NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.22 |
73.50 |
1.28 |
1.8% |
70.64 |
| High |
73.45 |
73.81 |
0.36 |
0.5% |
75.27 |
| Low |
71.40 |
72.34 |
0.94 |
1.3% |
69.75 |
| Close |
73.34 |
73.37 |
0.03 |
0.0% |
74.24 |
| Range |
2.05 |
1.47 |
-0.58 |
-28.3% |
5.52 |
| ATR |
2.07 |
2.03 |
-0.04 |
-2.1% |
0.00 |
| Volume |
13,295 |
16,585 |
3,290 |
24.7% |
81,490 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.58 |
76.95 |
74.18 |
|
| R3 |
76.11 |
75.48 |
73.77 |
|
| R2 |
74.64 |
74.64 |
73.64 |
|
| R1 |
74.01 |
74.01 |
73.50 |
73.59 |
| PP |
73.17 |
73.17 |
73.17 |
72.97 |
| S1 |
72.54 |
72.54 |
73.24 |
72.12 |
| S2 |
71.70 |
71.70 |
73.10 |
|
| S3 |
70.23 |
71.07 |
72.97 |
|
| S4 |
68.76 |
69.60 |
72.56 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.65 |
87.46 |
77.28 |
|
| R3 |
84.13 |
81.94 |
75.76 |
|
| R2 |
78.61 |
78.61 |
75.25 |
|
| R1 |
76.42 |
76.42 |
74.75 |
77.52 |
| PP |
73.09 |
73.09 |
73.09 |
73.63 |
| S1 |
70.90 |
70.90 |
73.73 |
72.00 |
| S2 |
67.57 |
67.57 |
73.23 |
|
| S3 |
62.05 |
65.38 |
72.72 |
|
| S4 |
56.53 |
59.86 |
71.20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.84 |
71.40 |
3.44 |
4.7% |
1.96 |
2.7% |
57% |
False |
False |
13,278 |
| 10 |
75.27 |
69.75 |
5.52 |
7.5% |
1.84 |
2.5% |
66% |
False |
False |
14,504 |
| 20 |
75.27 |
61.75 |
13.52 |
18.4% |
1.96 |
2.7% |
86% |
False |
False |
13,517 |
| 40 |
75.27 |
53.00 |
22.27 |
30.4% |
1.79 |
2.4% |
91% |
False |
False |
11,295 |
| 60 |
75.27 |
53.00 |
22.27 |
30.4% |
1.74 |
2.4% |
91% |
False |
False |
9,800 |
| 80 |
75.27 |
46.50 |
28.77 |
39.2% |
1.76 |
2.4% |
93% |
False |
False |
8,878 |
| 100 |
75.27 |
45.06 |
30.21 |
41.2% |
1.68 |
2.3% |
94% |
False |
False |
7,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.06 |
|
2.618 |
77.66 |
|
1.618 |
76.19 |
|
1.000 |
75.28 |
|
0.618 |
74.72 |
|
HIGH |
73.81 |
|
0.618 |
73.25 |
|
0.500 |
73.08 |
|
0.382 |
72.90 |
|
LOW |
72.34 |
|
0.618 |
71.43 |
|
1.000 |
70.87 |
|
1.618 |
69.96 |
|
2.618 |
68.49 |
|
4.250 |
66.09 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.27 |
73.29 |
| PP |
73.17 |
73.20 |
| S1 |
73.08 |
73.12 |
|