NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.87 |
74.05 |
2.18 |
3.0% |
72.96 |
| High |
74.50 |
75.85 |
1.35 |
1.8% |
73.91 |
| Low |
71.30 |
71.74 |
0.44 |
0.6% |
69.36 |
| Close |
74.12 |
72.71 |
-1.41 |
-1.9% |
71.92 |
| Range |
3.20 |
4.11 |
0.91 |
28.4% |
4.55 |
| ATR |
2.30 |
2.43 |
0.13 |
5.6% |
0.00 |
| Volume |
23,563 |
25,611 |
2,048 |
8.7% |
175,161 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.76 |
83.35 |
74.97 |
|
| R3 |
81.65 |
79.24 |
73.84 |
|
| R2 |
77.54 |
77.54 |
73.46 |
|
| R1 |
75.13 |
75.13 |
73.09 |
74.28 |
| PP |
73.43 |
73.43 |
73.43 |
73.01 |
| S1 |
71.02 |
71.02 |
72.33 |
70.17 |
| S2 |
69.32 |
69.32 |
71.96 |
|
| S3 |
65.21 |
66.91 |
71.58 |
|
| S4 |
61.10 |
62.80 |
70.45 |
|
|
| 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 |
75.85 |
70.72 |
5.13 |
7.1% |
2.73 |
3.8% |
39% |
True |
False |
30,087 |
| 10 |
75.85 |
69.36 |
6.49 |
8.9% |
2.63 |
3.6% |
52% |
True |
False |
31,568 |
| 20 |
76.50 |
69.35 |
7.15 |
9.8% |
2.39 |
3.3% |
47% |
False |
False |
36,011 |
| 40 |
76.50 |
60.51 |
15.99 |
22.0% |
2.14 |
2.9% |
76% |
False |
False |
31,200 |
| 60 |
76.50 |
54.92 |
21.58 |
29.7% |
2.14 |
2.9% |
82% |
False |
False |
26,710 |
| 80 |
76.50 |
49.46 |
27.04 |
37.2% |
2.23 |
3.1% |
86% |
False |
False |
25,826 |
| 100 |
76.50 |
46.14 |
30.36 |
41.8% |
2.28 |
3.1% |
88% |
False |
False |
25,024 |
| 120 |
76.50 |
46.14 |
30.36 |
41.8% |
2.28 |
3.1% |
88% |
False |
False |
23,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.32 |
|
2.618 |
86.61 |
|
1.618 |
82.50 |
|
1.000 |
79.96 |
|
0.618 |
78.39 |
|
HIGH |
75.85 |
|
0.618 |
74.28 |
|
0.500 |
73.80 |
|
0.382 |
73.31 |
|
LOW |
71.74 |
|
0.618 |
69.20 |
|
1.000 |
67.63 |
|
1.618 |
65.09 |
|
2.618 |
60.98 |
|
4.250 |
54.27 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.80 |
73.58 |
| PP |
73.43 |
73.29 |
| S1 |
73.07 |
73.00 |
|