NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
63.55 |
63.84 |
0.29 |
0.5% |
68.10 |
| High |
64.51 |
63.88 |
-0.63 |
-1.0% |
68.10 |
| Low |
62.40 |
62.04 |
-0.36 |
-0.6% |
62.04 |
| Close |
63.58 |
62.88 |
-0.70 |
-1.1% |
62.88 |
| Range |
2.11 |
1.84 |
-0.27 |
-12.8% |
6.06 |
| ATR |
2.41 |
2.37 |
-0.04 |
-1.7% |
0.00 |
| Volume |
16,596 |
13,028 |
-3,568 |
-21.5% |
66,010 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.45 |
67.51 |
63.89 |
|
| R3 |
66.61 |
65.67 |
63.39 |
|
| R2 |
64.77 |
64.77 |
63.22 |
|
| R1 |
63.83 |
63.83 |
63.05 |
63.38 |
| PP |
62.93 |
62.93 |
62.93 |
62.71 |
| S1 |
61.99 |
61.99 |
62.71 |
61.54 |
| S2 |
61.09 |
61.09 |
62.54 |
|
| S3 |
59.25 |
60.15 |
62.37 |
|
| S4 |
57.41 |
58.31 |
61.87 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.52 |
78.76 |
66.21 |
|
| R3 |
76.46 |
72.70 |
64.55 |
|
| R2 |
70.40 |
70.40 |
63.99 |
|
| R1 |
66.64 |
66.64 |
63.44 |
65.49 |
| PP |
64.34 |
64.34 |
64.34 |
63.77 |
| S1 |
60.58 |
60.58 |
62.32 |
59.43 |
| S2 |
58.28 |
58.28 |
61.77 |
|
| S3 |
52.22 |
54.52 |
61.21 |
|
| S4 |
46.16 |
48.46 |
59.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.10 |
62.04 |
6.06 |
9.6% |
2.16 |
3.4% |
14% |
False |
True |
13,202 |
| 10 |
74.99 |
62.04 |
12.95 |
20.6% |
2.61 |
4.1% |
6% |
False |
True |
11,159 |
| 20 |
75.49 |
62.04 |
13.45 |
21.4% |
2.35 |
3.7% |
6% |
False |
True |
9,252 |
| 40 |
75.83 |
59.95 |
15.88 |
25.3% |
1.99 |
3.2% |
18% |
False |
False |
8,817 |
| 60 |
75.83 |
54.20 |
21.63 |
34.4% |
1.76 |
2.8% |
40% |
False |
False |
7,716 |
| 80 |
75.83 |
53.70 |
22.13 |
35.2% |
1.69 |
2.7% |
41% |
False |
False |
7,078 |
| 100 |
75.83 |
45.87 |
29.96 |
47.6% |
1.72 |
2.7% |
57% |
False |
False |
6,541 |
| 120 |
75.83 |
45.87 |
29.96 |
47.6% |
1.65 |
2.6% |
57% |
False |
False |
5,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.70 |
|
2.618 |
68.70 |
|
1.618 |
66.86 |
|
1.000 |
65.72 |
|
0.618 |
65.02 |
|
HIGH |
63.88 |
|
0.618 |
63.18 |
|
0.500 |
62.96 |
|
0.382 |
62.74 |
|
LOW |
62.04 |
|
0.618 |
60.90 |
|
1.000 |
60.20 |
|
1.618 |
59.06 |
|
2.618 |
57.22 |
|
4.250 |
54.22 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.96 |
63.76 |
| PP |
62.93 |
63.46 |
| S1 |
62.91 |
63.17 |
|