NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.43 |
72.20 |
-0.23 |
-0.3% |
67.71 |
| High |
72.63 |
72.35 |
-0.28 |
-0.4% |
73.23 |
| Low |
70.80 |
69.58 |
-1.22 |
-1.7% |
67.31 |
| Close |
72.04 |
70.62 |
-1.42 |
-2.0% |
72.04 |
| Range |
1.83 |
2.77 |
0.94 |
51.4% |
5.92 |
| ATR |
2.34 |
2.37 |
0.03 |
1.3% |
0.00 |
| Volume |
314,790 |
224,601 |
-90,189 |
-28.7% |
1,559,767 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.16 |
77.66 |
72.14 |
|
| R3 |
76.39 |
74.89 |
71.38 |
|
| R2 |
73.62 |
73.62 |
71.13 |
|
| R1 |
72.12 |
72.12 |
70.87 |
71.49 |
| PP |
70.85 |
70.85 |
70.85 |
70.53 |
| S1 |
69.35 |
69.35 |
70.37 |
68.72 |
| S2 |
68.08 |
68.08 |
70.11 |
|
| S3 |
65.31 |
66.58 |
69.86 |
|
| S4 |
62.54 |
63.81 |
69.10 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.62 |
86.25 |
75.30 |
|
| R3 |
82.70 |
80.33 |
73.67 |
|
| R2 |
76.78 |
76.78 |
73.13 |
|
| R1 |
74.41 |
74.41 |
72.58 |
75.60 |
| PP |
70.86 |
70.86 |
70.86 |
71.45 |
| S1 |
68.49 |
68.49 |
71.50 |
69.68 |
| S2 |
64.94 |
64.94 |
70.95 |
|
| S3 |
59.02 |
62.57 |
70.41 |
|
| S4 |
53.10 |
56.65 |
68.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.23 |
68.43 |
4.80 |
6.8% |
2.03 |
2.9% |
46% |
False |
False |
298,360 |
| 10 |
73.23 |
64.95 |
8.28 |
11.7% |
2.38 |
3.4% |
68% |
False |
False |
291,234 |
| 20 |
73.23 |
56.76 |
16.47 |
23.3% |
2.33 |
3.3% |
84% |
False |
False |
265,818 |
| 40 |
73.23 |
49.07 |
24.16 |
34.2% |
2.33 |
3.3% |
89% |
False |
False |
188,429 |
| 60 |
73.23 |
49.07 |
24.16 |
34.2% |
2.34 |
3.3% |
89% |
False |
False |
139,098 |
| 80 |
73.23 |
42.80 |
30.43 |
43.1% |
2.45 |
3.5% |
91% |
False |
False |
109,047 |
| 100 |
73.23 |
42.19 |
31.04 |
44.0% |
2.45 |
3.5% |
92% |
False |
False |
90,042 |
| 120 |
73.23 |
42.19 |
31.04 |
44.0% |
2.55 |
3.6% |
92% |
False |
False |
76,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.12 |
|
2.618 |
79.60 |
|
1.618 |
76.83 |
|
1.000 |
75.12 |
|
0.618 |
74.06 |
|
HIGH |
72.35 |
|
0.618 |
71.29 |
|
0.500 |
70.97 |
|
0.382 |
70.64 |
|
LOW |
69.58 |
|
0.618 |
67.87 |
|
1.000 |
66.81 |
|
1.618 |
65.10 |
|
2.618 |
62.33 |
|
4.250 |
57.81 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.97 |
71.41 |
| PP |
70.85 |
71.14 |
| S1 |
70.74 |
70.88 |
|