NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
65.91 |
64.46 |
-1.45 |
-2.2% |
71.87 |
| High |
66.25 |
65.46 |
-0.79 |
-1.2% |
75.85 |
| Low |
63.85 |
63.28 |
-0.57 |
-0.9% |
69.69 |
| Close |
64.03 |
64.47 |
0.44 |
0.7% |
70.16 |
| Range |
2.40 |
2.18 |
-0.22 |
-9.2% |
6.16 |
| ATR |
2.55 |
2.52 |
-0.03 |
-1.0% |
0.00 |
| Volume |
31,972 |
51,734 |
19,762 |
61.8% |
135,338 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.94 |
69.89 |
65.67 |
|
| R3 |
68.76 |
67.71 |
65.07 |
|
| R2 |
66.58 |
66.58 |
64.87 |
|
| R1 |
65.53 |
65.53 |
64.67 |
66.06 |
| PP |
64.40 |
64.40 |
64.40 |
64.67 |
| S1 |
63.35 |
63.35 |
64.27 |
63.88 |
| S2 |
62.22 |
62.22 |
64.07 |
|
| S3 |
60.04 |
61.17 |
63.87 |
|
| S4 |
57.86 |
58.99 |
63.27 |
|
|
| 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 |
72.64 |
63.28 |
9.36 |
14.5% |
2.56 |
4.0% |
13% |
False |
True |
45,082 |
| 10 |
75.85 |
63.28 |
12.57 |
19.5% |
2.75 |
4.3% |
9% |
False |
True |
39,001 |
| 20 |
76.50 |
63.28 |
13.22 |
20.5% |
2.53 |
3.9% |
9% |
False |
True |
36,028 |
| 40 |
76.50 |
60.66 |
15.84 |
24.6% |
2.28 |
3.5% |
24% |
False |
False |
33,837 |
| 60 |
76.50 |
54.92 |
21.58 |
33.5% |
2.14 |
3.3% |
44% |
False |
False |
29,340 |
| 80 |
76.50 |
52.35 |
24.15 |
37.5% |
2.23 |
3.5% |
50% |
False |
False |
27,433 |
| 100 |
76.50 |
46.14 |
30.36 |
47.1% |
2.31 |
3.6% |
60% |
False |
False |
26,460 |
| 120 |
76.50 |
46.14 |
30.36 |
47.1% |
2.29 |
3.6% |
60% |
False |
False |
25,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.73 |
|
2.618 |
71.17 |
|
1.618 |
68.99 |
|
1.000 |
67.64 |
|
0.618 |
66.81 |
|
HIGH |
65.46 |
|
0.618 |
64.63 |
|
0.500 |
64.37 |
|
0.382 |
64.11 |
|
LOW |
63.28 |
|
0.618 |
61.93 |
|
1.000 |
61.10 |
|
1.618 |
59.75 |
|
2.618 |
57.57 |
|
4.250 |
54.02 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
64.44 |
65.78 |
| PP |
64.40 |
65.34 |
| S1 |
64.37 |
64.91 |
|