NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
73.55 |
71.60 |
-1.95 |
-2.7% |
73.15 |
| High |
74.27 |
71.60 |
-2.67 |
-3.6% |
74.84 |
| Low |
71.07 |
68.33 |
-2.74 |
-3.9% |
71.07 |
| Close |
71.64 |
69.07 |
-2.57 |
-3.6% |
71.64 |
| Range |
3.20 |
3.27 |
0.07 |
2.2% |
3.77 |
| ATR |
2.11 |
2.20 |
0.09 |
4.1% |
0.00 |
| Volume |
12,659 |
12,839 |
180 |
1.4% |
61,630 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.48 |
77.54 |
70.87 |
|
| R3 |
76.21 |
74.27 |
69.97 |
|
| R2 |
72.94 |
72.94 |
69.67 |
|
| R1 |
71.00 |
71.00 |
69.37 |
70.34 |
| PP |
69.67 |
69.67 |
69.67 |
69.33 |
| S1 |
67.73 |
67.73 |
68.77 |
67.07 |
| S2 |
66.40 |
66.40 |
68.47 |
|
| S3 |
63.13 |
64.46 |
68.17 |
|
| S4 |
59.86 |
61.19 |
67.27 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.83 |
81.50 |
73.71 |
|
| R3 |
80.06 |
77.73 |
72.68 |
|
| R2 |
76.29 |
76.29 |
72.33 |
|
| R1 |
73.96 |
73.96 |
71.99 |
73.24 |
| PP |
72.52 |
72.52 |
72.52 |
72.16 |
| S1 |
70.19 |
70.19 |
71.29 |
69.47 |
| S2 |
68.75 |
68.75 |
70.95 |
|
| S3 |
64.98 |
66.42 |
70.60 |
|
| S4 |
61.21 |
62.65 |
69.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.84 |
68.33 |
6.51 |
9.4% |
2.57 |
3.7% |
11% |
False |
True |
12,610 |
| 10 |
75.27 |
68.33 |
6.94 |
10.0% |
2.05 |
3.0% |
11% |
False |
True |
13,727 |
| 20 |
75.27 |
61.75 |
13.52 |
19.6% |
2.14 |
3.1% |
54% |
False |
False |
13,809 |
| 40 |
75.27 |
53.00 |
22.27 |
32.2% |
1.90 |
2.8% |
72% |
False |
False |
11,555 |
| 60 |
75.27 |
53.00 |
22.27 |
32.2% |
1.81 |
2.6% |
72% |
False |
False |
10,012 |
| 80 |
75.27 |
46.50 |
28.77 |
41.7% |
1.78 |
2.6% |
78% |
False |
False |
9,024 |
| 100 |
75.27 |
45.06 |
30.21 |
43.7% |
1.72 |
2.5% |
79% |
False |
False |
8,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.50 |
|
2.618 |
80.16 |
|
1.618 |
76.89 |
|
1.000 |
74.87 |
|
0.618 |
73.62 |
|
HIGH |
71.60 |
|
0.618 |
70.35 |
|
0.500 |
69.97 |
|
0.382 |
69.58 |
|
LOW |
68.33 |
|
0.618 |
66.31 |
|
1.000 |
65.06 |
|
1.618 |
63.04 |
|
2.618 |
59.77 |
|
4.250 |
54.43 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.97 |
71.30 |
| PP |
69.67 |
70.56 |
| S1 |
69.37 |
69.81 |
|