NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 08-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
67.12 |
65.00 |
-2.12 |
-3.2% |
71.22 |
High |
67.47 |
65.47 |
-2.00 |
-3.0% |
74.99 |
Low |
65.00 |
63.03 |
-1.97 |
-3.0% |
69.01 |
Close |
65.69 |
63.18 |
-2.51 |
-3.8% |
69.47 |
Range |
2.47 |
2.44 |
-0.03 |
-1.2% |
5.98 |
ATR |
2.41 |
2.43 |
0.02 |
0.7% |
0.00 |
Volume |
12,978 |
12,565 |
-413 |
-3.2% |
37,222 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.21 |
69.64 |
64.52 |
|
R3 |
68.77 |
67.20 |
63.85 |
|
R2 |
66.33 |
66.33 |
63.63 |
|
R1 |
64.76 |
64.76 |
63.40 |
64.33 |
PP |
63.89 |
63.89 |
63.89 |
63.68 |
S1 |
62.32 |
62.32 |
62.96 |
61.89 |
S2 |
61.45 |
61.45 |
62.73 |
|
S3 |
59.01 |
59.88 |
62.51 |
|
S4 |
56.57 |
57.44 |
61.84 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.10 |
85.26 |
72.76 |
|
R3 |
83.12 |
79.28 |
71.11 |
|
R2 |
77.14 |
77.14 |
70.57 |
|
R1 |
73.30 |
73.30 |
70.02 |
72.23 |
PP |
71.16 |
71.16 |
71.16 |
70.62 |
S1 |
67.32 |
67.32 |
68.92 |
66.25 |
S2 |
65.18 |
65.18 |
68.37 |
|
S3 |
59.20 |
61.34 |
67.83 |
|
S4 |
53.22 |
55.36 |
66.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.91 |
63.03 |
10.88 |
17.2% |
2.58 |
4.1% |
1% |
False |
True |
12,127 |
10 |
74.99 |
63.03 |
11.96 |
18.9% |
2.55 |
4.0% |
1% |
False |
True |
9,520 |
20 |
75.83 |
63.03 |
12.80 |
20.3% |
2.28 |
3.6% |
1% |
False |
True |
8,666 |
40 |
75.83 |
59.95 |
15.88 |
25.1% |
1.97 |
3.1% |
20% |
False |
False |
8,381 |
60 |
75.83 |
54.20 |
21.63 |
34.2% |
1.73 |
2.7% |
42% |
False |
False |
7,331 |
80 |
75.83 |
50.25 |
25.58 |
40.5% |
1.71 |
2.7% |
51% |
False |
False |
6,780 |
100 |
75.83 |
45.87 |
29.96 |
47.4% |
1.72 |
2.7% |
58% |
False |
False |
6,334 |
120 |
75.83 |
45.87 |
29.96 |
47.4% |
1.65 |
2.6% |
58% |
False |
False |
5,784 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.84 |
2.618 |
71.86 |
1.618 |
69.42 |
1.000 |
67.91 |
0.618 |
66.98 |
HIGH |
65.47 |
0.618 |
64.54 |
0.500 |
64.25 |
0.382 |
63.96 |
LOW |
63.03 |
0.618 |
61.52 |
1.000 |
60.59 |
1.618 |
59.08 |
2.618 |
56.64 |
4.250 |
52.66 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
64.25 |
65.57 |
PP |
63.89 |
64.77 |
S1 |
63.54 |
63.98 |
|