NYMEX Light Sweet Crude Oil Future August 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 |
71.88 |
70.20 |
-1.68 |
-2.3% |
72.89 |
| High |
72.85 |
70.30 |
-2.55 |
-3.5% |
73.42 |
| Low |
69.40 |
66.67 |
-2.73 |
-3.9% |
69.40 |
| Close |
70.02 |
67.50 |
-2.52 |
-3.6% |
70.02 |
| Range |
3.45 |
3.63 |
0.18 |
5.2% |
4.02 |
| ATR |
2.34 |
2.44 |
0.09 |
3.9% |
0.00 |
| Volume |
150,454 |
271,060 |
120,606 |
80.2% |
586,924 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.05 |
76.90 |
69.50 |
|
| R3 |
75.42 |
73.27 |
68.50 |
|
| R2 |
71.79 |
71.79 |
68.17 |
|
| R1 |
69.64 |
69.64 |
67.83 |
68.90 |
| PP |
68.16 |
68.16 |
68.16 |
67.79 |
| S1 |
66.01 |
66.01 |
67.17 |
65.27 |
| S2 |
64.53 |
64.53 |
66.83 |
|
| S3 |
60.90 |
62.38 |
66.50 |
|
| S4 |
57.27 |
58.75 |
65.50 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.01 |
80.53 |
72.23 |
|
| R3 |
78.99 |
76.51 |
71.13 |
|
| R2 |
74.97 |
74.97 |
70.76 |
|
| R1 |
72.49 |
72.49 |
70.39 |
71.72 |
| PP |
70.95 |
70.95 |
70.95 |
70.56 |
| S1 |
68.47 |
68.47 |
69.65 |
67.70 |
| S2 |
66.93 |
66.93 |
69.28 |
|
| S3 |
62.91 |
64.45 |
68.91 |
|
| S4 |
58.89 |
60.43 |
67.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.42 |
66.67 |
6.75 |
10.0% |
2.76 |
4.1% |
12% |
False |
True |
154,897 |
| 10 |
73.90 |
66.67 |
7.23 |
10.7% |
2.34 |
3.5% |
11% |
False |
True |
146,298 |
| 20 |
73.90 |
60.30 |
13.60 |
20.1% |
2.41 |
3.6% |
53% |
False |
False |
111,958 |
| 40 |
73.90 |
50.82 |
23.08 |
34.2% |
2.27 |
3.4% |
72% |
False |
False |
76,134 |
| 60 |
73.90 |
50.76 |
23.14 |
34.3% |
2.28 |
3.4% |
72% |
False |
False |
56,340 |
| 80 |
73.90 |
45.00 |
28.90 |
42.8% |
2.29 |
3.4% |
78% |
False |
False |
44,780 |
| 100 |
73.90 |
43.34 |
30.56 |
45.3% |
2.23 |
3.3% |
79% |
False |
False |
37,255 |
| 120 |
73.90 |
43.34 |
30.56 |
45.3% |
2.21 |
3.3% |
79% |
False |
False |
31,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.73 |
|
2.618 |
79.80 |
|
1.618 |
76.17 |
|
1.000 |
73.93 |
|
0.618 |
72.54 |
|
HIGH |
70.30 |
|
0.618 |
68.91 |
|
0.500 |
68.49 |
|
0.382 |
68.06 |
|
LOW |
66.67 |
|
0.618 |
64.43 |
|
1.000 |
63.04 |
|
1.618 |
60.80 |
|
2.618 |
57.17 |
|
4.250 |
51.24 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.49 |
69.76 |
| PP |
68.16 |
69.01 |
| S1 |
67.83 |
68.25 |
|