NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
71.75 |
69.01 |
-2.74 |
-3.8% |
73.02 |
| High |
71.75 |
69.01 |
-2.74 |
-3.8% |
75.49 |
| Low |
70.44 |
67.78 |
-2.66 |
-3.8% |
70.44 |
| Close |
70.71 |
68.07 |
-2.64 |
-3.7% |
70.71 |
| Range |
1.31 |
1.23 |
-0.08 |
-6.1% |
5.05 |
| ATR |
2.00 |
2.07 |
0.07 |
3.3% |
0.00 |
| Volume |
7,152 |
6,868 |
-284 |
-4.0% |
21,095 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.98 |
71.25 |
68.75 |
|
| R3 |
70.75 |
70.02 |
68.41 |
|
| R2 |
69.52 |
69.52 |
68.30 |
|
| R1 |
68.79 |
68.79 |
68.18 |
68.54 |
| PP |
68.29 |
68.29 |
68.29 |
68.16 |
| S1 |
67.56 |
67.56 |
67.96 |
67.31 |
| S2 |
67.06 |
67.06 |
67.84 |
|
| S3 |
65.83 |
66.33 |
67.73 |
|
| S4 |
64.60 |
65.10 |
67.39 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.36 |
84.09 |
73.49 |
|
| R3 |
82.31 |
79.04 |
72.10 |
|
| R2 |
77.26 |
77.26 |
71.64 |
|
| R1 |
73.99 |
73.99 |
71.17 |
73.10 |
| PP |
72.21 |
72.21 |
72.21 |
71.77 |
| S1 |
68.94 |
68.94 |
70.25 |
68.05 |
| S2 |
67.16 |
67.16 |
69.78 |
|
| S3 |
62.11 |
63.89 |
69.32 |
|
| S4 |
57.06 |
58.84 |
67.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.49 |
67.78 |
7.71 |
11.3% |
2.03 |
3.0% |
4% |
False |
True |
5,592 |
| 10 |
75.49 |
67.78 |
7.71 |
11.3% |
1.84 |
2.7% |
4% |
False |
True |
5,182 |
| 20 |
76.74 |
67.78 |
8.96 |
13.2% |
1.65 |
2.4% |
3% |
False |
True |
4,400 |
| 40 |
76.74 |
61.52 |
15.22 |
22.4% |
1.48 |
2.2% |
43% |
False |
False |
3,535 |
| 60 |
76.74 |
56.18 |
20.56 |
30.2% |
1.34 |
2.0% |
58% |
False |
False |
2,939 |
| 80 |
76.74 |
50.20 |
26.54 |
39.0% |
1.36 |
2.0% |
67% |
False |
False |
2,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.24 |
|
2.618 |
72.23 |
|
1.618 |
71.00 |
|
1.000 |
70.24 |
|
0.618 |
69.77 |
|
HIGH |
69.01 |
|
0.618 |
68.54 |
|
0.500 |
68.40 |
|
0.382 |
68.25 |
|
LOW |
67.78 |
|
0.618 |
67.02 |
|
1.000 |
66.55 |
|
1.618 |
65.79 |
|
2.618 |
64.56 |
|
4.250 |
62.55 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.40 |
71.22 |
| PP |
68.29 |
70.17 |
| S1 |
68.18 |
69.12 |
|