NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
74.62 |
72.96 |
-1.66 |
-2.2% |
75.55 |
| High |
75.36 |
72.96 |
-2.40 |
-3.2% |
76.02 |
| Low |
72.28 |
69.69 |
-2.59 |
-3.6% |
72.28 |
| Close |
72.89 |
70.37 |
-2.52 |
-3.5% |
72.89 |
| Range |
3.08 |
3.27 |
0.19 |
6.2% |
3.74 |
| ATR |
2.11 |
2.20 |
0.08 |
3.9% |
0.00 |
| Volume |
27,721 |
35,780 |
8,059 |
29.1% |
147,085 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.82 |
78.86 |
72.17 |
|
| R3 |
77.55 |
75.59 |
71.27 |
|
| R2 |
74.28 |
74.28 |
70.97 |
|
| R1 |
72.32 |
72.32 |
70.67 |
71.67 |
| PP |
71.01 |
71.01 |
71.01 |
70.68 |
| S1 |
69.05 |
69.05 |
70.07 |
68.40 |
| S2 |
67.74 |
67.74 |
69.77 |
|
| S3 |
64.47 |
65.78 |
69.47 |
|
| S4 |
61.20 |
62.51 |
68.57 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.95 |
82.66 |
74.95 |
|
| R3 |
81.21 |
78.92 |
73.92 |
|
| R2 |
77.47 |
77.47 |
73.58 |
|
| R1 |
75.18 |
75.18 |
73.23 |
74.46 |
| PP |
73.73 |
73.73 |
73.73 |
73.37 |
| S1 |
71.44 |
71.44 |
72.55 |
70.72 |
| S2 |
69.99 |
69.99 |
72.20 |
|
| S3 |
66.25 |
67.70 |
71.86 |
|
| S4 |
62.51 |
63.96 |
70.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.02 |
69.69 |
6.33 |
9.0% |
2.51 |
3.6% |
11% |
False |
True |
30,405 |
| 10 |
76.50 |
69.69 |
6.81 |
9.7% |
2.08 |
3.0% |
10% |
False |
True |
32,761 |
| 20 |
76.50 |
62.93 |
13.57 |
19.3% |
2.17 |
3.1% |
55% |
False |
False |
35,948 |
| 40 |
76.50 |
54.92 |
21.58 |
30.7% |
2.04 |
2.9% |
72% |
False |
False |
29,341 |
| 60 |
76.50 |
54.92 |
21.58 |
30.7% |
2.12 |
3.0% |
72% |
False |
False |
25,777 |
| 80 |
76.50 |
48.00 |
28.50 |
40.5% |
2.21 |
3.1% |
78% |
False |
False |
25,180 |
| 100 |
76.50 |
46.14 |
30.36 |
43.1% |
2.21 |
3.1% |
80% |
False |
False |
24,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.86 |
|
2.618 |
81.52 |
|
1.618 |
78.25 |
|
1.000 |
76.23 |
|
0.618 |
74.98 |
|
HIGH |
72.96 |
|
0.618 |
71.71 |
|
0.500 |
71.33 |
|
0.382 |
70.94 |
|
LOW |
69.69 |
|
0.618 |
67.67 |
|
1.000 |
66.42 |
|
1.618 |
64.40 |
|
2.618 |
61.13 |
|
4.250 |
55.79 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.33 |
72.53 |
| PP |
71.01 |
71.81 |
| S1 |
70.69 |
71.09 |
|