NYMEX Light Sweet Crude Oil Future October 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 |
70.63 |
73.00 |
2.37 |
3.4% |
71.60 |
| High |
73.47 |
74.85 |
1.38 |
1.9% |
72.83 |
| Low |
70.10 |
70.60 |
0.50 |
0.7% |
68.23 |
| Close |
73.09 |
71.60 |
-1.49 |
-2.0% |
70.76 |
| Range |
3.37 |
4.25 |
0.88 |
26.1% |
4.60 |
| ATR |
2.31 |
2.45 |
0.14 |
6.0% |
0.00 |
| Volume |
12,748 |
15,091 |
2,343 |
18.4% |
80,936 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.10 |
82.60 |
73.94 |
|
| R3 |
80.85 |
78.35 |
72.77 |
|
| R2 |
76.60 |
76.60 |
72.38 |
|
| R1 |
74.10 |
74.10 |
71.99 |
73.23 |
| PP |
72.35 |
72.35 |
72.35 |
71.91 |
| S1 |
69.85 |
69.85 |
71.21 |
68.98 |
| S2 |
68.10 |
68.10 |
70.82 |
|
| S3 |
63.85 |
65.60 |
70.43 |
|
| S4 |
59.60 |
61.35 |
69.26 |
|
|
| 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 |
74.85 |
69.64 |
5.21 |
7.3% |
2.81 |
3.9% |
38% |
True |
False |
15,691 |
| 10 |
74.85 |
68.23 |
6.62 |
9.2% |
2.70 |
3.8% |
51% |
True |
False |
15,131 |
| 20 |
75.27 |
67.85 |
7.42 |
10.4% |
2.42 |
3.4% |
51% |
False |
False |
15,242 |
| 40 |
75.27 |
58.66 |
16.61 |
23.2% |
2.09 |
2.9% |
78% |
False |
False |
12,814 |
| 60 |
75.27 |
53.00 |
22.27 |
31.1% |
1.94 |
2.7% |
84% |
False |
False |
10,888 |
| 80 |
75.27 |
48.64 |
26.63 |
37.2% |
1.89 |
2.6% |
86% |
False |
False |
9,808 |
| 100 |
75.27 |
45.06 |
30.21 |
42.2% |
1.83 |
2.6% |
88% |
False |
False |
8,852 |
| 120 |
75.27 |
45.06 |
30.21 |
42.2% |
1.73 |
2.4% |
88% |
False |
False |
7,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.91 |
|
2.618 |
85.98 |
|
1.618 |
81.73 |
|
1.000 |
79.10 |
|
0.618 |
77.48 |
|
HIGH |
74.85 |
|
0.618 |
73.23 |
|
0.500 |
72.73 |
|
0.382 |
72.22 |
|
LOW |
70.60 |
|
0.618 |
67.97 |
|
1.000 |
66.35 |
|
1.618 |
63.72 |
|
2.618 |
59.47 |
|
4.250 |
52.54 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.73 |
72.48 |
| PP |
72.35 |
72.18 |
| S1 |
71.98 |
71.89 |
|