NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
71.00 |
71.42 |
0.42 |
0.6% |
68.61 |
High |
71.99 |
72.33 |
0.34 |
0.5% |
73.90 |
Low |
69.70 |
70.82 |
1.12 |
1.6% |
68.24 |
Close |
71.70 |
71.91 |
0.21 |
0.3% |
72.75 |
Range |
2.29 |
1.51 |
-0.78 |
-34.1% |
5.66 |
ATR |
2.32 |
2.26 |
-0.06 |
-2.5% |
0.00 |
Volume |
116,773 |
148,107 |
31,334 |
26.8% |
714,333 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.22 |
75.57 |
72.74 |
|
R3 |
74.71 |
74.06 |
72.33 |
|
R2 |
73.20 |
73.20 |
72.19 |
|
R1 |
72.55 |
72.55 |
72.05 |
72.88 |
PP |
71.69 |
71.69 |
71.69 |
71.85 |
S1 |
71.04 |
71.04 |
71.77 |
71.37 |
S2 |
70.18 |
70.18 |
71.63 |
|
S3 |
68.67 |
69.53 |
71.49 |
|
S4 |
67.16 |
68.02 |
71.08 |
|
|
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 |
73.42 |
69.70 |
3.72 |
5.2% |
2.23 |
3.1% |
59% |
False |
False |
117,488 |
10 |
73.90 |
68.24 |
5.66 |
7.9% |
2.06 |
2.9% |
65% |
False |
False |
125,072 |
20 |
73.90 |
60.30 |
13.60 |
18.9% |
2.21 |
3.1% |
85% |
False |
False |
97,832 |
40 |
73.90 |
50.82 |
23.08 |
32.1% |
2.19 |
3.0% |
91% |
False |
False |
67,054 |
60 |
73.90 |
50.76 |
23.14 |
32.2% |
2.21 |
3.1% |
91% |
False |
False |
49,609 |
80 |
73.90 |
45.00 |
28.90 |
40.2% |
2.25 |
3.1% |
93% |
False |
False |
39,758 |
100 |
73.90 |
43.34 |
30.56 |
42.5% |
2.20 |
3.1% |
93% |
False |
False |
33,165 |
120 |
73.90 |
43.34 |
30.56 |
42.5% |
2.17 |
3.0% |
93% |
False |
False |
28,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.75 |
2.618 |
76.28 |
1.618 |
74.77 |
1.000 |
73.84 |
0.618 |
73.26 |
HIGH |
72.33 |
0.618 |
71.75 |
0.500 |
71.58 |
0.382 |
71.40 |
LOW |
70.82 |
0.618 |
69.89 |
1.000 |
69.31 |
1.618 |
68.38 |
2.618 |
66.87 |
4.250 |
64.40 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.80 |
71.79 |
PP |
71.69 |
71.68 |
S1 |
71.58 |
71.56 |
|