NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.35 |
69.89 |
-1.46 |
-2.0% |
72.20 |
| High |
72.30 |
69.89 |
-2.41 |
-3.3% |
72.77 |
| Low |
68.90 |
66.25 |
-2.65 |
-3.8% |
68.90 |
| Close |
69.55 |
66.93 |
-2.62 |
-3.8% |
69.55 |
| Range |
3.40 |
3.64 |
0.24 |
7.1% |
3.87 |
| ATR |
2.42 |
2.51 |
0.09 |
3.6% |
0.00 |
| Volume |
178,851 |
115,712 |
-63,139 |
-35.3% |
1,177,597 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.61 |
76.41 |
68.93 |
|
| R3 |
74.97 |
72.77 |
67.93 |
|
| R2 |
71.33 |
71.33 |
67.60 |
|
| R1 |
69.13 |
69.13 |
67.26 |
68.41 |
| PP |
67.69 |
67.69 |
67.69 |
67.33 |
| S1 |
65.49 |
65.49 |
66.60 |
64.77 |
| S2 |
64.05 |
64.05 |
66.26 |
|
| S3 |
60.41 |
61.85 |
65.93 |
|
| S4 |
56.77 |
58.21 |
64.93 |
|
|
| 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 |
66.25 |
6.52 |
9.7% |
2.76 |
4.1% |
10% |
False |
True |
213,741 |
| 10 |
73.23 |
66.25 |
6.98 |
10.4% |
2.40 |
3.6% |
10% |
False |
True |
256,050 |
| 20 |
73.23 |
59.53 |
13.70 |
20.5% |
2.47 |
3.7% |
54% |
False |
False |
261,959 |
| 40 |
73.23 |
49.55 |
23.68 |
35.4% |
2.38 |
3.6% |
73% |
False |
False |
205,297 |
| 60 |
73.23 |
49.07 |
24.16 |
36.1% |
2.42 |
3.6% |
74% |
False |
False |
154,952 |
| 80 |
73.23 |
44.27 |
28.96 |
43.3% |
2.46 |
3.7% |
78% |
False |
False |
121,328 |
| 100 |
73.23 |
42.19 |
31.04 |
46.4% |
2.44 |
3.6% |
80% |
False |
False |
100,049 |
| 120 |
73.23 |
42.19 |
31.04 |
46.4% |
2.55 |
3.8% |
80% |
False |
False |
85,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.36 |
|
2.618 |
79.42 |
|
1.618 |
75.78 |
|
1.000 |
73.53 |
|
0.618 |
72.14 |
|
HIGH |
69.89 |
|
0.618 |
68.50 |
|
0.500 |
68.07 |
|
0.382 |
67.64 |
|
LOW |
66.25 |
|
0.618 |
64.00 |
|
1.000 |
62.61 |
|
1.618 |
60.36 |
|
2.618 |
56.72 |
|
4.250 |
50.78 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.07 |
69.28 |
| PP |
67.69 |
68.49 |
| S1 |
67.31 |
67.71 |
|