NYMEX Light Sweet Crude Oil Future November 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 |
72.79 |
71.83 |
-0.96 |
-1.3% |
72.00 |
| High |
73.91 |
72.10 |
-1.81 |
-2.4% |
73.32 |
| Low |
70.97 |
69.01 |
-1.96 |
-2.8% |
68.78 |
| Close |
71.78 |
69.47 |
-2.31 |
-3.2% |
71.38 |
| Range |
2.94 |
3.09 |
0.15 |
5.1% |
4.54 |
| ATR |
2.28 |
2.34 |
0.06 |
2.5% |
0.00 |
| Volume |
8,863 |
15,388 |
6,525 |
73.6% |
38,270 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.46 |
77.56 |
71.17 |
|
| R3 |
76.37 |
74.47 |
70.32 |
|
| R2 |
73.28 |
73.28 |
70.04 |
|
| R1 |
71.38 |
71.38 |
69.75 |
70.79 |
| PP |
70.19 |
70.19 |
70.19 |
69.90 |
| S1 |
68.29 |
68.29 |
69.19 |
67.70 |
| S2 |
67.10 |
67.10 |
68.90 |
|
| S3 |
64.01 |
65.20 |
68.62 |
|
| S4 |
60.92 |
62.11 |
67.77 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.78 |
82.62 |
73.88 |
|
| R3 |
80.24 |
78.08 |
72.63 |
|
| R2 |
75.70 |
75.70 |
72.21 |
|
| R1 |
73.54 |
73.54 |
71.80 |
72.35 |
| PP |
71.16 |
71.16 |
71.16 |
70.57 |
| S1 |
69.00 |
69.00 |
70.96 |
67.81 |
| S2 |
66.62 |
66.62 |
70.55 |
|
| S3 |
62.08 |
64.46 |
70.13 |
|
| S4 |
57.54 |
59.92 |
68.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.99 |
69.01 |
5.98 |
8.6% |
3.05 |
4.4% |
8% |
False |
True |
9,116 |
| 10 |
74.99 |
68.78 |
6.21 |
8.9% |
2.70 |
3.9% |
11% |
False |
False |
8,189 |
| 20 |
75.83 |
68.78 |
7.05 |
10.1% |
2.13 |
3.1% |
10% |
False |
False |
8,609 |
| 40 |
75.83 |
59.95 |
15.88 |
22.9% |
1.91 |
2.7% |
60% |
False |
False |
8,160 |
| 60 |
75.83 |
54.20 |
21.63 |
31.1% |
1.70 |
2.4% |
71% |
False |
False |
7,026 |
| 80 |
75.83 |
49.00 |
26.83 |
38.6% |
1.70 |
2.4% |
76% |
False |
False |
6,492 |
| 100 |
75.83 |
45.87 |
29.96 |
43.1% |
1.70 |
2.4% |
79% |
False |
False |
6,048 |
| 120 |
75.83 |
45.87 |
29.96 |
43.1% |
1.62 |
2.3% |
79% |
False |
False |
5,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.23 |
|
2.618 |
80.19 |
|
1.618 |
77.10 |
|
1.000 |
75.19 |
|
0.618 |
74.01 |
|
HIGH |
72.10 |
|
0.618 |
70.92 |
|
0.500 |
70.56 |
|
0.382 |
70.19 |
|
LOW |
69.01 |
|
0.618 |
67.10 |
|
1.000 |
65.92 |
|
1.618 |
64.01 |
|
2.618 |
60.92 |
|
4.250 |
55.88 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.56 |
72.00 |
| PP |
70.19 |
71.16 |
| S1 |
69.83 |
70.31 |
|