NYMEX Light Sweet Crude Oil Future November 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 |
68.10 |
67.12 |
-0.98 |
-1.4% |
71.22 |
| High |
68.10 |
67.47 |
-0.63 |
-0.9% |
74.99 |
| Low |
66.14 |
65.00 |
-1.14 |
-1.7% |
69.01 |
| Close |
66.74 |
65.69 |
-1.05 |
-1.6% |
69.47 |
| Range |
1.96 |
2.47 |
0.51 |
26.0% |
5.98 |
| ATR |
2.41 |
2.41 |
0.00 |
0.2% |
0.00 |
| Volume |
10,843 |
12,978 |
2,135 |
19.7% |
37,222 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.46 |
72.05 |
67.05 |
|
| R3 |
70.99 |
69.58 |
66.37 |
|
| R2 |
68.52 |
68.52 |
66.14 |
|
| R1 |
67.11 |
67.11 |
65.92 |
66.58 |
| PP |
66.05 |
66.05 |
66.05 |
65.79 |
| S1 |
64.64 |
64.64 |
65.46 |
64.11 |
| S2 |
63.58 |
63.58 |
65.24 |
|
| S3 |
61.11 |
62.17 |
65.01 |
|
| S4 |
58.64 |
59.70 |
64.33 |
|
|
| 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 |
65.00 |
9.99 |
15.2% |
2.84 |
4.3% |
7% |
False |
True |
10,914 |
| 10 |
74.99 |
65.00 |
9.99 |
15.2% |
2.59 |
3.9% |
7% |
False |
True |
9,020 |
| 20 |
75.83 |
65.00 |
10.83 |
16.5% |
2.21 |
3.4% |
6% |
False |
True |
8,622 |
| 40 |
75.83 |
59.95 |
15.88 |
24.2% |
1.93 |
2.9% |
36% |
False |
False |
8,271 |
| 60 |
75.83 |
54.20 |
21.63 |
32.9% |
1.72 |
2.6% |
53% |
False |
False |
7,237 |
| 80 |
75.83 |
50.25 |
25.58 |
38.9% |
1.69 |
2.6% |
60% |
False |
False |
6,662 |
| 100 |
75.83 |
45.87 |
29.96 |
45.6% |
1.71 |
2.6% |
66% |
False |
False |
6,232 |
| 120 |
75.83 |
45.87 |
29.96 |
45.6% |
1.64 |
2.5% |
66% |
False |
False |
5,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.97 |
|
2.618 |
73.94 |
|
1.618 |
71.47 |
|
1.000 |
69.94 |
|
0.618 |
69.00 |
|
HIGH |
67.47 |
|
0.618 |
66.53 |
|
0.500 |
66.24 |
|
0.382 |
65.94 |
|
LOW |
65.00 |
|
0.618 |
63.47 |
|
1.000 |
62.53 |
|
1.618 |
61.00 |
|
2.618 |
58.53 |
|
4.250 |
54.50 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.24 |
68.55 |
| PP |
66.05 |
67.60 |
| S1 |
65.87 |
66.64 |
|