NYMEX Light Sweet Crude Oil Future December 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 |
73.26 |
72.57 |
-0.69 |
-0.9% |
72.96 |
| High |
74.38 |
72.64 |
-1.74 |
-2.3% |
73.91 |
| Low |
71.50 |
69.69 |
-1.81 |
-2.5% |
69.36 |
| Close |
72.36 |
70.16 |
-2.20 |
-3.0% |
71.92 |
| Range |
2.88 |
2.95 |
0.07 |
2.4% |
4.55 |
| ATR |
2.46 |
2.49 |
0.04 |
1.4% |
0.00 |
| Volume |
39,466 |
46,698 |
7,232 |
18.3% |
175,161 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.68 |
77.87 |
71.78 |
|
| R3 |
76.73 |
74.92 |
70.97 |
|
| R2 |
73.78 |
73.78 |
70.70 |
|
| R1 |
71.97 |
71.97 |
70.43 |
71.40 |
| PP |
70.83 |
70.83 |
70.83 |
70.55 |
| S1 |
69.02 |
69.02 |
69.89 |
68.45 |
| S2 |
67.88 |
67.88 |
69.62 |
|
| S3 |
64.93 |
66.07 |
69.35 |
|
| S4 |
61.98 |
63.12 |
68.54 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.38 |
83.20 |
74.42 |
|
| R3 |
80.83 |
78.65 |
73.17 |
|
| R2 |
76.28 |
76.28 |
72.75 |
|
| R1 |
74.10 |
74.10 |
72.34 |
72.92 |
| PP |
71.73 |
71.73 |
71.73 |
71.14 |
| S1 |
69.55 |
69.55 |
71.50 |
68.37 |
| S2 |
67.18 |
67.18 |
71.09 |
|
| S3 |
62.63 |
65.00 |
70.67 |
|
| S4 |
58.08 |
60.45 |
69.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.85 |
69.69 |
6.16 |
8.8% |
3.10 |
4.4% |
8% |
False |
True |
36,217 |
| 10 |
75.85 |
69.36 |
6.49 |
9.3% |
2.88 |
4.1% |
12% |
False |
False |
33,822 |
| 20 |
76.50 |
69.36 |
7.14 |
10.2% |
2.38 |
3.4% |
11% |
False |
False |
34,827 |
| 40 |
76.50 |
60.66 |
15.84 |
22.6% |
2.21 |
3.1% |
60% |
False |
False |
32,099 |
| 60 |
76.50 |
54.92 |
21.58 |
30.8% |
2.15 |
3.1% |
71% |
False |
False |
27,599 |
| 80 |
76.50 |
49.46 |
27.04 |
38.5% |
2.24 |
3.2% |
77% |
False |
False |
26,330 |
| 100 |
76.50 |
46.14 |
30.36 |
43.3% |
2.28 |
3.3% |
79% |
False |
False |
25,425 |
| 120 |
76.50 |
46.14 |
30.36 |
43.3% |
2.30 |
3.3% |
79% |
False |
False |
24,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.18 |
|
2.618 |
80.36 |
|
1.618 |
77.41 |
|
1.000 |
75.59 |
|
0.618 |
74.46 |
|
HIGH |
72.64 |
|
0.618 |
71.51 |
|
0.500 |
71.17 |
|
0.382 |
70.82 |
|
LOW |
69.69 |
|
0.618 |
67.87 |
|
1.000 |
66.74 |
|
1.618 |
64.92 |
|
2.618 |
61.97 |
|
4.250 |
57.15 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.17 |
72.77 |
| PP |
70.83 |
71.90 |
| S1 |
70.50 |
71.03 |
|