NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.00 |
68.06 |
-2.94 |
-4.1% |
73.58 |
| High |
71.17 |
70.47 |
-0.70 |
-1.0% |
74.22 |
| Low |
67.55 |
67.22 |
-0.33 |
-0.5% |
70.29 |
| Close |
68.32 |
70.03 |
1.71 |
2.5% |
70.88 |
| Range |
3.62 |
3.25 |
-0.37 |
-10.2% |
3.93 |
| ATR |
2.38 |
2.44 |
0.06 |
2.6% |
0.00 |
| Volume |
52,217 |
62,882 |
10,665 |
20.4% |
196,574 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.99 |
77.76 |
71.82 |
|
| R3 |
75.74 |
74.51 |
70.92 |
|
| R2 |
72.49 |
72.49 |
70.63 |
|
| R1 |
71.26 |
71.26 |
70.33 |
71.88 |
| PP |
69.24 |
69.24 |
69.24 |
69.55 |
| S1 |
68.01 |
68.01 |
69.73 |
68.63 |
| S2 |
65.99 |
65.99 |
69.43 |
|
| S3 |
62.74 |
64.76 |
69.14 |
|
| S4 |
59.49 |
61.51 |
68.24 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.59 |
81.16 |
73.04 |
|
| R3 |
79.66 |
77.23 |
71.96 |
|
| R2 |
75.73 |
75.73 |
71.60 |
|
| R1 |
73.30 |
73.30 |
71.24 |
72.55 |
| PP |
71.80 |
71.80 |
71.80 |
71.42 |
| S1 |
69.37 |
69.37 |
70.52 |
68.62 |
| S2 |
67.87 |
67.87 |
70.16 |
|
| S3 |
63.94 |
65.44 |
69.80 |
|
| S4 |
60.01 |
61.51 |
68.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.61 |
67.22 |
6.39 |
9.1% |
2.78 |
4.0% |
44% |
False |
True |
49,408 |
| 10 |
74.66 |
67.22 |
7.44 |
10.6% |
2.41 |
3.4% |
38% |
False |
True |
50,281 |
| 20 |
74.66 |
63.44 |
11.22 |
16.0% |
2.39 |
3.4% |
59% |
False |
False |
43,417 |
| 40 |
74.66 |
52.24 |
22.42 |
32.0% |
2.22 |
3.2% |
79% |
False |
False |
31,410 |
| 60 |
74.66 |
51.96 |
22.70 |
32.4% |
2.14 |
3.1% |
80% |
False |
False |
24,828 |
| 80 |
74.66 |
45.78 |
28.88 |
41.2% |
2.18 |
3.1% |
84% |
False |
False |
20,869 |
| 100 |
74.66 |
44.19 |
30.47 |
43.5% |
2.15 |
3.1% |
85% |
False |
False |
17,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.28 |
|
2.618 |
78.98 |
|
1.618 |
75.73 |
|
1.000 |
73.72 |
|
0.618 |
72.48 |
|
HIGH |
70.47 |
|
0.618 |
69.23 |
|
0.500 |
68.85 |
|
0.382 |
68.46 |
|
LOW |
67.22 |
|
0.618 |
65.21 |
|
1.000 |
63.97 |
|
1.618 |
61.96 |
|
2.618 |
58.71 |
|
4.250 |
53.41 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.64 |
70.42 |
| PP |
69.24 |
70.29 |
| S1 |
68.85 |
70.16 |
|