NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
75.49 |
74.55 |
-0.94 |
-1.2% |
71.51 |
| High |
75.49 |
74.66 |
-0.83 |
-1.1% |
74.06 |
| Low |
72.25 |
72.09 |
-0.16 |
-0.2% |
70.00 |
| Close |
73.13 |
72.84 |
-0.29 |
-0.4% |
72.37 |
| Range |
3.24 |
2.57 |
-0.67 |
-20.7% |
4.06 |
| ATR |
1.92 |
1.97 |
0.05 |
2.4% |
0.00 |
| Volume |
6,291 |
4,178 |
-2,113 |
-33.6% |
23,864 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.91 |
79.44 |
74.25 |
|
| R3 |
78.34 |
76.87 |
73.55 |
|
| R2 |
75.77 |
75.77 |
73.31 |
|
| R1 |
74.30 |
74.30 |
73.08 |
73.75 |
| PP |
73.20 |
73.20 |
73.20 |
72.92 |
| S1 |
71.73 |
71.73 |
72.60 |
71.18 |
| S2 |
70.63 |
70.63 |
72.37 |
|
| S3 |
68.06 |
69.16 |
72.13 |
|
| S4 |
65.49 |
66.59 |
71.43 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.32 |
82.41 |
74.60 |
|
| R3 |
80.26 |
78.35 |
73.49 |
|
| R2 |
76.20 |
76.20 |
73.11 |
|
| R1 |
74.29 |
74.29 |
72.74 |
75.25 |
| PP |
72.14 |
72.14 |
72.14 |
72.62 |
| S1 |
70.23 |
70.23 |
72.00 |
71.19 |
| S2 |
68.08 |
68.08 |
71.63 |
|
| S3 |
64.02 |
66.17 |
71.25 |
|
| S4 |
59.96 |
62.11 |
70.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.49 |
72.05 |
3.44 |
4.7% |
2.21 |
3.0% |
23% |
False |
False |
5,463 |
| 10 |
75.49 |
70.00 |
5.49 |
7.5% |
1.92 |
2.6% |
52% |
False |
False |
4,528 |
| 20 |
76.74 |
70.00 |
6.74 |
9.3% |
1.66 |
2.3% |
42% |
False |
False |
4,055 |
| 40 |
76.74 |
61.52 |
15.22 |
20.9% |
1.51 |
2.1% |
74% |
False |
False |
3,360 |
| 60 |
76.74 |
56.18 |
20.56 |
28.2% |
1.34 |
1.8% |
81% |
False |
False |
2,810 |
| 80 |
76.74 |
50.10 |
26.64 |
36.6% |
1.37 |
1.9% |
85% |
False |
False |
2,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.58 |
|
2.618 |
81.39 |
|
1.618 |
78.82 |
|
1.000 |
77.23 |
|
0.618 |
76.25 |
|
HIGH |
74.66 |
|
0.618 |
73.68 |
|
0.500 |
73.38 |
|
0.382 |
73.07 |
|
LOW |
72.09 |
|
0.618 |
70.50 |
|
1.000 |
69.52 |
|
1.618 |
67.93 |
|
2.618 |
65.36 |
|
4.250 |
61.17 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.38 |
73.79 |
| PP |
73.20 |
73.47 |
| S1 |
73.02 |
73.16 |
|