NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.20 |
70.31 |
-1.89 |
-2.6% |
67.71 |
| High |
72.35 |
72.77 |
0.42 |
0.6% |
73.23 |
| Low |
69.58 |
69.80 |
0.22 |
0.3% |
67.31 |
| Close |
70.62 |
70.47 |
-0.15 |
-0.2% |
72.04 |
| Range |
2.77 |
2.97 |
0.20 |
7.2% |
5.92 |
| ATR |
2.37 |
2.41 |
0.04 |
1.8% |
0.00 |
| Volume |
224,601 |
242,211 |
17,610 |
7.8% |
1,559,767 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.92 |
78.17 |
72.10 |
|
| R3 |
76.95 |
75.20 |
71.29 |
|
| R2 |
73.98 |
73.98 |
71.01 |
|
| R1 |
72.23 |
72.23 |
70.74 |
73.11 |
| PP |
71.01 |
71.01 |
71.01 |
71.45 |
| S1 |
69.26 |
69.26 |
70.20 |
70.14 |
| S2 |
68.04 |
68.04 |
69.93 |
|
| S3 |
65.07 |
66.29 |
69.65 |
|
| S4 |
62.10 |
63.32 |
68.84 |
|
|
| 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 |
69.58 |
3.65 |
5.2% |
2.17 |
3.1% |
24% |
False |
False |
288,946 |
| 10 |
73.23 |
64.95 |
8.28 |
11.7% |
2.52 |
3.6% |
67% |
False |
False |
292,047 |
| 20 |
73.23 |
58.93 |
14.30 |
20.3% |
2.32 |
3.3% |
81% |
False |
False |
269,755 |
| 40 |
73.23 |
49.07 |
24.16 |
34.3% |
2.31 |
3.3% |
89% |
False |
False |
193,331 |
| 60 |
73.23 |
49.07 |
24.16 |
34.3% |
2.36 |
3.4% |
89% |
False |
False |
142,719 |
| 80 |
73.23 |
43.42 |
29.81 |
42.3% |
2.46 |
3.5% |
91% |
False |
False |
111,840 |
| 100 |
73.23 |
42.19 |
31.04 |
44.0% |
2.46 |
3.5% |
91% |
False |
False |
92,325 |
| 120 |
73.23 |
42.19 |
31.04 |
44.0% |
2.55 |
3.6% |
91% |
False |
False |
78,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.39 |
|
2.618 |
80.55 |
|
1.618 |
77.58 |
|
1.000 |
75.74 |
|
0.618 |
74.61 |
|
HIGH |
72.77 |
|
0.618 |
71.64 |
|
0.500 |
71.29 |
|
0.382 |
70.93 |
|
LOW |
69.80 |
|
0.618 |
67.96 |
|
1.000 |
66.83 |
|
1.618 |
64.99 |
|
2.618 |
62.02 |
|
4.250 |
57.18 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.29 |
71.18 |
| PP |
71.01 |
70.94 |
| S1 |
70.74 |
70.71 |
|