NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
68.06 |
69.28 |
1.22 |
1.8% |
73.58 |
| High |
70.47 |
70.67 |
0.20 |
0.3% |
74.22 |
| Low |
67.22 |
68.89 |
1.67 |
2.5% |
70.29 |
| Close |
70.03 |
69.50 |
-0.53 |
-0.8% |
70.88 |
| Range |
3.25 |
1.78 |
-1.47 |
-45.2% |
3.93 |
| ATR |
2.44 |
2.39 |
-0.05 |
-1.9% |
0.00 |
| Volume |
62,882 |
45,920 |
-16,962 |
-27.0% |
196,574 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.03 |
74.04 |
70.48 |
|
| R3 |
73.25 |
72.26 |
69.99 |
|
| R2 |
71.47 |
71.47 |
69.83 |
|
| R1 |
70.48 |
70.48 |
69.66 |
70.98 |
| PP |
69.69 |
69.69 |
69.69 |
69.93 |
| S1 |
68.70 |
68.70 |
69.34 |
69.20 |
| S2 |
67.91 |
67.91 |
69.17 |
|
| S3 |
66.13 |
66.92 |
69.01 |
|
| S4 |
64.35 |
65.14 |
68.52 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.59 |
81.16 |
73.04 |
|
| R3 |
79.66 |
77.23 |
71.96 |
|
| R2 |
75.73 |
75.73 |
71.60 |
|
| R1 |
73.30 |
73.30 |
71.24 |
72.55 |
| PP |
71.80 |
71.80 |
71.80 |
71.42 |
| S1 |
69.37 |
69.37 |
70.52 |
68.62 |
| S2 |
67.87 |
67.87 |
70.16 |
|
| S3 |
63.94 |
65.44 |
69.80 |
|
| S4 |
60.01 |
61.51 |
68.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.61 |
67.22 |
6.39 |
9.2% |
2.70 |
3.9% |
36% |
False |
False |
51,908 |
| 10 |
74.66 |
67.22 |
7.44 |
10.7% |
2.46 |
3.5% |
31% |
False |
False |
48,932 |
| 20 |
74.66 |
64.10 |
10.56 |
15.2% |
2.40 |
3.5% |
51% |
False |
False |
44,110 |
| 40 |
74.66 |
53.49 |
21.17 |
30.5% |
2.23 |
3.2% |
76% |
False |
False |
32,303 |
| 60 |
74.66 |
51.96 |
22.70 |
32.7% |
2.13 |
3.1% |
77% |
False |
False |
25,499 |
| 80 |
74.66 |
45.78 |
28.88 |
41.6% |
2.14 |
3.1% |
82% |
False |
False |
21,342 |
| 100 |
74.66 |
44.19 |
30.47 |
43.8% |
2.15 |
3.1% |
83% |
False |
False |
18,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.24 |
|
2.618 |
75.33 |
|
1.618 |
73.55 |
|
1.000 |
72.45 |
|
0.618 |
71.77 |
|
HIGH |
70.67 |
|
0.618 |
69.99 |
|
0.500 |
69.78 |
|
0.382 |
69.57 |
|
LOW |
68.89 |
|
0.618 |
67.79 |
|
1.000 |
67.11 |
|
1.618 |
66.01 |
|
2.618 |
64.23 |
|
4.250 |
61.33 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.78 |
69.40 |
| PP |
69.69 |
69.30 |
| S1 |
69.59 |
69.20 |
|