NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
70.14 |
72.37 |
2.23 |
3.2% |
71.00 |
| High |
72.78 |
74.25 |
1.47 |
2.0% |
72.14 |
| Low |
69.29 |
69.82 |
0.53 |
0.8% |
67.22 |
| Close |
72.38 |
70.84 |
-1.54 |
-2.1% |
70.02 |
| Range |
3.49 |
4.43 |
0.94 |
26.9% |
4.92 |
| ATR |
2.50 |
2.63 |
0.14 |
5.5% |
0.00 |
| Volume |
40,743 |
54,979 |
14,236 |
34.9% |
274,870 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.93 |
82.31 |
73.28 |
|
| R3 |
80.50 |
77.88 |
72.06 |
|
| R2 |
76.07 |
76.07 |
71.65 |
|
| R1 |
73.45 |
73.45 |
71.25 |
72.55 |
| PP |
71.64 |
71.64 |
71.64 |
71.18 |
| S1 |
69.02 |
69.02 |
70.43 |
68.12 |
| S2 |
67.21 |
67.21 |
70.03 |
|
| S3 |
62.78 |
64.59 |
69.62 |
|
| S4 |
58.35 |
60.16 |
68.40 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.55 |
82.21 |
72.73 |
|
| R3 |
79.63 |
77.29 |
71.37 |
|
| R2 |
74.71 |
74.71 |
70.92 |
|
| R1 |
72.37 |
72.37 |
70.47 |
71.08 |
| PP |
69.79 |
69.79 |
69.79 |
69.15 |
| S1 |
67.45 |
67.45 |
69.57 |
66.16 |
| S2 |
64.87 |
64.87 |
69.12 |
|
| S3 |
59.95 |
62.53 |
68.67 |
|
| S4 |
55.03 |
57.61 |
67.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.25 |
68.89 |
5.36 |
7.6% |
2.98 |
4.2% |
36% |
True |
False |
51,098 |
| 10 |
74.25 |
67.22 |
7.03 |
9.9% |
2.88 |
4.1% |
51% |
True |
False |
50,253 |
| 20 |
74.66 |
66.87 |
7.79 |
11.0% |
2.64 |
3.7% |
51% |
False |
False |
49,625 |
| 40 |
74.66 |
57.70 |
16.96 |
23.9% |
2.35 |
3.3% |
77% |
False |
False |
36,221 |
| 60 |
74.66 |
51.96 |
22.70 |
32.0% |
2.21 |
3.1% |
83% |
False |
False |
28,096 |
| 80 |
74.66 |
47.85 |
26.81 |
37.8% |
2.20 |
3.1% |
86% |
False |
False |
23,453 |
| 100 |
74.66 |
44.19 |
30.47 |
43.0% |
2.24 |
3.2% |
87% |
False |
False |
20,297 |
| 120 |
74.66 |
44.19 |
30.47 |
43.0% |
2.16 |
3.0% |
87% |
False |
False |
17,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.08 |
|
2.618 |
85.85 |
|
1.618 |
81.42 |
|
1.000 |
78.68 |
|
0.618 |
76.99 |
|
HIGH |
74.25 |
|
0.618 |
72.56 |
|
0.500 |
72.04 |
|
0.382 |
71.51 |
|
LOW |
69.82 |
|
0.618 |
67.08 |
|
1.000 |
65.39 |
|
1.618 |
62.65 |
|
2.618 |
58.22 |
|
4.250 |
50.99 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.04 |
71.77 |
| PP |
71.64 |
71.46 |
| S1 |
71.24 |
71.15 |
|