NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 09-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
69.86 |
70.51 |
0.65 |
0.9% |
68.02 |
High |
70.77 |
72.15 |
1.38 |
1.9% |
71.90 |
Low |
68.60 |
70.31 |
1.71 |
2.5% |
66.87 |
Close |
70.02 |
71.65 |
1.63 |
2.3% |
70.24 |
Range |
2.17 |
1.84 |
-0.33 |
-15.2% |
5.03 |
ATR |
2.31 |
2.30 |
-0.01 |
-0.6% |
0.00 |
Volume |
52,540 |
46,508 |
-6,032 |
-11.5% |
179,172 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.89 |
76.11 |
72.66 |
|
R3 |
75.05 |
74.27 |
72.16 |
|
R2 |
73.21 |
73.21 |
71.99 |
|
R1 |
72.43 |
72.43 |
71.82 |
72.82 |
PP |
71.37 |
71.37 |
71.37 |
71.57 |
S1 |
70.59 |
70.59 |
71.48 |
70.98 |
S2 |
69.53 |
69.53 |
71.31 |
|
S3 |
67.69 |
68.75 |
71.14 |
|
S4 |
65.85 |
66.91 |
70.64 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.76 |
82.53 |
73.01 |
|
R3 |
79.73 |
77.50 |
71.62 |
|
R2 |
74.70 |
74.70 |
71.16 |
|
R1 |
72.47 |
72.47 |
70.70 |
73.59 |
PP |
69.67 |
69.67 |
69.67 |
70.23 |
S1 |
67.44 |
67.44 |
69.78 |
68.56 |
S2 |
64.64 |
64.64 |
69.32 |
|
S3 |
59.61 |
62.41 |
68.86 |
|
S4 |
54.58 |
57.38 |
67.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.15 |
66.87 |
5.28 |
7.4% |
2.77 |
3.9% |
91% |
True |
False |
46,839 |
10 |
72.15 |
63.44 |
8.71 |
12.2% |
2.38 |
3.3% |
94% |
True |
False |
36,553 |
20 |
72.15 |
58.36 |
13.79 |
19.2% |
2.26 |
3.2% |
96% |
True |
False |
28,981 |
40 |
72.15 |
51.96 |
20.19 |
28.2% |
2.05 |
2.9% |
98% |
True |
False |
21,684 |
60 |
72.15 |
48.78 |
23.37 |
32.6% |
2.07 |
2.9% |
98% |
True |
False |
17,868 |
80 |
72.15 |
44.19 |
27.96 |
39.0% |
2.18 |
3.0% |
98% |
True |
False |
15,565 |
100 |
72.15 |
44.19 |
27.96 |
39.0% |
2.13 |
3.0% |
98% |
True |
False |
13,336 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.97 |
2.618 |
76.97 |
1.618 |
75.13 |
1.000 |
73.99 |
0.618 |
73.29 |
HIGH |
72.15 |
0.618 |
71.45 |
0.500 |
71.23 |
0.382 |
71.01 |
LOW |
70.31 |
0.618 |
69.17 |
1.000 |
68.47 |
1.618 |
67.33 |
2.618 |
65.49 |
4.250 |
62.49 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.51 |
71.23 |
PP |
71.37 |
70.80 |
S1 |
71.23 |
70.38 |
|