NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 16-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
72.89 |
71.00 |
-1.89 |
-2.6% |
68.61 |
High |
72.93 |
73.42 |
0.49 |
0.7% |
73.90 |
Low |
70.30 |
70.51 |
0.21 |
0.3% |
68.24 |
Close |
71.31 |
71.16 |
-0.15 |
-0.2% |
72.75 |
Range |
2.63 |
2.91 |
0.28 |
10.6% |
5.66 |
ATR |
2.27 |
2.32 |
0.05 |
2.0% |
0.00 |
Volume |
83,499 |
88,091 |
4,592 |
5.5% |
714,333 |
|
Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.43 |
78.70 |
72.76 |
|
R3 |
77.52 |
75.79 |
71.96 |
|
R2 |
74.61 |
74.61 |
71.69 |
|
R1 |
72.88 |
72.88 |
71.43 |
73.75 |
PP |
71.70 |
71.70 |
71.70 |
72.13 |
S1 |
69.97 |
69.97 |
70.89 |
70.84 |
S2 |
68.79 |
68.79 |
70.63 |
|
S3 |
65.88 |
67.06 |
70.36 |
|
S4 |
62.97 |
64.15 |
69.56 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.61 |
86.34 |
75.86 |
|
R3 |
82.95 |
80.68 |
74.31 |
|
R2 |
77.29 |
77.29 |
73.79 |
|
R1 |
75.02 |
75.02 |
73.27 |
76.16 |
PP |
71.63 |
71.63 |
71.63 |
72.20 |
S1 |
69.36 |
69.36 |
72.23 |
70.50 |
S2 |
65.97 |
65.97 |
71.71 |
|
S3 |
60.31 |
63.70 |
71.19 |
|
S4 |
54.65 |
58.04 |
69.64 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.90 |
70.30 |
3.60 |
5.1% |
2.10 |
2.9% |
24% |
False |
False |
129,743 |
10 |
73.90 |
65.92 |
7.98 |
11.2% |
2.43 |
3.4% |
66% |
False |
False |
116,947 |
20 |
73.90 |
59.63 |
14.27 |
20.1% |
2.24 |
3.1% |
81% |
False |
False |
89,183 |
40 |
73.90 |
50.76 |
23.14 |
32.5% |
2.19 |
3.1% |
88% |
False |
False |
61,583 |
60 |
73.90 |
50.76 |
23.14 |
32.5% |
2.20 |
3.1% |
88% |
False |
False |
45,463 |
80 |
73.90 |
44.00 |
29.90 |
42.0% |
2.26 |
3.2% |
91% |
False |
False |
36,644 |
100 |
73.90 |
43.34 |
30.56 |
42.9% |
2.22 |
3.1% |
91% |
False |
False |
30,650 |
120 |
73.90 |
43.34 |
30.56 |
42.9% |
2.14 |
3.0% |
91% |
False |
False |
26,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.79 |
2.618 |
81.04 |
1.618 |
78.13 |
1.000 |
76.33 |
0.618 |
75.22 |
HIGH |
73.42 |
0.618 |
72.31 |
0.500 |
71.97 |
0.382 |
71.62 |
LOW |
70.51 |
0.618 |
68.71 |
1.000 |
67.60 |
1.618 |
65.80 |
2.618 |
62.89 |
4.250 |
58.14 |
|
|
Fisher Pivots for day following 16-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.97 |
71.86 |
PP |
71.70 |
71.63 |
S1 |
71.43 |
71.39 |
|