NYMEX Light Sweet Crude Oil Future November 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 |
71.22 |
74.00 |
2.78 |
3.9% |
72.00 |
| High |
74.02 |
74.99 |
0.97 |
1.3% |
73.32 |
| Low |
70.74 |
71.25 |
0.51 |
0.7% |
68.78 |
| Close |
73.65 |
72.20 |
-1.45 |
-2.0% |
71.38 |
| Range |
3.28 |
3.74 |
0.46 |
14.0% |
4.54 |
| ATR |
2.11 |
2.23 |
0.12 |
5.5% |
0.00 |
| Volume |
6,472 |
6,499 |
27 |
0.4% |
38,270 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.03 |
81.86 |
74.26 |
|
| R3 |
80.29 |
78.12 |
73.23 |
|
| R2 |
76.55 |
76.55 |
72.89 |
|
| R1 |
74.38 |
74.38 |
72.54 |
73.60 |
| PP |
72.81 |
72.81 |
72.81 |
72.42 |
| S1 |
70.64 |
70.64 |
71.86 |
69.86 |
| S2 |
69.07 |
69.07 |
71.51 |
|
| S3 |
65.33 |
66.90 |
71.17 |
|
| S4 |
61.59 |
63.16 |
70.14 |
|
|
| 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 |
74.99 |
70.44 |
4.55 |
6.3% |
2.53 |
3.5% |
39% |
True |
False |
6,912 |
| 10 |
74.99 |
68.78 |
6.21 |
8.6% |
2.42 |
3.4% |
55% |
True |
False |
7,465 |
| 20 |
75.83 |
68.78 |
7.05 |
9.8% |
2.07 |
2.9% |
49% |
False |
False |
8,726 |
| 40 |
75.83 |
59.80 |
16.03 |
22.2% |
1.81 |
2.5% |
77% |
False |
False |
7,922 |
| 60 |
75.83 |
54.20 |
21.63 |
30.0% |
1.63 |
2.3% |
83% |
False |
False |
6,743 |
| 80 |
75.83 |
49.00 |
26.83 |
37.2% |
1.67 |
2.3% |
86% |
False |
False |
6,290 |
| 100 |
75.83 |
45.87 |
29.96 |
41.5% |
1.67 |
2.3% |
88% |
False |
False |
5,883 |
| 120 |
75.83 |
45.87 |
29.96 |
41.5% |
1.58 |
2.2% |
88% |
False |
False |
5,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.89 |
|
2.618 |
84.78 |
|
1.618 |
81.04 |
|
1.000 |
78.73 |
|
0.618 |
77.30 |
|
HIGH |
74.99 |
|
0.618 |
73.56 |
|
0.500 |
73.12 |
|
0.382 |
72.68 |
|
LOW |
71.25 |
|
0.618 |
68.94 |
|
1.000 |
67.51 |
|
1.618 |
65.20 |
|
2.618 |
61.46 |
|
4.250 |
55.36 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.12 |
72.87 |
| PP |
72.81 |
72.64 |
| S1 |
72.51 |
72.42 |
|