NYMEX Light Sweet Crude Oil Future January 2010
Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
74.52 |
73.89 |
-0.63 |
-0.8% |
72.25 |
High |
76.42 |
74.93 |
-1.49 |
-1.9% |
76.74 |
Low |
74.05 |
73.16 |
-0.89 |
-1.2% |
72.25 |
Close |
74.23 |
74.91 |
0.68 |
0.9% |
75.93 |
Range |
2.37 |
1.77 |
-0.60 |
-25.3% |
4.49 |
ATR |
1.67 |
1.68 |
0.01 |
0.4% |
0.00 |
Volume |
4,021 |
3,922 |
-99 |
-2.5% |
18,562 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.64 |
79.05 |
75.88 |
|
R3 |
77.87 |
77.28 |
75.40 |
|
R2 |
76.10 |
76.10 |
75.23 |
|
R1 |
75.51 |
75.51 |
75.07 |
75.81 |
PP |
74.33 |
74.33 |
74.33 |
74.48 |
S1 |
73.74 |
73.74 |
74.75 |
74.04 |
S2 |
72.56 |
72.56 |
74.59 |
|
S3 |
70.79 |
71.97 |
74.42 |
|
S4 |
69.02 |
70.20 |
73.94 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.44 |
86.68 |
78.40 |
|
R3 |
83.95 |
82.19 |
77.16 |
|
R2 |
79.46 |
79.46 |
76.75 |
|
R1 |
77.70 |
77.70 |
76.34 |
78.58 |
PP |
74.97 |
74.97 |
74.97 |
75.42 |
S1 |
73.21 |
73.21 |
75.52 |
74.09 |
S2 |
70.48 |
70.48 |
75.11 |
|
S3 |
65.99 |
68.72 |
74.70 |
|
S4 |
61.50 |
64.23 |
73.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.74 |
73.16 |
3.58 |
4.8% |
1.66 |
2.2% |
49% |
False |
True |
3,580 |
10 |
76.74 |
72.19 |
4.55 |
6.1% |
1.40 |
1.9% |
60% |
False |
False |
3,582 |
20 |
76.74 |
63.74 |
13.00 |
17.4% |
1.31 |
1.7% |
86% |
False |
False |
3,433 |
40 |
76.74 |
56.45 |
20.29 |
27.1% |
1.30 |
1.7% |
91% |
False |
False |
2,636 |
60 |
76.74 |
56.18 |
20.56 |
27.4% |
1.23 |
1.6% |
91% |
False |
False |
2,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.45 |
2.618 |
79.56 |
1.618 |
77.79 |
1.000 |
76.70 |
0.618 |
76.02 |
HIGH |
74.93 |
0.618 |
74.25 |
0.500 |
74.05 |
0.382 |
73.84 |
LOW |
73.16 |
0.618 |
72.07 |
1.000 |
71.39 |
1.618 |
70.30 |
2.618 |
68.53 |
4.250 |
65.64 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
74.62 |
74.87 |
PP |
74.33 |
74.83 |
S1 |
74.05 |
74.79 |
|