NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
66.11 |
64.26 |
-1.85 |
-2.8% |
70.63 |
| High |
66.74 |
64.59 |
-2.15 |
-3.2% |
74.85 |
| Low |
64.10 |
62.08 |
-2.02 |
-3.2% |
67.60 |
| Close |
64.82 |
62.23 |
-2.59 |
-4.0% |
67.64 |
| Range |
2.64 |
2.51 |
-0.13 |
-4.9% |
7.25 |
| ATR |
2.47 |
2.49 |
0.02 |
0.8% |
0.00 |
| Volume |
32,941 |
31,773 |
-1,168 |
-3.5% |
103,891 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.50 |
68.87 |
63.61 |
|
| R3 |
67.99 |
66.36 |
62.92 |
|
| R2 |
65.48 |
65.48 |
62.69 |
|
| R1 |
63.85 |
63.85 |
62.46 |
63.41 |
| PP |
62.97 |
62.97 |
62.97 |
62.75 |
| S1 |
61.34 |
61.34 |
62.00 |
60.90 |
| S2 |
60.46 |
60.46 |
61.77 |
|
| S3 |
57.95 |
58.83 |
61.54 |
|
| S4 |
55.44 |
56.32 |
60.85 |
|
|
| 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 |
71.35 |
62.08 |
9.27 |
14.9% |
2.35 |
3.8% |
2% |
False |
True |
28,360 |
| 10 |
74.85 |
62.08 |
12.77 |
20.5% |
2.73 |
4.4% |
1% |
False |
True |
22,950 |
| 20 |
75.27 |
62.08 |
13.19 |
21.2% |
2.49 |
4.0% |
1% |
False |
True |
18,530 |
| 40 |
75.27 |
59.20 |
16.07 |
25.8% |
2.23 |
3.6% |
19% |
False |
False |
15,223 |
| 60 |
75.27 |
53.00 |
22.27 |
35.8% |
1.98 |
3.2% |
41% |
False |
False |
12,908 |
| 80 |
75.27 |
52.34 |
22.93 |
36.8% |
1.92 |
3.1% |
43% |
False |
False |
11,409 |
| 100 |
75.27 |
45.06 |
30.21 |
48.5% |
1.89 |
3.0% |
57% |
False |
False |
10,242 |
| 120 |
75.27 |
45.06 |
30.21 |
48.5% |
1.80 |
2.9% |
57% |
False |
False |
9,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.26 |
|
2.618 |
71.16 |
|
1.618 |
68.65 |
|
1.000 |
67.10 |
|
0.618 |
66.14 |
|
HIGH |
64.59 |
|
0.618 |
63.63 |
|
0.500 |
63.34 |
|
0.382 |
63.04 |
|
LOW |
62.08 |
|
0.618 |
60.53 |
|
1.000 |
59.57 |
|
1.618 |
58.02 |
|
2.618 |
55.51 |
|
4.250 |
51.41 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
63.34 |
64.69 |
| PP |
62.97 |
63.87 |
| S1 |
62.60 |
63.05 |
|