NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
74.06 |
73.02 |
-1.04 |
-1.4% |
71.51 |
| High |
74.06 |
74.71 |
0.65 |
0.9% |
74.06 |
| Low |
72.05 |
72.91 |
0.86 |
1.2% |
70.00 |
| Close |
72.37 |
74.51 |
2.14 |
3.0% |
72.37 |
| Range |
2.01 |
1.80 |
-0.21 |
-10.4% |
4.06 |
| ATR |
1.78 |
1.82 |
0.04 |
2.2% |
0.00 |
| Volume |
9,176 |
3,474 |
-5,702 |
-62.1% |
23,864 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.44 |
78.78 |
75.50 |
|
| R3 |
77.64 |
76.98 |
75.01 |
|
| R2 |
75.84 |
75.84 |
74.84 |
|
| R1 |
75.18 |
75.18 |
74.68 |
75.51 |
| PP |
74.04 |
74.04 |
74.04 |
74.21 |
| S1 |
73.38 |
73.38 |
74.35 |
73.71 |
| S2 |
72.24 |
72.24 |
74.18 |
|
| S3 |
70.44 |
71.58 |
74.02 |
|
| S4 |
68.64 |
69.78 |
73.52 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.32 |
82.41 |
74.60 |
|
| R3 |
80.26 |
78.35 |
73.49 |
|
| R2 |
76.20 |
76.20 |
73.11 |
|
| R1 |
74.29 |
74.29 |
72.74 |
75.25 |
| PP |
72.14 |
72.14 |
72.14 |
72.62 |
| S1 |
70.23 |
70.23 |
72.00 |
71.19 |
| S2 |
68.08 |
68.08 |
71.63 |
|
| S3 |
64.02 |
66.17 |
71.25 |
|
| S4 |
59.96 |
62.11 |
70.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.71 |
70.00 |
4.71 |
6.3% |
1.73 |
2.3% |
96% |
True |
False |
4,673 |
| 10 |
76.42 |
70.00 |
6.42 |
8.6% |
1.75 |
2.3% |
70% |
False |
False |
4,276 |
| 20 |
76.74 |
70.00 |
6.74 |
9.0% |
1.55 |
2.1% |
67% |
False |
False |
3,985 |
| 40 |
76.74 |
59.99 |
16.75 |
22.5% |
1.45 |
1.9% |
87% |
False |
False |
3,183 |
| 60 |
76.74 |
56.18 |
20.56 |
27.6% |
1.28 |
1.7% |
89% |
False |
False |
2,721 |
| 80 |
76.74 |
50.10 |
26.64 |
35.8% |
1.34 |
1.8% |
92% |
False |
False |
2,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.36 |
|
2.618 |
79.42 |
|
1.618 |
77.62 |
|
1.000 |
76.51 |
|
0.618 |
75.82 |
|
HIGH |
74.71 |
|
0.618 |
74.02 |
|
0.500 |
73.81 |
|
0.382 |
73.60 |
|
LOW |
72.91 |
|
0.618 |
71.80 |
|
1.000 |
71.11 |
|
1.618 |
70.00 |
|
2.618 |
68.20 |
|
4.250 |
65.26 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.28 |
74.13 |
| PP |
74.04 |
73.76 |
| S1 |
73.81 |
73.38 |
|