NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 10-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
69.58 |
71.27 |
1.69 |
2.4% |
67.23 |
High |
71.34 |
72.43 |
1.09 |
1.5% |
71.12 |
Low |
69.33 |
71.14 |
1.81 |
2.6% |
65.92 |
Close |
70.74 |
72.03 |
1.29 |
1.8% |
69.35 |
Range |
2.01 |
1.29 |
-0.72 |
-35.8% |
5.20 |
ATR |
2.35 |
2.31 |
-0.05 |
-2.0% |
0.00 |
Volume |
127,876 |
160,956 |
33,080 |
25.9% |
413,068 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.74 |
75.17 |
72.74 |
|
R3 |
74.45 |
73.88 |
72.38 |
|
R2 |
73.16 |
73.16 |
72.27 |
|
R1 |
72.59 |
72.59 |
72.15 |
72.88 |
PP |
71.87 |
71.87 |
71.87 |
72.01 |
S1 |
71.30 |
71.30 |
71.91 |
71.59 |
S2 |
70.58 |
70.58 |
71.79 |
|
S3 |
69.29 |
70.01 |
71.68 |
|
S4 |
68.00 |
68.72 |
71.32 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.40 |
82.07 |
72.21 |
|
R3 |
79.20 |
76.87 |
70.78 |
|
R2 |
74.00 |
74.00 |
70.30 |
|
R1 |
71.67 |
71.67 |
69.83 |
72.84 |
PP |
68.80 |
68.80 |
68.80 |
69.38 |
S1 |
66.47 |
66.47 |
68.87 |
67.64 |
S2 |
63.60 |
63.60 |
68.40 |
|
S3 |
58.40 |
61.27 |
67.92 |
|
S4 |
53.20 |
56.07 |
66.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.43 |
66.89 |
5.54 |
7.7% |
2.23 |
3.1% |
93% |
True |
False |
121,285 |
10 |
72.43 |
63.49 |
8.94 |
12.4% |
2.36 |
3.3% |
96% |
True |
False |
95,508 |
20 |
72.43 |
57.52 |
14.91 |
20.7% |
2.29 |
3.2% |
97% |
True |
False |
73,474 |
40 |
72.43 |
50.76 |
21.67 |
30.1% |
2.16 |
3.0% |
98% |
True |
False |
51,085 |
60 |
72.43 |
48.06 |
24.37 |
33.8% |
2.24 |
3.1% |
98% |
True |
False |
37,890 |
80 |
72.43 |
43.34 |
29.09 |
40.4% |
2.27 |
3.2% |
99% |
True |
False |
30,931 |
100 |
72.43 |
43.34 |
29.09 |
40.4% |
2.22 |
3.1% |
99% |
True |
False |
26,003 |
120 |
72.43 |
43.34 |
29.09 |
40.4% |
2.10 |
2.9% |
99% |
True |
False |
22,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.91 |
2.618 |
75.81 |
1.618 |
74.52 |
1.000 |
73.72 |
0.618 |
73.23 |
HIGH |
72.43 |
0.618 |
71.94 |
0.500 |
71.79 |
0.382 |
71.63 |
LOW |
71.14 |
0.618 |
70.34 |
1.000 |
69.85 |
1.618 |
69.05 |
2.618 |
67.76 |
4.250 |
65.66 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.95 |
71.47 |
PP |
71.87 |
70.90 |
S1 |
71.79 |
70.34 |
|