NYMEX Light Sweet Crude Oil Future February 2010
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
75.35 |
71.05 |
-4.30 |
-5.7% |
75.72 |
| High |
75.35 |
71.24 |
-4.11 |
-5.5% |
76.28 |
| Low |
74.82 |
70.77 |
-4.05 |
-5.4% |
73.77 |
| Close |
73.68 |
71.24 |
-2.44 |
-3.3% |
73.68 |
| Range |
0.53 |
0.47 |
-0.06 |
-11.3% |
2.51 |
| ATR |
1.26 |
1.38 |
0.12 |
9.4% |
0.00 |
| Volume |
910 |
1,629 |
719 |
79.0% |
10,940 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.49 |
72.34 |
71.50 |
|
| R3 |
72.02 |
71.87 |
71.37 |
|
| R2 |
71.55 |
71.55 |
71.33 |
|
| R1 |
71.40 |
71.40 |
71.28 |
71.48 |
| PP |
71.08 |
71.08 |
71.08 |
71.12 |
| S1 |
70.93 |
70.93 |
71.20 |
71.01 |
| S2 |
70.61 |
70.61 |
71.15 |
|
| S3 |
70.14 |
70.46 |
71.11 |
|
| S4 |
69.67 |
69.99 |
70.98 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.11 |
80.40 |
75.06 |
|
| R3 |
79.60 |
77.89 |
74.37 |
|
| R2 |
77.09 |
77.09 |
74.14 |
|
| R1 |
75.38 |
75.38 |
73.91 |
74.98 |
| PP |
74.58 |
74.58 |
74.58 |
74.38 |
| S1 |
72.87 |
72.87 |
73.45 |
72.47 |
| S2 |
72.07 |
72.07 |
73.22 |
|
| S3 |
69.56 |
70.36 |
72.99 |
|
| S4 |
67.05 |
67.85 |
72.30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.24 |
|
2.618 |
72.47 |
|
1.618 |
72.00 |
|
1.000 |
71.71 |
|
0.618 |
71.53 |
|
HIGH |
71.24 |
|
0.618 |
71.06 |
|
0.500 |
71.01 |
|
0.382 |
70.95 |
|
LOW |
70.77 |
|
0.618 |
70.48 |
|
1.000 |
70.30 |
|
1.618 |
70.01 |
|
2.618 |
69.54 |
|
4.250 |
68.77 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.16 |
73.06 |
| PP |
71.08 |
72.45 |
| S1 |
71.01 |
71.85 |
|