NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 26-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
70.00 |
71.80 |
1.80 |
2.6% |
71.60 |
High |
72.38 |
72.83 |
0.45 |
0.6% |
72.83 |
Low |
70.00 |
70.44 |
0.44 |
0.6% |
68.23 |
Close |
71.81 |
70.76 |
-1.05 |
-1.5% |
70.76 |
Range |
2.38 |
2.39 |
0.01 |
0.4% |
4.60 |
ATR |
2.22 |
2.23 |
0.01 |
0.6% |
0.00 |
Volume |
14,621 |
22,334 |
7,713 |
52.8% |
80,936 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.51 |
77.03 |
72.07 |
|
R3 |
76.12 |
74.64 |
71.42 |
|
R2 |
73.73 |
73.73 |
71.20 |
|
R1 |
72.25 |
72.25 |
70.98 |
71.80 |
PP |
71.34 |
71.34 |
71.34 |
71.12 |
S1 |
69.86 |
69.86 |
70.54 |
69.41 |
S2 |
68.95 |
68.95 |
70.32 |
|
S3 |
66.56 |
67.47 |
70.10 |
|
S4 |
64.17 |
65.08 |
69.45 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.41 |
82.18 |
73.29 |
|
R3 |
79.81 |
77.58 |
72.03 |
|
R2 |
75.21 |
75.21 |
71.60 |
|
R1 |
72.98 |
72.98 |
71.18 |
71.80 |
PP |
70.61 |
70.61 |
70.61 |
70.01 |
S1 |
68.38 |
68.38 |
70.34 |
67.20 |
S2 |
66.01 |
66.01 |
69.92 |
|
S3 |
61.41 |
63.78 |
69.50 |
|
S4 |
56.81 |
59.18 |
68.23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.83 |
68.23 |
4.60 |
6.5% |
2.52 |
3.6% |
55% |
True |
False |
16,187 |
10 |
74.84 |
68.23 |
6.61 |
9.3% |
2.41 |
3.4% |
38% |
False |
False |
14,256 |
20 |
75.27 |
67.85 |
7.42 |
10.5% |
2.21 |
3.1% |
39% |
False |
False |
14,906 |
40 |
75.27 |
55.52 |
19.75 |
27.9% |
1.99 |
2.8% |
77% |
False |
False |
12,524 |
60 |
75.27 |
53.00 |
22.27 |
31.5% |
1.85 |
2.6% |
80% |
False |
False |
10,747 |
80 |
75.27 |
48.64 |
26.63 |
37.6% |
1.83 |
2.6% |
83% |
False |
False |
9,614 |
100 |
75.27 |
45.06 |
30.21 |
42.7% |
1.78 |
2.5% |
85% |
False |
False |
8,624 |
120 |
75.27 |
45.06 |
30.21 |
42.7% |
1.69 |
2.4% |
85% |
False |
False |
7,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.99 |
2.618 |
79.09 |
1.618 |
76.70 |
1.000 |
75.22 |
0.618 |
74.31 |
HIGH |
72.83 |
0.618 |
71.92 |
0.500 |
71.64 |
0.382 |
71.35 |
LOW |
70.44 |
0.618 |
68.96 |
1.000 |
68.05 |
1.618 |
66.57 |
2.618 |
64.18 |
4.250 |
60.28 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.64 |
71.24 |
PP |
71.34 |
71.08 |
S1 |
71.05 |
70.92 |
|