NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
67.28 |
66.11 |
-1.17 |
-1.7% |
70.63 |
| High |
67.30 |
66.74 |
-0.56 |
-0.8% |
74.85 |
| Low |
65.30 |
64.10 |
-1.20 |
-1.8% |
67.60 |
| Close |
65.90 |
64.82 |
-1.08 |
-1.6% |
67.64 |
| Range |
2.00 |
2.64 |
0.64 |
32.0% |
7.25 |
| ATR |
2.46 |
2.47 |
0.01 |
0.5% |
0.00 |
| Volume |
23,949 |
32,941 |
8,992 |
37.5% |
103,891 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.14 |
71.62 |
66.27 |
|
| R3 |
70.50 |
68.98 |
65.55 |
|
| R2 |
67.86 |
67.86 |
65.30 |
|
| R1 |
66.34 |
66.34 |
65.06 |
65.78 |
| PP |
65.22 |
65.22 |
65.22 |
64.94 |
| S1 |
63.70 |
63.70 |
64.58 |
63.14 |
| S2 |
62.58 |
62.58 |
64.34 |
|
| S3 |
59.94 |
61.06 |
64.09 |
|
| S4 |
57.30 |
58.42 |
63.37 |
|
|
| 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 |
73.42 |
64.10 |
9.32 |
14.4% |
2.48 |
3.8% |
8% |
False |
True |
26,588 |
| 10 |
74.85 |
64.10 |
10.75 |
16.6% |
2.64 |
4.1% |
7% |
False |
True |
21,140 |
| 20 |
75.27 |
64.10 |
11.17 |
17.2% |
2.42 |
3.7% |
6% |
False |
True |
17,497 |
| 40 |
75.27 |
59.20 |
16.07 |
24.8% |
2.21 |
3.4% |
35% |
False |
False |
14,598 |
| 60 |
75.27 |
53.00 |
22.27 |
34.4% |
1.96 |
3.0% |
53% |
False |
False |
12,471 |
| 80 |
75.27 |
49.73 |
25.54 |
39.4% |
1.92 |
3.0% |
59% |
False |
False |
11,063 |
| 100 |
75.27 |
45.06 |
30.21 |
46.6% |
1.88 |
2.9% |
65% |
False |
False |
9,990 |
| 120 |
75.27 |
45.06 |
30.21 |
46.6% |
1.80 |
2.8% |
65% |
False |
False |
8,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.96 |
|
2.618 |
73.65 |
|
1.618 |
71.01 |
|
1.000 |
69.38 |
|
0.618 |
68.37 |
|
HIGH |
66.74 |
|
0.618 |
65.73 |
|
0.500 |
65.42 |
|
0.382 |
65.11 |
|
LOW |
64.10 |
|
0.618 |
62.47 |
|
1.000 |
61.46 |
|
1.618 |
59.83 |
|
2.618 |
57.19 |
|
4.250 |
52.88 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
65.42 |
66.58 |
| PP |
65.22 |
65.99 |
| S1 |
65.02 |
65.41 |
|