NYMEX Light Sweet Crude Oil Future October 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 |
62.47 |
62.85 |
0.38 |
0.6% |
67.28 |
High |
63.69 |
62.90 |
-0.79 |
-1.2% |
67.30 |
Low |
61.44 |
60.96 |
-0.48 |
-0.8% |
60.96 |
Close |
62.59 |
61.94 |
-0.65 |
-1.0% |
61.94 |
Range |
2.25 |
1.94 |
-0.31 |
-13.8% |
6.34 |
ATR |
2.47 |
2.44 |
-0.04 |
-1.5% |
0.00 |
Volume |
38,660 |
32,435 |
-6,225 |
-16.1% |
159,758 |
|
Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.75 |
66.79 |
63.01 |
|
R3 |
65.81 |
64.85 |
62.47 |
|
R2 |
63.87 |
63.87 |
62.30 |
|
R1 |
62.91 |
62.91 |
62.12 |
62.42 |
PP |
61.93 |
61.93 |
61.93 |
61.69 |
S1 |
60.97 |
60.97 |
61.76 |
60.48 |
S2 |
59.99 |
59.99 |
61.58 |
|
S3 |
58.05 |
59.03 |
61.41 |
|
S4 |
56.11 |
57.09 |
60.87 |
|
|
Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.42 |
78.52 |
65.43 |
|
R3 |
76.08 |
72.18 |
63.68 |
|
R2 |
69.74 |
69.74 |
63.10 |
|
R1 |
65.84 |
65.84 |
62.52 |
64.62 |
PP |
63.40 |
63.40 |
63.40 |
62.79 |
S1 |
59.50 |
59.50 |
61.36 |
58.28 |
S2 |
57.06 |
57.06 |
60.78 |
|
S3 |
50.72 |
53.16 |
60.20 |
|
S4 |
44.38 |
46.82 |
58.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.30 |
60.96 |
6.34 |
10.2% |
2.27 |
3.7% |
15% |
False |
True |
31,951 |
10 |
74.85 |
60.96 |
13.89 |
22.4% |
2.67 |
4.3% |
7% |
False |
True |
26,364 |
20 |
74.85 |
60.96 |
13.89 |
22.4% |
2.54 |
4.1% |
7% |
False |
True |
20,310 |
40 |
75.27 |
59.20 |
16.07 |
25.9% |
2.26 |
3.6% |
17% |
False |
False |
16,494 |
60 |
75.27 |
53.00 |
22.27 |
36.0% |
2.02 |
3.3% |
40% |
False |
False |
13,910 |
80 |
75.27 |
53.00 |
22.27 |
36.0% |
1.91 |
3.1% |
40% |
False |
False |
12,138 |
100 |
75.27 |
45.81 |
29.46 |
47.6% |
1.90 |
3.1% |
55% |
False |
False |
10,839 |
120 |
75.27 |
45.06 |
30.21 |
48.8% |
1.82 |
2.9% |
56% |
False |
False |
9,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.15 |
2.618 |
67.98 |
1.618 |
66.04 |
1.000 |
64.84 |
0.618 |
64.10 |
HIGH |
62.90 |
0.618 |
62.16 |
0.500 |
61.93 |
0.382 |
61.70 |
LOW |
60.96 |
0.618 |
59.76 |
1.000 |
59.02 |
1.618 |
57.82 |
2.618 |
55.88 |
4.250 |
52.72 |
|
|
Fisher Pivots for day following 10-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
61.94 |
62.78 |
PP |
61.93 |
62.50 |
S1 |
61.93 |
62.22 |
|