NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
68.55 |
68.29 |
-0.26 |
-0.4% |
72.89 |
| High |
69.86 |
70.93 |
1.07 |
1.5% |
73.42 |
| Low |
68.06 |
68.11 |
0.05 |
0.1% |
69.40 |
| Close |
68.67 |
70.23 |
1.56 |
2.3% |
70.02 |
| Range |
1.80 |
2.82 |
1.02 |
56.7% |
4.02 |
| ATR |
2.45 |
2.48 |
0.03 |
1.1% |
0.00 |
| Volume |
279,901 |
242,855 |
-37,046 |
-13.2% |
586,924 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.22 |
77.04 |
71.78 |
|
| R3 |
75.40 |
74.22 |
71.01 |
|
| R2 |
72.58 |
72.58 |
70.75 |
|
| R1 |
71.40 |
71.40 |
70.49 |
71.99 |
| PP |
69.76 |
69.76 |
69.76 |
70.05 |
| S1 |
68.58 |
68.58 |
69.97 |
69.17 |
| S2 |
66.94 |
66.94 |
69.71 |
|
| S3 |
64.12 |
65.76 |
69.45 |
|
| S4 |
61.30 |
62.94 |
68.68 |
|
|
| 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 |
72.85 |
66.37 |
6.48 |
9.2% |
3.00 |
4.3% |
60% |
False |
False |
244,547 |
| 10 |
73.42 |
66.37 |
7.05 |
10.0% |
2.62 |
3.7% |
55% |
False |
False |
181,017 |
| 20 |
73.90 |
65.51 |
8.39 |
11.9% |
2.44 |
3.5% |
56% |
False |
False |
143,317 |
| 40 |
73.90 |
52.51 |
21.39 |
30.5% |
2.31 |
3.3% |
83% |
False |
False |
94,440 |
| 60 |
73.90 |
50.76 |
23.14 |
32.9% |
2.30 |
3.3% |
84% |
False |
False |
69,339 |
| 80 |
73.90 |
45.00 |
28.90 |
41.2% |
2.29 |
3.3% |
87% |
False |
False |
54,387 |
| 100 |
73.90 |
43.34 |
30.56 |
43.5% |
2.25 |
3.2% |
88% |
False |
False |
45,077 |
| 120 |
73.90 |
43.34 |
30.56 |
43.5% |
2.20 |
3.1% |
88% |
False |
False |
38,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.92 |
|
2.618 |
78.31 |
|
1.618 |
75.49 |
|
1.000 |
73.75 |
|
0.618 |
72.67 |
|
HIGH |
70.93 |
|
0.618 |
69.85 |
|
0.500 |
69.52 |
|
0.382 |
69.19 |
|
LOW |
68.11 |
|
0.618 |
66.37 |
|
1.000 |
65.29 |
|
1.618 |
63.55 |
|
2.618 |
60.73 |
|
4.250 |
56.13 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.99 |
69.70 |
| PP |
69.76 |
69.18 |
| S1 |
69.52 |
68.65 |
|