NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
71.46 |
72.43 |
0.97 |
1.4% |
67.71 |
High |
73.23 |
72.63 |
-0.60 |
-0.8% |
73.23 |
Low |
71.32 |
70.80 |
-0.52 |
-0.7% |
67.31 |
Close |
72.68 |
72.04 |
-0.64 |
-0.9% |
72.04 |
Range |
1.91 |
1.83 |
-0.08 |
-4.2% |
5.92 |
ATR |
2.38 |
2.34 |
-0.04 |
-1.5% |
0.00 |
Volume |
346,248 |
314,790 |
-31,458 |
-9.1% |
1,559,767 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.31 |
76.51 |
73.05 |
|
R3 |
75.48 |
74.68 |
72.54 |
|
R2 |
73.65 |
73.65 |
72.38 |
|
R1 |
72.85 |
72.85 |
72.21 |
72.34 |
PP |
71.82 |
71.82 |
71.82 |
71.57 |
S1 |
71.02 |
71.02 |
71.87 |
70.51 |
S2 |
69.99 |
69.99 |
71.70 |
|
S3 |
68.16 |
69.19 |
71.54 |
|
S4 |
66.33 |
67.36 |
71.03 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.62 |
86.25 |
75.30 |
|
R3 |
82.70 |
80.33 |
73.67 |
|
R2 |
76.78 |
76.78 |
73.13 |
|
R1 |
74.41 |
74.41 |
72.58 |
75.60 |
PP |
70.86 |
70.86 |
70.86 |
71.45 |
S1 |
68.49 |
68.49 |
71.50 |
69.68 |
S2 |
64.94 |
64.94 |
70.95 |
|
S3 |
59.02 |
62.57 |
70.41 |
|
S4 |
53.10 |
56.65 |
68.78 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.23 |
67.31 |
5.92 |
8.2% |
1.80 |
2.5% |
80% |
False |
False |
311,953 |
10 |
73.23 |
64.95 |
8.28 |
11.5% |
2.35 |
3.3% |
86% |
False |
False |
294,911 |
20 |
73.23 |
56.74 |
16.49 |
22.9% |
2.33 |
3.2% |
93% |
False |
False |
261,426 |
40 |
73.23 |
49.07 |
24.16 |
33.5% |
2.29 |
3.2% |
95% |
False |
False |
183,996 |
60 |
73.23 |
49.07 |
24.16 |
33.5% |
2.35 |
3.3% |
95% |
False |
False |
135,738 |
80 |
73.23 |
42.19 |
31.04 |
43.1% |
2.46 |
3.4% |
96% |
False |
False |
106,444 |
100 |
73.23 |
42.19 |
31.04 |
43.1% |
2.45 |
3.4% |
96% |
False |
False |
87,973 |
120 |
73.23 |
42.19 |
31.04 |
43.1% |
2.54 |
3.5% |
96% |
False |
False |
74,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.41 |
2.618 |
77.42 |
1.618 |
75.59 |
1.000 |
74.46 |
0.618 |
73.76 |
HIGH |
72.63 |
0.618 |
71.93 |
0.500 |
71.72 |
0.382 |
71.50 |
LOW |
70.80 |
0.618 |
69.67 |
1.000 |
68.97 |
1.618 |
67.84 |
2.618 |
66.01 |
4.250 |
63.02 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.93 |
71.97 |
PP |
71.82 |
71.90 |
S1 |
71.72 |
71.83 |
|