NYMEX Light Sweet Crude Oil Future January 2010
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 |
68.25 |
66.61 |
-1.64 |
-2.4% |
73.02 |
High |
68.47 |
66.61 |
-1.86 |
-2.7% |
75.49 |
Low |
66.60 |
64.72 |
-1.88 |
-2.8% |
70.44 |
Close |
67.09 |
64.77 |
-2.32 |
-3.5% |
70.71 |
Range |
1.87 |
1.89 |
0.02 |
1.1% |
5.05 |
ATR |
2.05 |
2.08 |
0.02 |
1.1% |
0.00 |
Volume |
5,580 |
5,976 |
396 |
7.1% |
21,095 |
|
Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.04 |
69.79 |
65.81 |
|
R3 |
69.15 |
67.90 |
65.29 |
|
R2 |
67.26 |
67.26 |
65.12 |
|
R1 |
66.01 |
66.01 |
64.94 |
65.69 |
PP |
65.37 |
65.37 |
65.37 |
65.21 |
S1 |
64.12 |
64.12 |
64.60 |
63.80 |
S2 |
63.48 |
63.48 |
64.42 |
|
S3 |
61.59 |
62.23 |
64.25 |
|
S4 |
59.70 |
60.34 |
63.73 |
|
|
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 |
74.66 |
64.72 |
9.94 |
15.3% |
1.77 |
2.7% |
1% |
False |
True |
5,950 |
10 |
75.49 |
64.72 |
10.77 |
16.6% |
1.85 |
2.9% |
0% |
False |
True |
5,498 |
20 |
76.74 |
64.72 |
12.02 |
18.6% |
1.73 |
2.7% |
0% |
False |
True |
4,593 |
40 |
76.74 |
61.52 |
15.22 |
23.5% |
1.52 |
2.3% |
21% |
False |
False |
3,733 |
60 |
76.74 |
56.18 |
20.56 |
31.7% |
1.37 |
2.1% |
42% |
False |
False |
3,067 |
80 |
76.74 |
51.78 |
24.96 |
38.5% |
1.35 |
2.1% |
52% |
False |
False |
2,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.64 |
2.618 |
71.56 |
1.618 |
69.67 |
1.000 |
68.50 |
0.618 |
67.78 |
HIGH |
66.61 |
0.618 |
65.89 |
0.500 |
65.67 |
0.382 |
65.44 |
LOW |
64.72 |
0.618 |
63.55 |
1.000 |
62.83 |
1.618 |
61.66 |
2.618 |
59.77 |
4.250 |
56.69 |
|
|
Fisher Pivots for day following 08-Jul-2009 |
Pivot |
1 day |
3 day |
R1 |
65.67 |
66.87 |
PP |
65.37 |
66.17 |
S1 |
65.07 |
65.47 |
|