NYMEX Light Sweet Crude Oil Future October 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 |
71.60 |
68.86 |
-2.74 |
-3.8% |
73.15 |
| High |
71.60 |
71.14 |
-0.46 |
-0.6% |
74.84 |
| Low |
68.33 |
68.23 |
-0.10 |
-0.1% |
71.07 |
| Close |
69.07 |
70.71 |
1.64 |
2.4% |
71.64 |
| Range |
3.27 |
2.91 |
-0.36 |
-11.0% |
3.77 |
| ATR |
2.20 |
2.25 |
0.05 |
2.3% |
0.00 |
| Volume |
12,839 |
17,477 |
4,638 |
36.1% |
61,630 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.76 |
77.64 |
72.31 |
|
| R3 |
75.85 |
74.73 |
71.51 |
|
| R2 |
72.94 |
72.94 |
71.24 |
|
| R1 |
71.82 |
71.82 |
70.98 |
72.38 |
| PP |
70.03 |
70.03 |
70.03 |
70.31 |
| S1 |
68.91 |
68.91 |
70.44 |
69.47 |
| S2 |
67.12 |
67.12 |
70.18 |
|
| S3 |
64.21 |
66.00 |
69.91 |
|
| S4 |
61.30 |
63.09 |
69.11 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.83 |
81.50 |
73.71 |
|
| R3 |
80.06 |
77.73 |
72.68 |
|
| R2 |
76.29 |
76.29 |
72.33 |
|
| R1 |
73.96 |
73.96 |
71.99 |
73.24 |
| PP |
72.52 |
72.52 |
72.52 |
72.16 |
| S1 |
70.19 |
70.19 |
71.29 |
69.47 |
| S2 |
68.75 |
68.75 |
70.95 |
|
| S3 |
64.98 |
66.42 |
70.60 |
|
| S4 |
61.21 |
62.65 |
69.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.27 |
68.23 |
6.04 |
8.5% |
2.58 |
3.6% |
41% |
False |
True |
14,571 |
| 10 |
75.27 |
68.23 |
7.04 |
10.0% |
2.20 |
3.1% |
35% |
False |
True |
13,853 |
| 20 |
75.27 |
63.92 |
11.35 |
16.1% |
2.17 |
3.1% |
60% |
False |
False |
14,384 |
| 40 |
75.27 |
53.25 |
22.02 |
31.1% |
1.92 |
2.7% |
79% |
False |
False |
11,762 |
| 60 |
75.27 |
53.00 |
22.27 |
31.5% |
1.83 |
2.6% |
80% |
False |
False |
10,230 |
| 80 |
75.27 |
46.50 |
28.77 |
40.7% |
1.80 |
2.6% |
84% |
False |
False |
9,160 |
| 100 |
75.27 |
45.06 |
30.21 |
42.7% |
1.74 |
2.5% |
85% |
False |
False |
8,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.51 |
|
2.618 |
78.76 |
|
1.618 |
75.85 |
|
1.000 |
74.05 |
|
0.618 |
72.94 |
|
HIGH |
71.14 |
|
0.618 |
70.03 |
|
0.500 |
69.69 |
|
0.382 |
69.34 |
|
LOW |
68.23 |
|
0.618 |
66.43 |
|
1.000 |
65.32 |
|
1.618 |
63.52 |
|
2.618 |
60.61 |
|
4.250 |
55.86 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.37 |
71.25 |
| PP |
70.03 |
71.07 |
| S1 |
69.69 |
70.89 |
|