NYMEX Light Sweet Crude Oil Future July 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 |
70.82 |
71.35 |
0.53 |
0.7% |
72.20 |
| High |
71.75 |
72.30 |
0.55 |
0.8% |
72.77 |
| Low |
70.22 |
68.90 |
-1.32 |
-1.9% |
68.90 |
| Close |
71.37 |
69.55 |
-1.82 |
-2.6% |
69.55 |
| Range |
1.53 |
3.40 |
1.87 |
122.2% |
3.87 |
| ATR |
2.34 |
2.42 |
0.08 |
3.2% |
0.00 |
| Volume |
265,584 |
178,851 |
-86,733 |
-32.7% |
1,177,597 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.45 |
78.40 |
71.42 |
|
| R3 |
77.05 |
75.00 |
70.49 |
|
| R2 |
73.65 |
73.65 |
70.17 |
|
| R1 |
71.60 |
71.60 |
69.86 |
70.93 |
| PP |
70.25 |
70.25 |
70.25 |
69.91 |
| S1 |
68.20 |
68.20 |
69.24 |
67.53 |
| S2 |
66.85 |
66.85 |
68.93 |
|
| S3 |
63.45 |
64.80 |
68.62 |
|
| S4 |
60.05 |
61.40 |
67.68 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.02 |
79.65 |
71.68 |
|
| R3 |
78.15 |
75.78 |
70.61 |
|
| R2 |
74.28 |
74.28 |
70.26 |
|
| R1 |
71.91 |
71.91 |
69.90 |
71.16 |
| PP |
70.41 |
70.41 |
70.41 |
70.03 |
| S1 |
68.04 |
68.04 |
69.20 |
67.29 |
| S2 |
66.54 |
66.54 |
68.84 |
|
| S3 |
62.67 |
64.17 |
68.49 |
|
| S4 |
58.80 |
60.30 |
67.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.77 |
68.90 |
3.87 |
5.6% |
2.59 |
3.7% |
17% |
False |
True |
235,519 |
| 10 |
73.23 |
67.31 |
5.92 |
8.5% |
2.20 |
3.2% |
38% |
False |
False |
273,736 |
| 20 |
73.23 |
59.53 |
13.70 |
19.7% |
2.36 |
3.4% |
73% |
False |
False |
268,044 |
| 40 |
73.23 |
49.55 |
23.68 |
34.0% |
2.36 |
3.4% |
84% |
False |
False |
204,674 |
| 60 |
73.23 |
49.07 |
24.16 |
34.7% |
2.39 |
3.4% |
85% |
False |
False |
153,495 |
| 80 |
73.23 |
44.27 |
28.96 |
41.6% |
2.45 |
3.5% |
87% |
False |
False |
120,218 |
| 100 |
73.23 |
42.19 |
31.04 |
44.6% |
2.43 |
3.5% |
88% |
False |
False |
99,040 |
| 120 |
73.23 |
42.19 |
31.04 |
44.6% |
2.54 |
3.7% |
88% |
False |
False |
84,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.75 |
|
2.618 |
81.20 |
|
1.618 |
77.80 |
|
1.000 |
75.70 |
|
0.618 |
74.40 |
|
HIGH |
72.30 |
|
0.618 |
71.00 |
|
0.500 |
70.60 |
|
0.382 |
70.20 |
|
LOW |
68.90 |
|
0.618 |
66.80 |
|
1.000 |
65.50 |
|
1.618 |
63.40 |
|
2.618 |
60.00 |
|
4.250 |
54.45 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.60 |
70.60 |
| PP |
70.25 |
70.25 |
| S1 |
69.90 |
69.90 |
|