NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.96 |
70.20 |
-2.76 |
-3.8% |
75.55 |
| High |
72.96 |
72.33 |
-0.63 |
-0.9% |
76.02 |
| Low |
69.69 |
69.36 |
-0.33 |
-0.5% |
72.28 |
| Close |
70.37 |
71.87 |
1.50 |
2.1% |
72.89 |
| Range |
3.27 |
2.97 |
-0.30 |
-9.2% |
3.74 |
| ATR |
2.20 |
2.25 |
0.06 |
2.5% |
0.00 |
| Volume |
35,780 |
38,120 |
2,340 |
6.5% |
147,085 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.10 |
78.95 |
73.50 |
|
| R3 |
77.13 |
75.98 |
72.69 |
|
| R2 |
74.16 |
74.16 |
72.41 |
|
| R1 |
73.01 |
73.01 |
72.14 |
73.59 |
| PP |
71.19 |
71.19 |
71.19 |
71.47 |
| S1 |
70.04 |
70.04 |
71.60 |
70.62 |
| S2 |
68.22 |
68.22 |
71.33 |
|
| S3 |
65.25 |
67.07 |
71.05 |
|
| S4 |
62.28 |
64.10 |
70.24 |
|
|
| 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 |
75.36 |
69.36 |
6.00 |
8.3% |
2.54 |
3.5% |
42% |
False |
True |
33,050 |
| 10 |
76.50 |
69.36 |
7.14 |
9.9% |
2.25 |
3.1% |
35% |
False |
True |
33,512 |
| 20 |
76.50 |
64.96 |
11.54 |
16.1% |
2.20 |
3.1% |
60% |
False |
False |
36,937 |
| 40 |
76.50 |
55.21 |
21.29 |
29.6% |
2.05 |
2.9% |
78% |
False |
False |
29,729 |
| 60 |
76.50 |
54.92 |
21.58 |
30.0% |
2.13 |
3.0% |
79% |
False |
False |
26,184 |
| 80 |
76.50 |
48.00 |
28.50 |
39.7% |
2.22 |
3.1% |
84% |
False |
False |
25,303 |
| 100 |
76.50 |
46.14 |
30.36 |
42.2% |
2.22 |
3.1% |
85% |
False |
False |
24,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.95 |
|
2.618 |
80.11 |
|
1.618 |
77.14 |
|
1.000 |
75.30 |
|
0.618 |
74.17 |
|
HIGH |
72.33 |
|
0.618 |
71.20 |
|
0.500 |
70.85 |
|
0.382 |
70.49 |
|
LOW |
69.36 |
|
0.618 |
67.52 |
|
1.000 |
66.39 |
|
1.618 |
64.55 |
|
2.618 |
61.58 |
|
4.250 |
56.74 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.53 |
72.36 |
| PP |
71.19 |
72.20 |
| S1 |
70.85 |
72.03 |
|