NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 03-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
03-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.06 |
68.26 |
-2.80 |
-3.9% |
70.63 |
| High |
71.35 |
69.06 |
-2.29 |
-3.2% |
74.85 |
| Low |
68.20 |
67.60 |
-0.60 |
-0.9% |
67.60 |
| Close |
68.65 |
67.64 |
-1.01 |
-1.5% |
67.64 |
| Range |
3.15 |
1.46 |
-1.69 |
-53.7% |
7.25 |
| ATR |
2.54 |
2.47 |
-0.08 |
-3.0% |
0.00 |
| Volume |
26,570 |
26,570 |
0 |
0.0% |
103,891 |
|
| Daily Pivots for day following 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.48 |
71.52 |
68.44 |
|
| R3 |
71.02 |
70.06 |
68.04 |
|
| R2 |
69.56 |
69.56 |
67.91 |
|
| R1 |
68.60 |
68.60 |
67.77 |
68.35 |
| PP |
68.10 |
68.10 |
68.10 |
67.98 |
| S1 |
67.14 |
67.14 |
67.51 |
66.89 |
| S2 |
66.64 |
66.64 |
67.37 |
|
| S3 |
65.18 |
65.68 |
67.24 |
|
| S4 |
63.72 |
64.22 |
66.84 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.78 |
86.96 |
71.63 |
|
| R3 |
84.53 |
79.71 |
69.63 |
|
| R2 |
77.28 |
77.28 |
68.97 |
|
| R1 |
72.46 |
72.46 |
68.30 |
71.25 |
| PP |
70.03 |
70.03 |
70.03 |
69.42 |
| S1 |
65.21 |
65.21 |
66.98 |
64.00 |
| S2 |
62.78 |
62.78 |
66.31 |
|
| S3 |
55.53 |
57.96 |
65.65 |
|
| S4 |
48.28 |
50.71 |
63.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.85 |
67.60 |
7.25 |
10.7% |
3.07 |
4.5% |
1% |
False |
True |
20,778 |
| 10 |
74.85 |
67.60 |
7.25 |
10.7% |
2.80 |
4.1% |
1% |
False |
True |
18,482 |
| 20 |
75.27 |
67.60 |
7.67 |
11.3% |
2.35 |
3.5% |
1% |
False |
True |
16,397 |
| 40 |
75.27 |
59.20 |
16.07 |
23.8% |
2.16 |
3.2% |
53% |
False |
False |
13,898 |
| 60 |
75.27 |
53.00 |
22.27 |
32.9% |
1.95 |
2.9% |
66% |
False |
False |
11,770 |
| 80 |
75.27 |
49.19 |
26.08 |
38.6% |
1.92 |
2.8% |
71% |
False |
False |
10,494 |
| 100 |
75.27 |
45.06 |
30.21 |
44.7% |
1.85 |
2.7% |
75% |
False |
False |
9,489 |
| 120 |
75.27 |
45.06 |
30.21 |
44.7% |
1.78 |
2.6% |
75% |
False |
False |
8,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.27 |
|
2.618 |
72.88 |
|
1.618 |
71.42 |
|
1.000 |
70.52 |
|
0.618 |
69.96 |
|
HIGH |
69.06 |
|
0.618 |
68.50 |
|
0.500 |
68.33 |
|
0.382 |
68.16 |
|
LOW |
67.60 |
|
0.618 |
66.70 |
|
1.000 |
66.14 |
|
1.618 |
65.24 |
|
2.618 |
63.78 |
|
4.250 |
61.40 |
|
|
| Fisher Pivots for day following 03-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.33 |
70.51 |
| PP |
68.10 |
69.55 |
| S1 |
67.87 |
68.60 |
|