NYMEX Light Sweet Crude Oil Future January 2010
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.95 |
72.31 |
0.36 |
0.5% |
75.28 |
| High |
72.84 |
73.71 |
0.87 |
1.2% |
76.42 |
| Low |
71.69 |
72.29 |
0.60 |
0.8% |
73.16 |
| Close |
71.90 |
73.40 |
1.50 |
2.1% |
73.32 |
| Range |
1.15 |
1.42 |
0.27 |
23.5% |
3.26 |
| ATR |
1.76 |
1.76 |
0.00 |
0.2% |
0.00 |
| Volume |
2,089 |
4,199 |
2,110 |
101.0% |
17,630 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.39 |
76.82 |
74.18 |
|
| R3 |
75.97 |
75.40 |
73.79 |
|
| R2 |
74.55 |
74.55 |
73.66 |
|
| R1 |
73.98 |
73.98 |
73.53 |
74.27 |
| PP |
73.13 |
73.13 |
73.13 |
73.28 |
| S1 |
72.56 |
72.56 |
73.27 |
72.85 |
| S2 |
71.71 |
71.71 |
73.14 |
|
| S3 |
70.29 |
71.14 |
73.01 |
|
| S4 |
68.87 |
69.72 |
72.62 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.08 |
81.96 |
75.11 |
|
| R3 |
80.82 |
78.70 |
74.22 |
|
| R2 |
77.56 |
77.56 |
73.92 |
|
| R1 |
75.44 |
75.44 |
73.62 |
74.87 |
| PP |
74.30 |
74.30 |
74.30 |
74.02 |
| S1 |
72.18 |
72.18 |
73.02 |
71.61 |
| S2 |
71.04 |
71.04 |
72.72 |
|
| S3 |
67.78 |
68.92 |
72.42 |
|
| S4 |
64.52 |
65.66 |
71.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.25 |
70.00 |
5.25 |
7.2% |
1.65 |
2.3% |
65% |
False |
False |
3,224 |
| 10 |
76.42 |
70.00 |
6.42 |
8.7% |
1.65 |
2.3% |
53% |
False |
False |
3,489 |
| 20 |
76.74 |
68.99 |
7.75 |
10.6% |
1.43 |
1.9% |
57% |
False |
False |
3,845 |
| 40 |
76.74 |
57.44 |
19.30 |
26.3% |
1.45 |
2.0% |
83% |
False |
False |
2,932 |
| 60 |
76.74 |
56.18 |
20.56 |
28.0% |
1.27 |
1.7% |
84% |
False |
False |
2,561 |
| 80 |
76.74 |
50.10 |
26.64 |
36.3% |
1.31 |
1.8% |
87% |
False |
False |
2,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.75 |
|
2.618 |
77.43 |
|
1.618 |
76.01 |
|
1.000 |
75.13 |
|
0.618 |
74.59 |
|
HIGH |
73.71 |
|
0.618 |
73.17 |
|
0.500 |
73.00 |
|
0.382 |
72.83 |
|
LOW |
72.29 |
|
0.618 |
71.41 |
|
1.000 |
70.87 |
|
1.618 |
69.99 |
|
2.618 |
68.57 |
|
4.250 |
66.26 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.27 |
72.89 |
| PP |
73.13 |
72.37 |
| S1 |
73.00 |
71.86 |
|