NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.42 |
71.88 |
0.46 |
0.6% |
72.89 |
| High |
72.33 |
72.85 |
0.52 |
0.7% |
73.42 |
| Low |
70.82 |
69.40 |
-1.42 |
-2.0% |
69.40 |
| Close |
71.91 |
70.02 |
-1.89 |
-2.6% |
70.02 |
| Range |
1.51 |
3.45 |
1.94 |
128.5% |
4.02 |
| ATR |
2.26 |
2.34 |
0.09 |
3.8% |
0.00 |
| Volume |
148,107 |
150,454 |
2,347 |
1.6% |
586,924 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.11 |
79.01 |
71.92 |
|
| R3 |
77.66 |
75.56 |
70.97 |
|
| R2 |
74.21 |
74.21 |
70.65 |
|
| R1 |
72.11 |
72.11 |
70.34 |
71.44 |
| PP |
70.76 |
70.76 |
70.76 |
70.42 |
| S1 |
68.66 |
68.66 |
69.70 |
67.99 |
| S2 |
67.31 |
67.31 |
69.39 |
|
| S3 |
63.86 |
65.21 |
69.07 |
|
| S4 |
60.41 |
61.76 |
68.12 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.01 |
80.53 |
72.23 |
|
| R3 |
78.99 |
76.51 |
71.13 |
|
| R2 |
74.97 |
74.97 |
70.76 |
|
| R1 |
72.49 |
72.49 |
70.39 |
71.72 |
| PP |
70.95 |
70.95 |
70.95 |
70.56 |
| S1 |
68.47 |
68.47 |
69.65 |
67.70 |
| S2 |
66.93 |
66.93 |
69.28 |
|
| S3 |
62.91 |
64.45 |
68.91 |
|
| S4 |
58.89 |
60.43 |
67.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.42 |
69.40 |
4.02 |
5.7% |
2.56 |
3.7% |
15% |
False |
True |
117,384 |
| 10 |
73.90 |
68.24 |
5.66 |
8.1% |
2.14 |
3.0% |
31% |
False |
False |
130,125 |
| 20 |
73.90 |
60.30 |
13.60 |
19.4% |
2.30 |
3.3% |
71% |
False |
False |
101,437 |
| 40 |
73.90 |
50.82 |
23.08 |
33.0% |
2.25 |
3.2% |
83% |
False |
False |
70,007 |
| 60 |
73.90 |
50.76 |
23.14 |
33.0% |
2.25 |
3.2% |
83% |
False |
False |
51,964 |
| 80 |
73.90 |
45.00 |
28.90 |
41.3% |
2.28 |
3.3% |
87% |
False |
False |
41,518 |
| 100 |
73.90 |
43.34 |
30.56 |
43.6% |
2.21 |
3.2% |
87% |
False |
False |
34,623 |
| 120 |
73.90 |
43.34 |
30.56 |
43.6% |
2.18 |
3.1% |
87% |
False |
False |
29,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.51 |
|
2.618 |
81.88 |
|
1.618 |
78.43 |
|
1.000 |
76.30 |
|
0.618 |
74.98 |
|
HIGH |
72.85 |
|
0.618 |
71.53 |
|
0.500 |
71.13 |
|
0.382 |
70.72 |
|
LOW |
69.40 |
|
0.618 |
67.27 |
|
1.000 |
65.95 |
|
1.618 |
63.82 |
|
2.618 |
60.37 |
|
4.250 |
54.74 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.13 |
71.13 |
| PP |
70.76 |
70.76 |
| S1 |
70.39 |
70.39 |
|