NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
70.31 |
70.26 |
-0.05 |
-0.1% |
67.71 |
| High |
72.77 |
71.28 |
-1.49 |
-2.0% |
73.23 |
| Low |
69.80 |
69.00 |
-0.80 |
-1.1% |
67.31 |
| Close |
70.47 |
71.03 |
0.56 |
0.8% |
72.04 |
| Range |
2.97 |
2.28 |
-0.69 |
-23.2% |
5.92 |
| ATR |
2.41 |
2.40 |
-0.01 |
-0.4% |
0.00 |
| Volume |
242,211 |
266,350 |
24,139 |
10.0% |
1,559,767 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.28 |
76.43 |
72.28 |
|
| R3 |
75.00 |
74.15 |
71.66 |
|
| R2 |
72.72 |
72.72 |
71.45 |
|
| R1 |
71.87 |
71.87 |
71.24 |
72.30 |
| PP |
70.44 |
70.44 |
70.44 |
70.65 |
| S1 |
69.59 |
69.59 |
70.82 |
70.02 |
| S2 |
68.16 |
68.16 |
70.61 |
|
| S3 |
65.88 |
67.31 |
70.40 |
|
| S4 |
63.60 |
65.03 |
69.78 |
|
|
| 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 |
69.00 |
4.23 |
6.0% |
2.35 |
3.3% |
48% |
False |
True |
278,840 |
| 10 |
73.23 |
65.92 |
7.31 |
10.3% |
2.35 |
3.3% |
70% |
False |
False |
291,996 |
| 20 |
73.23 |
59.53 |
13.70 |
19.3% |
2.33 |
3.3% |
84% |
False |
False |
271,958 |
| 40 |
73.23 |
49.55 |
23.68 |
33.3% |
2.31 |
3.2% |
91% |
False |
False |
198,451 |
| 60 |
73.23 |
49.07 |
24.16 |
34.0% |
2.36 |
3.3% |
91% |
False |
False |
146,884 |
| 80 |
73.23 |
43.69 |
29.54 |
41.6% |
2.45 |
3.5% |
93% |
False |
False |
115,019 |
| 100 |
73.23 |
42.19 |
31.04 |
43.7% |
2.44 |
3.4% |
93% |
False |
False |
94,856 |
| 120 |
73.23 |
42.19 |
31.04 |
43.7% |
2.55 |
3.6% |
93% |
False |
False |
80,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.97 |
|
2.618 |
77.25 |
|
1.618 |
74.97 |
|
1.000 |
73.56 |
|
0.618 |
72.69 |
|
HIGH |
71.28 |
|
0.618 |
70.41 |
|
0.500 |
70.14 |
|
0.382 |
69.87 |
|
LOW |
69.00 |
|
0.618 |
67.59 |
|
1.000 |
66.72 |
|
1.618 |
65.31 |
|
2.618 |
63.03 |
|
4.250 |
59.31 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.73 |
70.98 |
| PP |
70.44 |
70.93 |
| S1 |
70.14 |
70.89 |
|