NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
73.76 |
73.40 |
-0.36 |
-0.5% |
72.28 |
| High |
76.02 |
74.58 |
-1.44 |
-1.9% |
76.50 |
| Low |
73.21 |
72.66 |
-0.55 |
-0.8% |
71.32 |
| Close |
73.80 |
74.50 |
0.70 |
0.9% |
75.47 |
| Range |
2.81 |
1.92 |
-0.89 |
-31.7% |
5.18 |
| ATR |
2.10 |
2.08 |
-0.01 |
-0.6% |
0.00 |
| Volume |
24,895 |
33,970 |
9,075 |
36.5% |
191,387 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.67 |
79.01 |
75.56 |
|
| R3 |
77.75 |
77.09 |
75.03 |
|
| R2 |
75.83 |
75.83 |
74.85 |
|
| R1 |
75.17 |
75.17 |
74.68 |
75.50 |
| PP |
73.91 |
73.91 |
73.91 |
74.08 |
| S1 |
73.25 |
73.25 |
74.32 |
73.58 |
| S2 |
71.99 |
71.99 |
74.15 |
|
| S3 |
70.07 |
71.33 |
73.97 |
|
| S4 |
68.15 |
69.41 |
73.44 |
|
|
| 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 |
72.66 |
3.84 |
5.2% |
2.10 |
2.8% |
48% |
False |
True |
34,796 |
| 10 |
76.50 |
70.56 |
5.94 |
8.0% |
2.03 |
2.7% |
66% |
False |
False |
38,667 |
| 20 |
76.50 |
62.93 |
13.57 |
18.2% |
2.00 |
2.7% |
85% |
False |
False |
34,707 |
| 40 |
76.50 |
54.92 |
21.58 |
29.0% |
1.97 |
2.6% |
91% |
False |
False |
28,575 |
| 60 |
76.50 |
54.92 |
21.58 |
29.0% |
2.07 |
2.8% |
91% |
False |
False |
25,498 |
| 80 |
76.50 |
48.00 |
28.50 |
38.3% |
2.19 |
2.9% |
93% |
False |
False |
24,866 |
| 100 |
76.50 |
46.14 |
30.36 |
40.8% |
2.22 |
3.0% |
93% |
False |
False |
23,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.74 |
|
2.618 |
79.61 |
|
1.618 |
77.69 |
|
1.000 |
76.50 |
|
0.618 |
75.77 |
|
HIGH |
74.58 |
|
0.618 |
73.85 |
|
0.500 |
73.62 |
|
0.382 |
73.39 |
|
LOW |
72.66 |
|
0.618 |
71.47 |
|
1.000 |
70.74 |
|
1.618 |
69.55 |
|
2.618 |
67.63 |
|
4.250 |
64.50 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.21 |
74.45 |
| PP |
73.91 |
74.39 |
| S1 |
73.62 |
74.34 |
|