NYMEX Light Sweet Crude Oil Future December 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 |
64.46 |
64.30 |
-0.16 |
-0.2% |
69.61 |
| High |
65.46 |
64.72 |
-0.74 |
-1.1% |
69.61 |
| Low |
63.28 |
62.76 |
-0.52 |
-0.8% |
62.76 |
| Close |
64.47 |
63.73 |
-0.74 |
-1.1% |
63.73 |
| Range |
2.18 |
1.96 |
-0.22 |
-10.1% |
6.85 |
| ATR |
2.52 |
2.48 |
-0.04 |
-1.6% |
0.00 |
| Volume |
51,734 |
34,325 |
-17,409 |
-33.7% |
213,039 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.62 |
68.63 |
64.81 |
|
| R3 |
67.66 |
66.67 |
64.27 |
|
| R2 |
65.70 |
65.70 |
64.09 |
|
| R1 |
64.71 |
64.71 |
63.91 |
64.23 |
| PP |
63.74 |
63.74 |
63.74 |
63.49 |
| S1 |
62.75 |
62.75 |
63.55 |
62.27 |
| S2 |
61.78 |
61.78 |
63.37 |
|
| S3 |
59.82 |
60.79 |
63.19 |
|
| S4 |
57.86 |
58.83 |
62.65 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.92 |
81.67 |
67.50 |
|
| R3 |
79.07 |
74.82 |
65.61 |
|
| R2 |
72.22 |
72.22 |
64.99 |
|
| R1 |
67.97 |
67.97 |
64.36 |
66.67 |
| PP |
65.37 |
65.37 |
65.37 |
64.72 |
| S1 |
61.12 |
61.12 |
63.10 |
59.82 |
| S2 |
58.52 |
58.52 |
62.47 |
|
| S3 |
51.67 |
54.27 |
61.85 |
|
| S4 |
44.82 |
47.42 |
59.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.61 |
62.76 |
6.85 |
10.7% |
2.36 |
3.7% |
14% |
False |
True |
42,607 |
| 10 |
75.85 |
62.76 |
13.09 |
20.5% |
2.73 |
4.3% |
7% |
False |
True |
39,412 |
| 20 |
76.02 |
62.76 |
13.26 |
20.8% |
2.54 |
4.0% |
7% |
False |
True |
35,600 |
| 40 |
76.50 |
60.66 |
15.84 |
24.9% |
2.28 |
3.6% |
19% |
False |
False |
34,166 |
| 60 |
76.50 |
54.92 |
21.58 |
33.9% |
2.14 |
3.4% |
41% |
False |
False |
29,698 |
| 80 |
76.50 |
54.32 |
22.18 |
34.8% |
2.21 |
3.5% |
42% |
False |
False |
27,634 |
| 100 |
76.50 |
46.14 |
30.36 |
47.6% |
2.28 |
3.6% |
58% |
False |
False |
26,611 |
| 120 |
76.50 |
46.14 |
30.36 |
47.6% |
2.29 |
3.6% |
58% |
False |
False |
25,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.05 |
|
2.618 |
69.85 |
|
1.618 |
67.89 |
|
1.000 |
66.68 |
|
0.618 |
65.93 |
|
HIGH |
64.72 |
|
0.618 |
63.97 |
|
0.500 |
63.74 |
|
0.382 |
63.51 |
|
LOW |
62.76 |
|
0.618 |
61.55 |
|
1.000 |
60.80 |
|
1.618 |
59.59 |
|
2.618 |
57.63 |
|
4.250 |
54.43 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
63.74 |
64.51 |
| PP |
63.74 |
64.25 |
| S1 |
63.73 |
63.99 |
|