NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 07-Jul-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
Open |
69.61 |
67.70 |
-1.91 |
-2.7% |
71.87 |
High |
69.61 |
68.28 |
-1.33 |
-1.9% |
75.85 |
Low |
66.82 |
65.81 |
-1.01 |
-1.5% |
69.69 |
Close |
67.46 |
66.44 |
-1.02 |
-1.5% |
70.16 |
Range |
2.79 |
2.47 |
-0.32 |
-11.5% |
6.16 |
ATR |
2.55 |
2.55 |
-0.01 |
-0.2% |
0.00 |
Volume |
49,141 |
45,867 |
-3,274 |
-6.7% |
135,338 |
|
Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.25 |
72.82 |
67.80 |
|
R3 |
71.78 |
70.35 |
67.12 |
|
R2 |
69.31 |
69.31 |
66.89 |
|
R1 |
67.88 |
67.88 |
66.67 |
67.36 |
PP |
66.84 |
66.84 |
66.84 |
66.59 |
S1 |
65.41 |
65.41 |
66.21 |
64.89 |
S2 |
64.37 |
64.37 |
65.99 |
|
S3 |
61.90 |
62.94 |
65.76 |
|
S4 |
59.43 |
60.47 |
65.08 |
|
|
Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
90.38 |
86.43 |
73.55 |
|
R3 |
84.22 |
80.27 |
71.85 |
|
R2 |
78.06 |
78.06 |
71.29 |
|
R1 |
74.11 |
74.11 |
70.72 |
73.01 |
PP |
71.90 |
71.90 |
71.90 |
71.35 |
S1 |
67.95 |
67.95 |
69.60 |
66.85 |
S2 |
65.74 |
65.74 |
69.03 |
|
S3 |
59.58 |
61.79 |
68.47 |
|
S4 |
53.42 |
55.63 |
66.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
75.85 |
65.81 |
10.04 |
15.1% |
3.04 |
4.6% |
6% |
False |
True |
41,356 |
10 |
75.85 |
65.81 |
10.04 |
15.1% |
2.77 |
4.2% |
6% |
False |
True |
36,972 |
20 |
76.50 |
65.81 |
10.69 |
16.1% |
2.43 |
3.7% |
6% |
False |
True |
34,867 |
40 |
76.50 |
60.66 |
15.84 |
23.8% |
2.24 |
3.4% |
36% |
False |
False |
32,855 |
60 |
76.50 |
54.92 |
21.58 |
32.5% |
2.15 |
3.2% |
53% |
False |
False |
28,517 |
80 |
76.50 |
50.50 |
26.00 |
39.1% |
2.23 |
3.4% |
61% |
False |
False |
26,840 |
100 |
76.50 |
46.14 |
30.36 |
45.7% |
2.29 |
3.4% |
67% |
False |
False |
26,037 |
120 |
76.50 |
46.14 |
30.36 |
45.7% |
2.30 |
3.5% |
67% |
False |
False |
24,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.78 |
2.618 |
74.75 |
1.618 |
72.28 |
1.000 |
70.75 |
0.618 |
69.81 |
HIGH |
68.28 |
0.618 |
67.34 |
0.500 |
67.05 |
0.382 |
66.75 |
LOW |
65.81 |
0.618 |
64.28 |
1.000 |
63.34 |
1.618 |
61.81 |
2.618 |
59.34 |
4.250 |
55.31 |
|
|
Fisher Pivots for day following 07-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
67.05 |
69.23 |
PP |
66.84 |
68.30 |
S1 |
66.64 |
67.37 |
|