NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
72.31 |
74.06 |
1.75 |
2.4% |
71.51 |
| High |
73.71 |
74.06 |
0.35 |
0.5% |
74.06 |
| Low |
72.29 |
72.05 |
-0.24 |
-0.3% |
70.00 |
| Close |
73.40 |
72.37 |
-1.03 |
-1.4% |
72.37 |
| Range |
1.42 |
2.01 |
0.59 |
41.5% |
4.06 |
| ATR |
1.76 |
1.78 |
0.02 |
1.0% |
0.00 |
| Volume |
4,199 |
9,176 |
4,977 |
118.5% |
23,864 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.86 |
77.62 |
73.48 |
|
| R3 |
76.85 |
75.61 |
72.92 |
|
| R2 |
74.84 |
74.84 |
72.74 |
|
| R1 |
73.60 |
73.60 |
72.55 |
73.22 |
| PP |
72.83 |
72.83 |
72.83 |
72.63 |
| S1 |
71.59 |
71.59 |
72.19 |
71.21 |
| S2 |
70.82 |
70.82 |
72.00 |
|
| S3 |
68.81 |
69.58 |
71.82 |
|
| S4 |
66.80 |
67.57 |
71.26 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.32 |
82.41 |
74.60 |
|
| R3 |
80.26 |
78.35 |
73.49 |
|
| R2 |
76.20 |
76.20 |
73.11 |
|
| R1 |
74.29 |
74.29 |
72.74 |
75.25 |
| PP |
72.14 |
72.14 |
72.14 |
72.62 |
| S1 |
70.23 |
70.23 |
72.00 |
71.19 |
| S2 |
68.08 |
68.08 |
71.63 |
|
| S3 |
64.02 |
66.17 |
71.25 |
|
| S4 |
59.96 |
62.11 |
70.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.06 |
70.00 |
4.06 |
5.6% |
1.66 |
2.3% |
58% |
True |
False |
4,772 |
| 10 |
76.42 |
70.00 |
6.42 |
8.9% |
1.76 |
2.4% |
37% |
False |
False |
4,149 |
| 20 |
76.74 |
70.00 |
6.74 |
9.3% |
1.50 |
2.1% |
35% |
False |
False |
4,015 |
| 40 |
76.74 |
57.44 |
19.30 |
26.7% |
1.48 |
2.0% |
77% |
False |
False |
3,120 |
| 60 |
76.74 |
56.18 |
20.56 |
28.4% |
1.28 |
1.8% |
79% |
False |
False |
2,692 |
| 80 |
76.74 |
50.10 |
26.64 |
36.8% |
1.33 |
1.8% |
84% |
False |
False |
2,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.60 |
|
2.618 |
79.32 |
|
1.618 |
77.31 |
|
1.000 |
76.07 |
|
0.618 |
75.30 |
|
HIGH |
74.06 |
|
0.618 |
73.29 |
|
0.500 |
73.06 |
|
0.382 |
72.82 |
|
LOW |
72.05 |
|
0.618 |
70.81 |
|
1.000 |
70.04 |
|
1.618 |
68.80 |
|
2.618 |
66.79 |
|
4.250 |
63.51 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.06 |
72.88 |
| PP |
72.83 |
72.71 |
| S1 |
72.60 |
72.54 |
|