NYMEX Light Sweet Crude Oil Future January 2010
| 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 |
73.02 |
75.49 |
2.47 |
3.4% |
71.51 |
| High |
74.71 |
75.49 |
0.78 |
1.0% |
74.06 |
| Low |
72.91 |
72.25 |
-0.66 |
-0.9% |
70.00 |
| Close |
74.51 |
73.13 |
-1.38 |
-1.9% |
72.37 |
| Range |
1.80 |
3.24 |
1.44 |
80.0% |
4.06 |
| ATR |
1.82 |
1.92 |
0.10 |
5.6% |
0.00 |
| Volume |
3,474 |
6,291 |
2,817 |
81.1% |
23,864 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.34 |
81.48 |
74.91 |
|
| R3 |
80.10 |
78.24 |
74.02 |
|
| R2 |
76.86 |
76.86 |
73.72 |
|
| R1 |
75.00 |
75.00 |
73.43 |
74.31 |
| PP |
73.62 |
73.62 |
73.62 |
73.28 |
| S1 |
71.76 |
71.76 |
72.83 |
71.07 |
| S2 |
70.38 |
70.38 |
72.54 |
|
| S3 |
67.14 |
68.52 |
72.24 |
|
| S4 |
63.90 |
65.28 |
71.35 |
|
|
| 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 |
75.49 |
71.69 |
3.80 |
5.2% |
1.92 |
2.6% |
38% |
True |
False |
5,045 |
| 10 |
75.49 |
70.00 |
5.49 |
7.5% |
1.84 |
2.5% |
57% |
True |
False |
4,503 |
| 20 |
76.74 |
70.00 |
6.74 |
9.2% |
1.64 |
2.2% |
46% |
False |
False |
4,181 |
| 40 |
76.74 |
61.41 |
15.33 |
21.0% |
1.47 |
2.0% |
76% |
False |
False |
3,288 |
| 60 |
76.74 |
56.18 |
20.56 |
28.1% |
1.31 |
1.8% |
82% |
False |
False |
2,797 |
| 80 |
76.74 |
50.10 |
26.64 |
36.4% |
1.37 |
1.9% |
86% |
False |
False |
2,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.26 |
|
2.618 |
83.97 |
|
1.618 |
80.73 |
|
1.000 |
78.73 |
|
0.618 |
77.49 |
|
HIGH |
75.49 |
|
0.618 |
74.25 |
|
0.500 |
73.87 |
|
0.382 |
73.49 |
|
LOW |
72.25 |
|
0.618 |
70.25 |
|
1.000 |
69.01 |
|
1.618 |
67.01 |
|
2.618 |
63.77 |
|
4.250 |
58.48 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.87 |
73.77 |
| PP |
73.62 |
73.56 |
| S1 |
73.38 |
73.34 |
|