NYMEX Light Sweet Crude Oil Future February 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 |
71.15 |
69.68 |
-1.47 |
-2.1% |
74.40 |
| High |
71.25 |
69.68 |
-1.57 |
-2.2% |
74.84 |
| Low |
71.05 |
68.25 |
-2.80 |
-3.9% |
71.05 |
| Close |
71.14 |
68.53 |
-2.61 |
-3.7% |
71.14 |
| Range |
0.20 |
1.43 |
1.23 |
615.0% |
3.79 |
| ATR |
1.51 |
1.61 |
0.10 |
6.5% |
0.00 |
| Volume |
3,541 |
3,213 |
-328 |
-9.3% |
12,240 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.11 |
72.25 |
69.32 |
|
| R3 |
71.68 |
70.82 |
68.92 |
|
| R2 |
70.25 |
70.25 |
68.79 |
|
| R1 |
69.39 |
69.39 |
68.66 |
69.11 |
| PP |
68.82 |
68.82 |
68.82 |
68.68 |
| S1 |
67.96 |
67.96 |
68.40 |
67.68 |
| S2 |
67.39 |
67.39 |
68.27 |
|
| S3 |
65.96 |
66.53 |
68.14 |
|
| S4 |
64.53 |
65.10 |
67.74 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.71 |
81.22 |
73.22 |
|
| R3 |
79.92 |
77.43 |
72.18 |
|
| R2 |
76.13 |
76.13 |
71.83 |
|
| R1 |
73.64 |
73.64 |
71.49 |
72.99 |
| PP |
72.34 |
72.34 |
72.34 |
72.02 |
| S1 |
69.85 |
69.85 |
70.79 |
69.20 |
| S2 |
68.55 |
68.55 |
70.45 |
|
| S3 |
64.76 |
66.06 |
70.10 |
|
| S4 |
60.97 |
62.27 |
69.06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.76 |
|
2.618 |
73.42 |
|
1.618 |
71.99 |
|
1.000 |
71.11 |
|
0.618 |
70.56 |
|
HIGH |
69.68 |
|
0.618 |
69.13 |
|
0.500 |
68.97 |
|
0.382 |
68.80 |
|
LOW |
68.25 |
|
0.618 |
67.37 |
|
1.000 |
66.82 |
|
1.618 |
65.94 |
|
2.618 |
64.51 |
|
4.250 |
62.17 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.97 |
71.15 |
| PP |
68.82 |
70.28 |
| S1 |
68.68 |
69.40 |
|