NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
73.16 |
72.89 |
-0.27 |
-0.4% |
68.61 |
| High |
73.40 |
72.93 |
-0.47 |
-0.6% |
73.90 |
| Low |
71.60 |
70.30 |
-1.30 |
-1.8% |
68.24 |
| Close |
72.75 |
71.31 |
-1.44 |
-2.0% |
72.75 |
| Range |
1.80 |
2.63 |
0.83 |
46.1% |
5.66 |
| ATR |
2.25 |
2.27 |
0.03 |
1.2% |
0.00 |
| Volume |
150,971 |
83,499 |
-67,472 |
-44.7% |
714,333 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.40 |
77.99 |
72.76 |
|
| R3 |
76.77 |
75.36 |
72.03 |
|
| R2 |
74.14 |
74.14 |
71.79 |
|
| R1 |
72.73 |
72.73 |
71.55 |
72.12 |
| PP |
71.51 |
71.51 |
71.51 |
71.21 |
| S1 |
70.10 |
70.10 |
71.07 |
69.49 |
| S2 |
68.88 |
68.88 |
70.83 |
|
| S3 |
66.25 |
67.47 |
70.59 |
|
| S4 |
63.62 |
64.84 |
69.86 |
|
|
| 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 |
69.33 |
4.57 |
6.4% |
1.92 |
2.7% |
43% |
False |
False |
137,700 |
| 10 |
73.90 |
65.92 |
7.98 |
11.2% |
2.29 |
3.2% |
68% |
False |
False |
114,798 |
| 20 |
73.90 |
57.57 |
16.33 |
22.9% |
2.24 |
3.1% |
84% |
False |
False |
86,506 |
| 40 |
73.90 |
50.76 |
23.14 |
32.4% |
2.21 |
3.1% |
89% |
False |
False |
59,735 |
| 60 |
73.90 |
50.76 |
23.14 |
32.4% |
2.20 |
3.1% |
89% |
False |
False |
44,156 |
| 80 |
73.90 |
43.34 |
30.56 |
42.9% |
2.26 |
3.2% |
92% |
False |
False |
35,606 |
| 100 |
73.90 |
43.34 |
30.56 |
42.9% |
2.20 |
3.1% |
92% |
False |
False |
29,848 |
| 120 |
73.90 |
43.34 |
30.56 |
42.9% |
2.12 |
3.0% |
92% |
False |
False |
25,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.11 |
|
2.618 |
79.82 |
|
1.618 |
77.19 |
|
1.000 |
75.56 |
|
0.618 |
74.56 |
|
HIGH |
72.93 |
|
0.618 |
71.93 |
|
0.500 |
71.62 |
|
0.382 |
71.30 |
|
LOW |
70.30 |
|
0.618 |
68.67 |
|
1.000 |
67.67 |
|
1.618 |
66.04 |
|
2.618 |
63.41 |
|
4.250 |
59.12 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.62 |
72.10 |
| PP |
71.51 |
71.84 |
| S1 |
71.41 |
71.57 |
|