NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
64.26 |
62.47 |
-1.79 |
-2.8% |
70.63 |
| High |
64.59 |
63.69 |
-0.90 |
-1.4% |
74.85 |
| Low |
62.08 |
61.44 |
-0.64 |
-1.0% |
67.60 |
| Close |
62.23 |
62.59 |
0.36 |
0.6% |
67.64 |
| Range |
2.51 |
2.25 |
-0.26 |
-10.4% |
7.25 |
| ATR |
2.49 |
2.47 |
-0.02 |
-0.7% |
0.00 |
| Volume |
31,773 |
38,660 |
6,887 |
21.7% |
103,891 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.32 |
68.21 |
63.83 |
|
| R3 |
67.07 |
65.96 |
63.21 |
|
| R2 |
64.82 |
64.82 |
63.00 |
|
| R1 |
63.71 |
63.71 |
62.80 |
64.27 |
| PP |
62.57 |
62.57 |
62.57 |
62.85 |
| S1 |
61.46 |
61.46 |
62.38 |
62.02 |
| S2 |
60.32 |
60.32 |
62.18 |
|
| S3 |
58.07 |
59.21 |
61.97 |
|
| S4 |
55.82 |
56.96 |
61.35 |
|
|
| 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 |
69.06 |
61.44 |
7.62 |
12.2% |
2.17 |
3.5% |
15% |
False |
True |
30,778 |
| 10 |
74.85 |
61.44 |
13.41 |
21.4% |
2.72 |
4.3% |
9% |
False |
True |
25,354 |
| 20 |
74.85 |
61.44 |
13.41 |
21.4% |
2.52 |
4.0% |
9% |
False |
True |
19,560 |
| 40 |
75.27 |
59.20 |
16.07 |
25.7% |
2.24 |
3.6% |
21% |
False |
False |
15,956 |
| 60 |
75.27 |
53.00 |
22.27 |
35.6% |
2.00 |
3.2% |
43% |
False |
False |
13,459 |
| 80 |
75.27 |
53.00 |
22.27 |
35.6% |
1.92 |
3.1% |
43% |
False |
False |
11,833 |
| 100 |
75.27 |
45.06 |
30.21 |
48.3% |
1.90 |
3.0% |
58% |
False |
False |
10,568 |
| 120 |
75.27 |
45.06 |
30.21 |
48.3% |
1.81 |
2.9% |
58% |
False |
False |
9,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.25 |
|
2.618 |
69.58 |
|
1.618 |
67.33 |
|
1.000 |
65.94 |
|
0.618 |
65.08 |
|
HIGH |
63.69 |
|
0.618 |
62.83 |
|
0.500 |
62.57 |
|
0.382 |
62.30 |
|
LOW |
61.44 |
|
0.618 |
60.05 |
|
1.000 |
59.19 |
|
1.618 |
57.80 |
|
2.618 |
55.55 |
|
4.250 |
51.88 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.58 |
64.09 |
| PP |
62.57 |
63.59 |
| S1 |
62.57 |
63.09 |
|