NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.18 |
73.16 |
0.98 |
1.4% |
68.61 |
| High |
73.90 |
73.40 |
-0.50 |
-0.7% |
73.90 |
| Low |
72.05 |
71.60 |
-0.45 |
-0.6% |
68.24 |
| Close |
73.48 |
72.75 |
-0.73 |
-1.0% |
72.75 |
| Range |
1.85 |
1.80 |
-0.05 |
-2.7% |
5.66 |
| ATR |
2.27 |
2.25 |
-0.03 |
-1.2% |
0.00 |
| Volume |
165,200 |
150,971 |
-14,229 |
-8.6% |
714,333 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.98 |
77.17 |
73.74 |
|
| R3 |
76.18 |
75.37 |
73.25 |
|
| R2 |
74.38 |
74.38 |
73.08 |
|
| R1 |
73.57 |
73.57 |
72.92 |
73.08 |
| PP |
72.58 |
72.58 |
72.58 |
72.34 |
| S1 |
71.77 |
71.77 |
72.59 |
71.28 |
| S2 |
70.78 |
70.78 |
72.42 |
|
| S3 |
68.98 |
69.97 |
72.26 |
|
| S4 |
67.18 |
68.17 |
71.76 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.61 |
86.34 |
75.86 |
|
| R3 |
82.95 |
80.68 |
74.31 |
|
| R2 |
77.29 |
77.29 |
73.79 |
|
| R1 |
75.02 |
75.02 |
73.27 |
76.16 |
| PP |
71.63 |
71.63 |
71.63 |
72.20 |
| S1 |
69.36 |
69.36 |
72.23 |
70.50 |
| S2 |
65.97 |
65.97 |
71.71 |
|
| S3 |
60.31 |
63.70 |
71.19 |
|
| S4 |
54.65 |
58.04 |
69.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.90 |
68.24 |
5.66 |
7.8% |
1.71 |
2.4% |
80% |
False |
False |
142,866 |
| 10 |
73.90 |
65.92 |
7.98 |
11.0% |
2.26 |
3.1% |
86% |
False |
False |
112,740 |
| 20 |
73.90 |
57.52 |
16.38 |
22.5% |
2.26 |
3.1% |
93% |
False |
False |
84,227 |
| 40 |
73.90 |
50.76 |
23.14 |
31.8% |
2.18 |
3.0% |
95% |
False |
False |
58,116 |
| 60 |
73.90 |
50.76 |
23.14 |
31.8% |
2.20 |
3.0% |
95% |
False |
False |
42,935 |
| 80 |
73.90 |
43.34 |
30.56 |
42.0% |
2.26 |
3.1% |
96% |
False |
False |
34,660 |
| 100 |
73.90 |
43.34 |
30.56 |
42.0% |
2.20 |
3.0% |
96% |
False |
False |
29,061 |
| 120 |
73.90 |
43.34 |
30.56 |
42.0% |
2.11 |
2.9% |
96% |
False |
False |
24,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.05 |
|
2.618 |
78.11 |
|
1.618 |
76.31 |
|
1.000 |
75.20 |
|
0.618 |
74.51 |
|
HIGH |
73.40 |
|
0.618 |
72.71 |
|
0.500 |
72.50 |
|
0.382 |
72.29 |
|
LOW |
71.60 |
|
0.618 |
70.49 |
|
1.000 |
69.80 |
|
1.618 |
68.69 |
|
2.618 |
66.89 |
|
4.250 |
63.95 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.67 |
72.67 |
| PP |
72.58 |
72.60 |
| S1 |
72.50 |
72.52 |
|