NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
67.70 |
65.91 |
-1.79 |
-2.6% |
71.87 |
| High |
68.28 |
66.25 |
-2.03 |
-3.0% |
75.85 |
| Low |
65.81 |
63.85 |
-1.96 |
-3.0% |
69.69 |
| Close |
66.44 |
64.03 |
-2.41 |
-3.6% |
70.16 |
| Range |
2.47 |
2.40 |
-0.07 |
-2.8% |
6.16 |
| ATR |
2.55 |
2.55 |
0.00 |
0.1% |
0.00 |
| Volume |
45,867 |
31,972 |
-13,895 |
-30.3% |
135,338 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.91 |
70.37 |
65.35 |
|
| R3 |
69.51 |
67.97 |
64.69 |
|
| R2 |
67.11 |
67.11 |
64.47 |
|
| R1 |
65.57 |
65.57 |
64.25 |
65.14 |
| PP |
64.71 |
64.71 |
64.71 |
64.50 |
| S1 |
63.17 |
63.17 |
63.81 |
62.74 |
| S2 |
62.31 |
62.31 |
63.59 |
|
| S3 |
59.91 |
60.77 |
63.37 |
|
| S4 |
57.51 |
58.37 |
62.71 |
|
|
| 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 |
74.38 |
63.85 |
10.53 |
16.4% |
2.70 |
4.2% |
2% |
False |
True |
42,628 |
| 10 |
75.85 |
63.85 |
12.00 |
18.7% |
2.71 |
4.2% |
2% |
False |
True |
36,357 |
| 20 |
76.50 |
63.85 |
12.65 |
19.8% |
2.48 |
3.9% |
1% |
False |
True |
34,935 |
| 40 |
76.50 |
60.66 |
15.84 |
24.7% |
2.26 |
3.5% |
21% |
False |
False |
33,005 |
| 60 |
76.50 |
54.92 |
21.58 |
33.7% |
2.14 |
3.3% |
42% |
False |
False |
28,713 |
| 80 |
76.50 |
50.50 |
26.00 |
40.6% |
2.24 |
3.5% |
52% |
False |
False |
26,980 |
| 100 |
76.50 |
46.14 |
30.36 |
47.4% |
2.30 |
3.6% |
59% |
False |
False |
26,145 |
| 120 |
76.50 |
46.14 |
30.36 |
47.4% |
2.30 |
3.6% |
59% |
False |
False |
25,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.45 |
|
2.618 |
72.53 |
|
1.618 |
70.13 |
|
1.000 |
68.65 |
|
0.618 |
67.73 |
|
HIGH |
66.25 |
|
0.618 |
65.33 |
|
0.500 |
65.05 |
|
0.382 |
64.77 |
|
LOW |
63.85 |
|
0.618 |
62.37 |
|
1.000 |
61.45 |
|
1.618 |
59.97 |
|
2.618 |
57.57 |
|
4.250 |
53.65 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
65.05 |
66.73 |
| PP |
64.71 |
65.83 |
| S1 |
64.37 |
64.93 |
|