NYMEX Light Sweet Crude Oil Future October 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 |
70.06 |
70.00 |
-0.06 |
-0.1% |
73.15 |
| High |
71.30 |
72.38 |
1.08 |
1.5% |
74.84 |
| Low |
69.64 |
70.00 |
0.36 |
0.5% |
71.07 |
| Close |
70.21 |
71.81 |
1.60 |
2.3% |
71.64 |
| Range |
1.66 |
2.38 |
0.72 |
43.4% |
3.77 |
| ATR |
2.20 |
2.22 |
0.01 |
0.6% |
0.00 |
| Volume |
13,665 |
14,621 |
956 |
7.0% |
61,630 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.54 |
77.55 |
73.12 |
|
| R3 |
76.16 |
75.17 |
72.46 |
|
| R2 |
73.78 |
73.78 |
72.25 |
|
| R1 |
72.79 |
72.79 |
72.03 |
73.29 |
| PP |
71.40 |
71.40 |
71.40 |
71.64 |
| S1 |
70.41 |
70.41 |
71.59 |
70.91 |
| S2 |
69.02 |
69.02 |
71.37 |
|
| S3 |
66.64 |
68.03 |
71.16 |
|
| S4 |
64.26 |
65.65 |
70.50 |
|
|
| 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 |
74.27 |
68.23 |
6.04 |
8.4% |
2.68 |
3.7% |
59% |
False |
False |
14,252 |
| 10 |
74.84 |
68.23 |
6.61 |
9.2% |
2.32 |
3.2% |
54% |
False |
False |
13,765 |
| 20 |
75.27 |
67.22 |
8.05 |
11.2% |
2.15 |
3.0% |
57% |
False |
False |
14,518 |
| 40 |
75.27 |
54.66 |
20.61 |
28.7% |
1.97 |
2.7% |
83% |
False |
False |
12,193 |
| 60 |
75.27 |
53.00 |
22.27 |
31.0% |
1.83 |
2.5% |
84% |
False |
False |
10,494 |
| 80 |
75.27 |
48.64 |
26.63 |
37.1% |
1.81 |
2.5% |
87% |
False |
False |
9,396 |
| 100 |
75.27 |
45.06 |
30.21 |
42.1% |
1.76 |
2.4% |
89% |
False |
False |
8,422 |
| 120 |
75.27 |
45.06 |
30.21 |
42.1% |
1.67 |
2.3% |
89% |
False |
False |
7,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.50 |
|
2.618 |
78.61 |
|
1.618 |
76.23 |
|
1.000 |
74.76 |
|
0.618 |
73.85 |
|
HIGH |
72.38 |
|
0.618 |
71.47 |
|
0.500 |
71.19 |
|
0.382 |
70.91 |
|
LOW |
70.00 |
|
0.618 |
68.53 |
|
1.000 |
67.62 |
|
1.618 |
66.15 |
|
2.618 |
63.77 |
|
4.250 |
59.89 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.60 |
71.31 |
| PP |
71.40 |
70.81 |
| S1 |
71.19 |
70.31 |
|