NYMEX Light Sweet Crude Oil Future December 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 |
71.25 |
73.03 |
1.78 |
2.5% |
72.96 |
High |
73.45 |
73.91 |
0.46 |
0.6% |
73.91 |
Low |
71.25 |
71.57 |
0.32 |
0.4% |
69.36 |
Close |
72.98 |
71.92 |
-1.06 |
-1.5% |
71.92 |
Range |
2.20 |
2.34 |
0.14 |
6.4% |
4.55 |
ATR |
2.22 |
2.23 |
0.01 |
0.4% |
0.00 |
Volume |
30,213 |
45,751 |
15,538 |
51.4% |
175,161 |
|
Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.49 |
78.04 |
73.21 |
|
R3 |
77.15 |
75.70 |
72.56 |
|
R2 |
74.81 |
74.81 |
72.35 |
|
R1 |
73.36 |
73.36 |
72.13 |
72.92 |
PP |
72.47 |
72.47 |
72.47 |
72.24 |
S1 |
71.02 |
71.02 |
71.71 |
70.58 |
S2 |
70.13 |
70.13 |
71.49 |
|
S3 |
67.79 |
68.68 |
71.28 |
|
S4 |
65.45 |
66.34 |
70.63 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.38 |
83.20 |
74.42 |
|
R3 |
80.83 |
78.65 |
73.17 |
|
R2 |
76.28 |
76.28 |
72.75 |
|
R1 |
74.10 |
74.10 |
72.34 |
72.92 |
PP |
71.73 |
71.73 |
71.73 |
71.14 |
S1 |
69.55 |
69.55 |
71.50 |
68.37 |
S2 |
67.18 |
67.18 |
71.09 |
|
S3 |
62.63 |
65.00 |
70.67 |
|
S4 |
58.08 |
60.45 |
69.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.91 |
69.36 |
4.55 |
6.3% |
2.52 |
3.5% |
56% |
True |
False |
35,032 |
10 |
76.02 |
69.36 |
6.66 |
9.3% |
2.43 |
3.4% |
38% |
False |
False |
32,224 |
20 |
76.50 |
69.35 |
7.15 |
9.9% |
2.22 |
3.1% |
36% |
False |
False |
36,882 |
40 |
76.50 |
56.51 |
19.99 |
27.8% |
2.09 |
2.9% |
77% |
False |
False |
30,884 |
60 |
76.50 |
54.92 |
21.58 |
30.0% |
2.13 |
3.0% |
79% |
False |
False |
26,753 |
80 |
76.50 |
49.46 |
27.04 |
37.6% |
2.18 |
3.0% |
83% |
False |
False |
25,834 |
100 |
76.50 |
46.14 |
30.36 |
42.2% |
2.24 |
3.1% |
85% |
False |
False |
24,818 |
120 |
76.50 |
46.14 |
30.36 |
42.2% |
2.28 |
3.2% |
85% |
False |
False |
23,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.86 |
2.618 |
80.04 |
1.618 |
77.70 |
1.000 |
76.25 |
0.618 |
75.36 |
HIGH |
73.91 |
0.618 |
73.02 |
0.500 |
72.74 |
0.382 |
72.46 |
LOW |
71.57 |
0.618 |
70.12 |
1.000 |
69.23 |
1.618 |
67.78 |
2.618 |
65.44 |
4.250 |
61.63 |
|
|
Fisher Pivots for day following 26-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
72.74 |
72.32 |
PP |
72.47 |
72.18 |
S1 |
72.19 |
72.05 |
|