NYMEX Light Sweet Crude Oil Future December 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 |
72.57 |
69.61 |
-2.96 |
-4.1% |
71.87 |
| High |
72.64 |
69.61 |
-3.03 |
-4.2% |
75.85 |
| Low |
69.69 |
66.82 |
-2.87 |
-4.1% |
69.69 |
| Close |
70.16 |
67.46 |
-2.70 |
-3.8% |
70.16 |
| Range |
2.95 |
2.79 |
-0.16 |
-5.4% |
6.16 |
| ATR |
2.49 |
2.55 |
0.06 |
2.4% |
0.00 |
| Volume |
46,698 |
49,141 |
2,443 |
5.2% |
135,338 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.33 |
74.69 |
68.99 |
|
| R3 |
73.54 |
71.90 |
68.23 |
|
| R2 |
70.75 |
70.75 |
67.97 |
|
| R1 |
69.11 |
69.11 |
67.72 |
68.54 |
| PP |
67.96 |
67.96 |
67.96 |
67.68 |
| S1 |
66.32 |
66.32 |
67.20 |
65.75 |
| S2 |
65.17 |
65.17 |
66.95 |
|
| S3 |
62.38 |
63.53 |
66.69 |
|
| S4 |
59.59 |
60.74 |
65.93 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.38 |
86.43 |
73.55 |
|
| R3 |
84.22 |
80.27 |
71.85 |
|
| R2 |
78.06 |
78.06 |
71.29 |
|
| R1 |
74.11 |
74.11 |
70.72 |
73.01 |
| PP |
71.90 |
71.90 |
71.90 |
71.35 |
| S1 |
67.95 |
67.95 |
69.60 |
66.85 |
| S2 |
65.74 |
65.74 |
69.03 |
|
| S3 |
59.58 |
61.79 |
68.47 |
|
| S4 |
53.42 |
55.63 |
66.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.85 |
66.82 |
9.03 |
13.4% |
3.19 |
4.7% |
7% |
False |
True |
36,895 |
| 10 |
75.85 |
66.82 |
9.03 |
13.4% |
2.85 |
4.2% |
7% |
False |
True |
35,964 |
| 20 |
76.50 |
66.82 |
9.68 |
14.3% |
2.40 |
3.6% |
7% |
False |
True |
34,905 |
| 40 |
76.50 |
60.66 |
15.84 |
23.5% |
2.22 |
3.3% |
43% |
False |
False |
32,635 |
| 60 |
76.50 |
54.92 |
21.58 |
32.0% |
2.14 |
3.2% |
58% |
False |
False |
28,119 |
| 80 |
76.50 |
49.66 |
26.84 |
39.8% |
2.25 |
3.3% |
66% |
False |
False |
26,637 |
| 100 |
76.50 |
46.14 |
30.36 |
45.0% |
2.28 |
3.4% |
70% |
False |
False |
25,762 |
| 120 |
76.50 |
46.14 |
30.36 |
45.0% |
2.30 |
3.4% |
70% |
False |
False |
24,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.47 |
|
2.618 |
76.91 |
|
1.618 |
74.12 |
|
1.000 |
72.40 |
|
0.618 |
71.33 |
|
HIGH |
69.61 |
|
0.618 |
68.54 |
|
0.500 |
68.22 |
|
0.382 |
67.89 |
|
LOW |
66.82 |
|
0.618 |
65.10 |
|
1.000 |
64.03 |
|
1.618 |
62.31 |
|
2.618 |
59.52 |
|
4.250 |
54.96 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.22 |
70.60 |
| PP |
67.96 |
69.55 |
| S1 |
67.71 |
68.51 |
|