NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.83 |
68.10 |
-3.73 |
-5.2% |
71.22 |
| High |
72.10 |
68.10 |
-4.00 |
-5.5% |
74.99 |
| Low |
69.01 |
66.14 |
-2.87 |
-4.2% |
69.01 |
| Close |
69.47 |
66.74 |
-2.73 |
-3.9% |
69.47 |
| Range |
3.09 |
1.96 |
-1.13 |
-36.6% |
5.98 |
| ATR |
2.34 |
2.41 |
0.07 |
3.0% |
0.00 |
| Volume |
15,388 |
10,843 |
-4,545 |
-29.5% |
37,222 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.87 |
71.77 |
67.82 |
|
| R3 |
70.91 |
69.81 |
67.28 |
|
| R2 |
68.95 |
68.95 |
67.10 |
|
| R1 |
67.85 |
67.85 |
66.92 |
67.42 |
| PP |
66.99 |
66.99 |
66.99 |
66.78 |
| S1 |
65.89 |
65.89 |
66.56 |
65.46 |
| S2 |
65.03 |
65.03 |
66.38 |
|
| S3 |
63.07 |
63.93 |
66.20 |
|
| S4 |
61.11 |
61.97 |
65.66 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.10 |
85.26 |
72.76 |
|
| R3 |
83.12 |
79.28 |
71.11 |
|
| R2 |
77.14 |
77.14 |
70.57 |
|
| R1 |
73.30 |
73.30 |
70.02 |
72.23 |
| PP |
71.16 |
71.16 |
71.16 |
70.62 |
| S1 |
67.32 |
67.32 |
68.92 |
66.25 |
| S2 |
65.18 |
65.18 |
68.37 |
|
| S3 |
59.20 |
61.34 |
67.83 |
|
| S4 |
53.22 |
55.36 |
66.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.99 |
66.14 |
8.85 |
13.3% |
3.00 |
4.5% |
7% |
False |
True |
9,613 |
| 10 |
74.99 |
66.14 |
8.85 |
13.3% |
2.63 |
3.9% |
7% |
False |
True |
8,633 |
| 20 |
75.83 |
66.14 |
9.69 |
14.5% |
2.16 |
3.2% |
6% |
False |
True |
8,644 |
| 40 |
75.83 |
59.95 |
15.88 |
23.8% |
1.90 |
2.8% |
43% |
False |
False |
8,246 |
| 60 |
75.83 |
54.20 |
21.63 |
32.4% |
1.69 |
2.5% |
58% |
False |
False |
7,114 |
| 80 |
75.83 |
49.44 |
26.39 |
39.5% |
1.70 |
2.5% |
66% |
False |
False |
6,569 |
| 100 |
75.83 |
45.87 |
29.96 |
44.9% |
1.69 |
2.5% |
70% |
False |
False |
6,137 |
| 120 |
75.83 |
45.87 |
29.96 |
44.9% |
1.62 |
2.4% |
70% |
False |
False |
5,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.43 |
|
2.618 |
73.23 |
|
1.618 |
71.27 |
|
1.000 |
70.06 |
|
0.618 |
69.31 |
|
HIGH |
68.10 |
|
0.618 |
67.35 |
|
0.500 |
67.12 |
|
0.382 |
66.89 |
|
LOW |
66.14 |
|
0.618 |
64.93 |
|
1.000 |
64.18 |
|
1.618 |
62.97 |
|
2.618 |
61.01 |
|
4.250 |
57.81 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.12 |
70.03 |
| PP |
66.99 |
68.93 |
| S1 |
66.87 |
67.84 |
|