NYMEX Light Sweet Crude Oil Future September 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 |
69.28 |
69.25 |
-0.03 |
0.0% |
73.58 |
| High |
70.67 |
71.72 |
1.05 |
1.5% |
74.22 |
| Low |
68.89 |
68.97 |
0.08 |
0.1% |
70.29 |
| Close |
69.50 |
71.08 |
1.58 |
2.3% |
70.88 |
| Range |
1.78 |
2.75 |
0.97 |
54.5% |
3.93 |
| ATR |
2.39 |
2.42 |
0.03 |
1.1% |
0.00 |
| Volume |
45,920 |
51,862 |
5,942 |
12.9% |
196,574 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.84 |
77.71 |
72.59 |
|
| R3 |
76.09 |
74.96 |
71.84 |
|
| R2 |
73.34 |
73.34 |
71.58 |
|
| R1 |
72.21 |
72.21 |
71.33 |
72.78 |
| PP |
70.59 |
70.59 |
70.59 |
70.87 |
| S1 |
69.46 |
69.46 |
70.83 |
70.03 |
| S2 |
67.84 |
67.84 |
70.58 |
|
| S3 |
65.09 |
66.71 |
70.32 |
|
| S4 |
62.34 |
63.96 |
69.57 |
|
|
| 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 |
9.0% |
2.94 |
4.1% |
60% |
False |
False |
51,569 |
| 10 |
74.22 |
67.22 |
7.00 |
9.8% |
2.56 |
3.6% |
55% |
False |
False |
47,371 |
| 20 |
74.66 |
66.22 |
8.44 |
11.9% |
2.40 |
3.4% |
58% |
False |
False |
45,576 |
| 40 |
74.66 |
53.57 |
21.09 |
29.7% |
2.26 |
3.2% |
83% |
False |
False |
33,305 |
| 60 |
74.66 |
51.96 |
22.70 |
31.9% |
2.13 |
3.0% |
84% |
False |
False |
26,242 |
| 80 |
74.66 |
47.25 |
27.41 |
38.6% |
2.15 |
3.0% |
87% |
False |
False |
21,914 |
| 100 |
74.66 |
44.19 |
30.47 |
42.9% |
2.17 |
3.0% |
88% |
False |
False |
18,825 |
| 120 |
74.66 |
44.19 |
30.47 |
42.9% |
2.13 |
3.0% |
88% |
False |
False |
16,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.41 |
|
2.618 |
78.92 |
|
1.618 |
76.17 |
|
1.000 |
74.47 |
|
0.618 |
73.42 |
|
HIGH |
71.72 |
|
0.618 |
70.67 |
|
0.500 |
70.35 |
|
0.382 |
70.02 |
|
LOW |
68.97 |
|
0.618 |
67.27 |
|
1.000 |
66.22 |
|
1.618 |
64.52 |
|
2.618 |
61.77 |
|
4.250 |
57.28 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.84 |
70.54 |
| PP |
70.59 |
70.01 |
| S1 |
70.35 |
69.47 |
|