NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
70.34 |
69.25 |
-1.09 |
-1.5% |
70.20 |
High |
71.29 |
71.92 |
0.63 |
0.9% |
71.29 |
Low |
68.81 |
68.36 |
-0.45 |
-0.7% |
66.37 |
Close |
69.16 |
71.49 |
2.33 |
3.4% |
69.16 |
Range |
2.48 |
3.56 |
1.08 |
43.5% |
4.92 |
ATR |
2.48 |
2.55 |
0.08 |
3.1% |
0.00 |
Volume |
254,942 |
208,025 |
-46,917 |
-18.4% |
1,327,226 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.27 |
79.94 |
73.45 |
|
R3 |
77.71 |
76.38 |
72.47 |
|
R2 |
74.15 |
74.15 |
72.14 |
|
R1 |
72.82 |
72.82 |
71.82 |
73.49 |
PP |
70.59 |
70.59 |
70.59 |
70.92 |
S1 |
69.26 |
69.26 |
71.16 |
69.93 |
S2 |
67.03 |
67.03 |
70.84 |
|
S3 |
63.47 |
65.70 |
70.51 |
|
S4 |
59.91 |
62.14 |
69.53 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.70 |
81.35 |
71.87 |
|
R3 |
78.78 |
76.43 |
70.51 |
|
R2 |
73.86 |
73.86 |
70.06 |
|
R1 |
71.51 |
71.51 |
69.61 |
70.23 |
PP |
68.94 |
68.94 |
68.94 |
68.30 |
S1 |
66.59 |
66.59 |
68.71 |
65.31 |
S2 |
64.02 |
64.02 |
68.26 |
|
S3 |
59.10 |
61.67 |
67.81 |
|
S4 |
54.18 |
56.75 |
66.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.92 |
66.37 |
5.55 |
7.8% |
2.79 |
3.9% |
92% |
True |
False |
252,838 |
10 |
73.42 |
66.37 |
7.05 |
9.9% |
2.78 |
3.9% |
73% |
False |
False |
203,867 |
20 |
73.90 |
65.92 |
7.98 |
11.2% |
2.53 |
3.5% |
70% |
False |
False |
159,332 |
40 |
73.90 |
55.33 |
18.57 |
26.0% |
2.34 |
3.3% |
87% |
False |
False |
104,682 |
60 |
73.90 |
50.76 |
23.14 |
32.4% |
2.35 |
3.3% |
90% |
False |
False |
76,646 |
80 |
73.90 |
47.14 |
26.76 |
37.4% |
2.30 |
3.2% |
91% |
False |
False |
59,949 |
100 |
73.90 |
43.34 |
30.56 |
42.7% |
2.29 |
3.2% |
92% |
False |
False |
49,594 |
120 |
73.90 |
43.34 |
30.56 |
42.7% |
2.22 |
3.1% |
92% |
False |
False |
42,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.05 |
2.618 |
81.24 |
1.618 |
77.68 |
1.000 |
75.48 |
0.618 |
74.12 |
HIGH |
71.92 |
0.618 |
70.56 |
0.500 |
70.14 |
0.382 |
69.72 |
LOW |
68.36 |
0.618 |
66.16 |
1.000 |
64.80 |
1.618 |
62.60 |
2.618 |
59.04 |
4.250 |
53.23 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.04 |
71.00 |
PP |
70.59 |
70.51 |
S1 |
70.14 |
70.02 |
|