NYMEX Light Sweet Crude Oil Future October 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 |
73.15 |
72.45 |
-0.70 |
-1.0% |
70.64 |
| High |
73.80 |
74.84 |
1.04 |
1.4% |
75.27 |
| Low |
71.88 |
72.00 |
0.12 |
0.2% |
69.75 |
| Close |
72.86 |
72.64 |
-0.22 |
-0.3% |
74.24 |
| Range |
1.92 |
2.84 |
0.92 |
47.9% |
5.52 |
| ATR |
2.01 |
2.07 |
0.06 |
2.9% |
0.00 |
| Volume |
11,416 |
7,675 |
-3,741 |
-32.8% |
81,490 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.68 |
80.00 |
74.20 |
|
| R3 |
78.84 |
77.16 |
73.42 |
|
| R2 |
76.00 |
76.00 |
73.16 |
|
| R1 |
74.32 |
74.32 |
72.90 |
75.16 |
| PP |
73.16 |
73.16 |
73.16 |
73.58 |
| S1 |
71.48 |
71.48 |
72.38 |
72.32 |
| S2 |
70.32 |
70.32 |
72.12 |
|
| S3 |
67.48 |
68.64 |
71.86 |
|
| S4 |
64.64 |
65.80 |
71.08 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.65 |
87.46 |
77.28 |
|
| R3 |
84.13 |
81.94 |
75.76 |
|
| R2 |
78.61 |
78.61 |
75.25 |
|
| R1 |
76.42 |
76.42 |
74.75 |
77.52 |
| PP |
73.09 |
73.09 |
73.09 |
73.63 |
| S1 |
70.90 |
70.90 |
73.73 |
72.00 |
| S2 |
67.57 |
67.57 |
73.23 |
|
| S3 |
62.05 |
65.38 |
72.72 |
|
| S4 |
56.53 |
59.86 |
71.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.27 |
71.88 |
3.39 |
4.7% |
1.81 |
2.5% |
22% |
False |
False |
13,136 |
| 10 |
75.27 |
67.85 |
7.42 |
10.2% |
2.14 |
2.9% |
65% |
False |
False |
15,353 |
| 20 |
75.27 |
61.12 |
14.15 |
19.5% |
1.94 |
2.7% |
81% |
False |
False |
12,754 |
| 40 |
75.27 |
53.00 |
22.27 |
30.7% |
1.77 |
2.4% |
88% |
False |
False |
10,991 |
| 60 |
75.27 |
53.00 |
22.27 |
30.7% |
1.72 |
2.4% |
88% |
False |
False |
9,517 |
| 80 |
75.27 |
46.31 |
28.96 |
39.9% |
1.76 |
2.4% |
91% |
False |
False |
8,591 |
| 100 |
75.27 |
45.06 |
30.21 |
41.6% |
1.70 |
2.3% |
91% |
False |
False |
7,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.91 |
|
2.618 |
82.28 |
|
1.618 |
79.44 |
|
1.000 |
77.68 |
|
0.618 |
76.60 |
|
HIGH |
74.84 |
|
0.618 |
73.76 |
|
0.500 |
73.42 |
|
0.382 |
73.08 |
|
LOW |
72.00 |
|
0.618 |
70.24 |
|
1.000 |
69.16 |
|
1.618 |
67.40 |
|
2.618 |
64.56 |
|
4.250 |
59.93 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.42 |
73.36 |
| PP |
73.16 |
73.12 |
| S1 |
72.90 |
72.88 |
|