NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
70.93 |
72.75 |
1.82 |
2.6% |
72.00 |
| High |
72.86 |
73.32 |
0.46 |
0.6% |
73.32 |
| Low |
70.93 |
71.12 |
0.19 |
0.3% |
68.78 |
| Close |
72.44 |
71.38 |
-1.06 |
-1.5% |
71.38 |
| Range |
1.93 |
2.20 |
0.27 |
14.0% |
4.54 |
| ATR |
2.01 |
2.02 |
0.01 |
0.7% |
0.00 |
| Volume |
7,673 |
8,359 |
686 |
8.9% |
38,270 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.54 |
77.16 |
72.59 |
|
| R3 |
76.34 |
74.96 |
71.99 |
|
| R2 |
74.14 |
74.14 |
71.78 |
|
| R1 |
72.76 |
72.76 |
71.58 |
72.35 |
| PP |
71.94 |
71.94 |
71.94 |
71.74 |
| S1 |
70.56 |
70.56 |
71.18 |
70.15 |
| S2 |
69.74 |
69.74 |
70.98 |
|
| S3 |
67.54 |
68.36 |
70.78 |
|
| S4 |
65.34 |
66.16 |
70.17 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.78 |
82.62 |
73.88 |
|
| R3 |
80.24 |
78.08 |
72.63 |
|
| R2 |
75.70 |
75.70 |
72.21 |
|
| R1 |
73.54 |
73.54 |
71.80 |
72.35 |
| PP |
71.16 |
71.16 |
71.16 |
70.57 |
| S1 |
69.00 |
69.00 |
70.96 |
67.81 |
| S2 |
66.62 |
66.62 |
70.55 |
|
| S3 |
62.08 |
64.46 |
70.13 |
|
| S4 |
57.54 |
59.92 |
68.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.32 |
68.78 |
4.54 |
6.4% |
2.26 |
3.2% |
57% |
True |
False |
7,654 |
| 10 |
75.49 |
68.78 |
6.71 |
9.4% |
2.19 |
3.1% |
39% |
False |
False |
7,318 |
| 20 |
75.83 |
68.78 |
7.05 |
9.9% |
1.86 |
2.6% |
37% |
False |
False |
9,076 |
| 40 |
75.83 |
55.83 |
20.00 |
28.0% |
1.73 |
2.4% |
78% |
False |
False |
7,844 |
| 60 |
75.83 |
54.20 |
21.63 |
30.3% |
1.56 |
2.2% |
79% |
False |
False |
6,747 |
| 80 |
75.83 |
49.00 |
26.83 |
37.6% |
1.61 |
2.3% |
83% |
False |
False |
6,249 |
| 100 |
75.83 |
45.87 |
29.96 |
42.0% |
1.62 |
2.3% |
85% |
False |
False |
5,793 |
| 120 |
75.83 |
45.87 |
29.96 |
42.0% |
1.56 |
2.2% |
85% |
False |
False |
5,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.67 |
|
2.618 |
79.08 |
|
1.618 |
76.88 |
|
1.000 |
75.52 |
|
0.618 |
74.68 |
|
HIGH |
73.32 |
|
0.618 |
72.48 |
|
0.500 |
72.22 |
|
0.382 |
71.96 |
|
LOW |
71.12 |
|
0.618 |
69.76 |
|
1.000 |
68.92 |
|
1.618 |
67.56 |
|
2.618 |
65.36 |
|
4.250 |
61.77 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.22 |
71.88 |
| PP |
71.94 |
71.71 |
| S1 |
71.66 |
71.55 |
|