
3,658 |
16.0% |
80,936 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.85 |
76.90 |
70.38 |
|
| R3 |
75.70 |
73.75 |
69.52 |
|
| R2 |
72.55 |
72.55 |
69.23 |
|
| R1 |
70.60 |
70.60 |
68.94 |
70.00 |
| PP |
69.40 |
69.40 |
69.40 |
69.10 |
| S1 |
67.45 |
67.45 |
68.36 |
66.85 |
| S2 |
66.25 |
66.25 |
68.07 |
|
| S3 |
63.10 |
64.30 |
67.78 |
|
| S4 |
59.95 |
61.15 |
66.92 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.41 |
82.18 |
73.29 |
|
| R3 |
79.81 |
77.58 |
72.03 |
|
| R2 |
75.21 |
75.21 |
71.60 |
|
| R1 |
72.98 |
72.98 |
71.18 |
71.80 |
| PP |
70.61 |
70.61 |
70.61 |
70.01 |
| S1 |
68.38 |
68.38 |
70.34 |
67.20 |
| S2 |
66.01 |
66.01 |
69.92 |
|
| S3 |
61.41 |
63.78 |
69.50 |
|
| S4 |
56.81 |
59.18 |
68.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.85 |
68.20 |
6.65 |
9.7% |
3.26 |
4.7% |
7% |
False |
True |
19,931 |
| 10 |
74.85 |
68.20 |
6.65 |
9.7% |
2.97 |
4.3% |
7% |
False |
True |
17,091 |
| 20 |
75.27 |
68.20 |
7.07 |
10.3% |
2.40 |
3.5% |
6% |
False |
True |
15,798 |
| 40 |
75.27 |
59.20 |
16.07 |
23.4% |
2.18 |
3.2% |
59% |
False |
False |
13,511 |
| 60 |
75.27 |
53.00 |
22.27 |
32.4% |
1.98 |
2.9% |
70% |
False |
False |
11,511 |
| 80 |
75.27 |
48.64 |
26.63 |
38.8% |
1.92 |
2.8% |
75% |
False |
False |
10,248 |
| 100 |
75.27 |
45.06 |
30.21 |
44.0% |
1.86 |
2.7% |
78% |
False |
False |
9,260 |
| 120 |
75.27 |
45.06 |
30.21 |
44.0% |
1.77 |
2.6% |
78% |
False |
False |
8,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.74 |
|
2.618 |
79.60 |
|
1.618 |
76.45 |
|
1.000 |
74.50 |
|
0.618 |
73.30 |
|
HIGH |
71.35 |
|
0.618 |
70.15 |
|
0.500 |
69.78 |
|
0.382 |
69.40 |
|
LOW |
68.20 |
|
0.618 |
66.25 |
|
1.000 |
65.05 |
|
1.618 |
63.10 |
|
2.618 |
59.95 |
|
4.250 |
54.81 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.78 |
71.53 |
| PP |
69.40 |
70.57 |
| S1 |
69.03 |
69.61 |
|