NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
73.03 |
71.87 |
-1.16 |
-1.6% |
72.96 |
| High |
73.91 |
74.50 |
0.59 |
0.8% |
73.91 |
| Low |
71.57 |
71.30 |
-0.27 |
-0.4% |
69.36 |
| Close |
71.92 |
74.12 |
2.20 |
3.1% |
71.92 |
| Range |
2.34 |
3.20 |
0.86 |
36.8% |
4.55 |
| ATR |
2.23 |
2.30 |
0.07 |
3.1% |
0.00 |
| Volume |
45,751 |
23,563 |
-22,188 |
-48.5% |
175,161 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.91 |
81.71 |
75.88 |
|
| R3 |
79.71 |
78.51 |
75.00 |
|
| R2 |
76.51 |
76.51 |
74.71 |
|
| R1 |
75.31 |
75.31 |
74.41 |
75.91 |
| PP |
73.31 |
73.31 |
73.31 |
73.61 |
| S1 |
72.11 |
72.11 |
73.83 |
72.71 |
| S2 |
70.11 |
70.11 |
73.53 |
|
| S3 |
66.91 |
68.91 |
73.24 |
|
| S4 |
63.71 |
65.71 |
72.36 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.38 |
83.20 |
74.42 |
|
| R3 |
80.83 |
78.65 |
73.17 |
|
| R2 |
76.28 |
76.28 |
72.75 |
|
| R1 |
74.10 |
74.10 |
72.34 |
72.92 |
| PP |
71.73 |
71.73 |
71.73 |
71.14 |
| S1 |
69.55 |
69.55 |
71.50 |
68.37 |
| S2 |
67.18 |
67.18 |
71.09 |
|
| S3 |
62.63 |
65.00 |
70.67 |
|
| S4 |
58.08 |
60.45 |
69.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.50 |
69.36 |
5.14 |
6.9% |
2.50 |
3.4% |
93% |
True |
False |
32,588 |
| 10 |
76.02 |
69.36 |
6.66 |
9.0% |
2.50 |
3.4% |
71% |
False |
False |
31,497 |
| 20 |
76.50 |
69.35 |
7.15 |
9.6% |
2.27 |
3.1% |
67% |
False |
False |
36,237 |
| 40 |
76.50 |
59.30 |
17.20 |
23.2% |
2.09 |
2.8% |
86% |
False |
False |
31,129 |
| 60 |
76.50 |
54.92 |
21.58 |
29.1% |
2.11 |
2.8% |
89% |
False |
False |
26,704 |
| 80 |
76.50 |
49.46 |
27.04 |
36.5% |
2.20 |
3.0% |
91% |
False |
False |
25,764 |
| 100 |
76.50 |
46.14 |
30.36 |
41.0% |
2.25 |
3.0% |
92% |
False |
False |
24,910 |
| 120 |
76.50 |
46.14 |
30.36 |
41.0% |
2.28 |
3.1% |
92% |
False |
False |
23,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.10 |
|
2.618 |
82.88 |
|
1.618 |
79.68 |
|
1.000 |
77.70 |
|
0.618 |
76.48 |
|
HIGH |
74.50 |
|
0.618 |
73.28 |
|
0.500 |
72.90 |
|
0.382 |
72.52 |
|
LOW |
71.30 |
|
0.618 |
69.32 |
|
1.000 |
68.10 |
|
1.618 |
66.12 |
|
2.618 |
62.92 |
|
4.250 |
57.70 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.71 |
73.71 |
| PP |
73.31 |
73.29 |
| S1 |
72.90 |
72.88 |
|