NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.80 |
70.63 |
-1.17 |
-1.6% |
71.60 |
| High |
72.83 |
73.47 |
0.64 |
0.9% |
72.83 |
| Low |
70.44 |
70.10 |
-0.34 |
-0.5% |
68.23 |
| Close |
70.76 |
73.09 |
2.33 |
3.3% |
70.76 |
| Range |
2.39 |
3.37 |
0.98 |
41.0% |
4.60 |
| ATR |
2.23 |
2.31 |
0.08 |
3.7% |
0.00 |
| Volume |
22,334 |
12,748 |
-9,586 |
-42.9% |
80,936 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.33 |
81.08 |
74.94 |
|
| R3 |
78.96 |
77.71 |
74.02 |
|
| R2 |
75.59 |
75.59 |
73.71 |
|
| R1 |
74.34 |
74.34 |
73.40 |
74.97 |
| PP |
72.22 |
72.22 |
72.22 |
72.53 |
| S1 |
70.97 |
70.97 |
72.78 |
71.60 |
| S2 |
68.85 |
68.85 |
72.47 |
|
| S3 |
65.48 |
67.60 |
72.16 |
|
| S4 |
62.11 |
64.23 |
71.24 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.41 |
82.18 |
73.29 |
|
| R3 |
79.81 |
77.58 |
72.03 |
|
| R2 |
75.21 |
75.21 |
71.60 |
|
| R1 |
72.98 |
72.98 |
71.18 |
71.80 |
| PP |
70.61 |
70.61 |
70.61 |
70.01 |
| S1 |
68.38 |
68.38 |
70.34 |
67.20 |
| S2 |
66.01 |
66.01 |
69.92 |
|
| S3 |
61.41 |
63.78 |
69.50 |
|
| S4 |
56.81 |
59.18 |
68.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.47 |
68.23 |
5.24 |
7.2% |
2.54 |
3.5% |
93% |
True |
False |
16,169 |
| 10 |
74.84 |
68.23 |
6.61 |
9.0% |
2.55 |
3.5% |
74% |
False |
False |
14,389 |
| 20 |
75.27 |
67.85 |
7.42 |
10.2% |
2.28 |
3.1% |
71% |
False |
False |
15,004 |
| 40 |
75.27 |
58.40 |
16.87 |
23.1% |
2.02 |
2.8% |
87% |
False |
False |
12,663 |
| 60 |
75.27 |
53.00 |
22.27 |
30.5% |
1.89 |
2.6% |
90% |
False |
False |
10,815 |
| 80 |
75.27 |
48.64 |
26.63 |
36.4% |
1.85 |
2.5% |
92% |
False |
False |
9,714 |
| 100 |
75.27 |
45.06 |
30.21 |
41.3% |
1.80 |
2.5% |
93% |
False |
False |
8,724 |
| 120 |
75.27 |
45.06 |
30.21 |
41.3% |
1.71 |
2.3% |
93% |
False |
False |
7,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.79 |
|
2.618 |
82.29 |
|
1.618 |
78.92 |
|
1.000 |
76.84 |
|
0.618 |
75.55 |
|
HIGH |
73.47 |
|
0.618 |
72.18 |
|
0.500 |
71.79 |
|
0.382 |
71.39 |
|
LOW |
70.10 |
|
0.618 |
68.02 |
|
1.000 |
66.73 |
|
1.618 |
64.65 |
|
2.618 |
61.28 |
|
4.250 |
55.78 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.66 |
72.64 |
| PP |
72.22 |
72.19 |
| S1 |
71.79 |
71.74 |
|