NYMEX Light Sweet Crude Oil Future August 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 |
62.31 |
60.38 |
-1.93 |
-3.1% |
69.25 |
High |
62.68 |
61.62 |
-1.06 |
-1.7% |
73.38 |
Low |
60.01 |
59.25 |
-0.76 |
-1.3% |
66.26 |
Close |
60.14 |
60.41 |
0.27 |
0.4% |
66.73 |
Range |
2.67 |
2.37 |
-0.30 |
-11.2% |
7.12 |
ATR |
2.83 |
2.79 |
-0.03 |
-1.2% |
0.00 |
Volume |
262,358 |
334,958 |
72,600 |
27.7% |
1,074,093 |
|
Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.54 |
66.34 |
61.71 |
|
R3 |
65.17 |
63.97 |
61.06 |
|
R2 |
62.80 |
62.80 |
60.84 |
|
R1 |
61.60 |
61.60 |
60.63 |
62.20 |
PP |
60.43 |
60.43 |
60.43 |
60.73 |
S1 |
59.23 |
59.23 |
60.19 |
59.83 |
S2 |
58.06 |
58.06 |
59.98 |
|
S3 |
55.69 |
56.86 |
59.76 |
|
S4 |
53.32 |
54.49 |
59.11 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.15 |
85.56 |
70.65 |
|
R3 |
83.03 |
78.44 |
68.69 |
|
R2 |
75.91 |
75.91 |
68.04 |
|
R1 |
71.32 |
71.32 |
67.38 |
70.06 |
PP |
68.79 |
68.79 |
68.79 |
68.16 |
S1 |
64.20 |
64.20 |
66.08 |
62.94 |
S2 |
61.67 |
61.67 |
65.42 |
|
S3 |
54.55 |
57.08 |
64.77 |
|
S4 |
47.43 |
49.96 |
62.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
69.74 |
59.25 |
10.49 |
17.4% |
2.69 |
4.5% |
11% |
False |
True |
280,437 |
10 |
73.38 |
59.25 |
14.13 |
23.4% |
3.01 |
5.0% |
8% |
False |
True |
266,944 |
20 |
73.90 |
59.25 |
14.65 |
24.3% |
2.77 |
4.6% |
8% |
False |
True |
220,098 |
40 |
73.90 |
57.52 |
16.38 |
27.1% |
2.53 |
4.2% |
18% |
False |
False |
146,786 |
60 |
73.90 |
50.76 |
23.14 |
38.3% |
2.36 |
3.9% |
42% |
False |
False |
107,423 |
80 |
73.90 |
48.06 |
25.84 |
42.8% |
2.37 |
3.9% |
48% |
False |
False |
83,442 |
100 |
73.90 |
43.34 |
30.56 |
50.6% |
2.37 |
3.9% |
56% |
False |
False |
68,765 |
120 |
73.90 |
43.34 |
30.56 |
50.6% |
2.31 |
3.8% |
56% |
False |
False |
58,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.69 |
2.618 |
67.82 |
1.618 |
65.45 |
1.000 |
63.99 |
0.618 |
63.08 |
HIGH |
61.62 |
0.618 |
60.71 |
0.500 |
60.44 |
0.382 |
60.16 |
LOW |
59.25 |
0.618 |
57.79 |
1.000 |
56.88 |
1.618 |
55.42 |
2.618 |
53.05 |
4.250 |
49.18 |
|
|
Fisher Pivots for day following 09-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
60.44 |
62.08 |
PP |
60.43 |
61.52 |
S1 |
60.42 |
60.97 |
|