NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
75.65 |
75.55 |
-0.10 |
-0.1% |
72.28 |
| High |
75.96 |
75.56 |
-0.40 |
-0.5% |
76.50 |
| Low |
74.39 |
73.10 |
-1.29 |
-1.7% |
71.32 |
| Close |
75.47 |
74.15 |
-1.32 |
-1.7% |
75.47 |
| Range |
1.57 |
2.46 |
0.89 |
56.7% |
5.18 |
| ATR |
2.01 |
2.04 |
0.03 |
1.6% |
0.00 |
| Volume |
41,379 |
30,839 |
-10,540 |
-25.5% |
191,387 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.65 |
80.36 |
75.50 |
|
| R3 |
79.19 |
77.90 |
74.83 |
|
| R2 |
76.73 |
76.73 |
74.60 |
|
| R1 |
75.44 |
75.44 |
74.38 |
74.86 |
| PP |
74.27 |
74.27 |
74.27 |
73.98 |
| S1 |
72.98 |
72.98 |
73.92 |
72.40 |
| S2 |
71.81 |
71.81 |
73.70 |
|
| S3 |
69.35 |
70.52 |
73.47 |
|
| S4 |
66.89 |
68.06 |
72.80 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.97 |
87.90 |
78.32 |
|
| R3 |
84.79 |
82.72 |
76.89 |
|
| R2 |
79.61 |
79.61 |
76.42 |
|
| R1 |
77.54 |
77.54 |
75.94 |
78.58 |
| PP |
74.43 |
74.43 |
74.43 |
74.95 |
| S1 |
72.36 |
72.36 |
75.00 |
73.40 |
| S2 |
69.25 |
69.25 |
74.52 |
|
| S3 |
64.07 |
67.18 |
74.05 |
|
| S4 |
58.89 |
62.00 |
72.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.50 |
72.95 |
3.55 |
4.8% |
1.66 |
2.2% |
34% |
False |
False |
35,118 |
| 10 |
76.50 |
69.35 |
7.15 |
9.6% |
2.04 |
2.8% |
67% |
False |
False |
40,977 |
| 20 |
76.50 |
60.77 |
15.73 |
21.2% |
1.99 |
2.7% |
85% |
False |
False |
33,931 |
| 40 |
76.50 |
54.92 |
21.58 |
29.1% |
1.98 |
2.7% |
89% |
False |
False |
27,890 |
| 60 |
76.50 |
54.92 |
21.58 |
29.1% |
2.06 |
2.8% |
89% |
False |
False |
25,360 |
| 80 |
76.50 |
47.19 |
29.31 |
39.5% |
2.19 |
2.9% |
92% |
False |
False |
24,721 |
| 100 |
76.50 |
46.14 |
30.36 |
40.9% |
2.23 |
3.0% |
92% |
False |
False |
23,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.02 |
|
2.618 |
82.00 |
|
1.618 |
79.54 |
|
1.000 |
78.02 |
|
0.618 |
77.08 |
|
HIGH |
75.56 |
|
0.618 |
74.62 |
|
0.500 |
74.33 |
|
0.382 |
74.04 |
|
LOW |
73.10 |
|
0.618 |
71.58 |
|
1.000 |
70.64 |
|
1.618 |
69.12 |
|
2.618 |
66.66 |
|
4.250 |
62.65 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.33 |
74.80 |
| PP |
74.27 |
74.58 |
| S1 |
74.21 |
74.37 |
|