NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
68.26 |
67.28 |
-0.98 |
-1.4% |
70.63 |
| High |
69.06 |
67.30 |
-1.76 |
-2.5% |
74.85 |
| Low |
67.60 |
65.30 |
-2.30 |
-3.4% |
67.60 |
| Close |
67.64 |
65.90 |
-1.74 |
-2.6% |
67.64 |
| Range |
1.46 |
2.00 |
0.54 |
37.0% |
7.25 |
| ATR |
2.47 |
2.46 |
-0.01 |
-0.4% |
0.00 |
| Volume |
26,570 |
23,949 |
-2,621 |
-9.9% |
103,891 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.17 |
71.03 |
67.00 |
|
| R3 |
70.17 |
69.03 |
66.45 |
|
| R2 |
68.17 |
68.17 |
66.27 |
|
| R1 |
67.03 |
67.03 |
66.08 |
66.60 |
| PP |
66.17 |
66.17 |
66.17 |
65.95 |
| S1 |
65.03 |
65.03 |
65.72 |
64.60 |
| S2 |
64.17 |
64.17 |
65.53 |
|
| S3 |
62.17 |
63.03 |
65.35 |
|
| S4 |
60.17 |
61.03 |
64.80 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.78 |
86.96 |
71.63 |
|
| R3 |
84.53 |
79.71 |
69.63 |
|
| R2 |
77.28 |
77.28 |
68.97 |
|
| R1 |
72.46 |
72.46 |
68.30 |
71.25 |
| PP |
70.03 |
70.03 |
70.03 |
69.42 |
| S1 |
65.21 |
65.21 |
66.98 |
64.00 |
| S2 |
62.78 |
62.78 |
66.31 |
|
| S3 |
55.53 |
57.96 |
65.65 |
|
| S4 |
48.28 |
50.71 |
63.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.85 |
65.30 |
9.55 |
14.5% |
2.80 |
4.2% |
6% |
False |
True |
23,018 |
| 10 |
74.85 |
65.30 |
9.55 |
14.5% |
2.67 |
4.1% |
6% |
False |
True |
19,593 |
| 20 |
75.27 |
65.30 |
9.97 |
15.1% |
2.36 |
3.6% |
6% |
False |
True |
16,660 |
| 40 |
75.27 |
59.20 |
16.07 |
24.4% |
2.18 |
3.3% |
42% |
False |
False |
14,066 |
| 60 |
75.27 |
53.00 |
22.27 |
33.8% |
1.96 |
3.0% |
58% |
False |
False |
12,046 |
| 80 |
75.27 |
49.73 |
25.54 |
38.8% |
1.91 |
2.9% |
63% |
False |
False |
10,706 |
| 100 |
75.27 |
45.06 |
30.21 |
45.8% |
1.86 |
2.8% |
69% |
False |
False |
9,693 |
| 120 |
75.27 |
45.06 |
30.21 |
45.8% |
1.79 |
2.7% |
69% |
False |
False |
8,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.80 |
|
2.618 |
72.54 |
|
1.618 |
70.54 |
|
1.000 |
69.30 |
|
0.618 |
68.54 |
|
HIGH |
67.30 |
|
0.618 |
66.54 |
|
0.500 |
66.30 |
|
0.382 |
66.06 |
|
LOW |
65.30 |
|
0.618 |
64.06 |
|
1.000 |
63.30 |
|
1.618 |
62.06 |
|
2.618 |
60.06 |
|
4.250 |
56.80 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.30 |
68.33 |
| PP |
66.17 |
67.52 |
| S1 |
66.03 |
66.71 |
|