NYMEX Light Sweet Crude Oil Future September 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 |
70.51 |
72.20 |
1.69 |
2.4% |
68.02 |
High |
72.15 |
73.20 |
1.05 |
1.5% |
71.90 |
Low |
70.31 |
71.94 |
1.63 |
2.3% |
66.87 |
Close |
71.65 |
72.89 |
1.24 |
1.7% |
70.24 |
Range |
1.84 |
1.26 |
-0.58 |
-31.5% |
5.03 |
ATR |
2.30 |
2.25 |
-0.05 |
-2.3% |
0.00 |
Volume |
46,508 |
59,407 |
12,899 |
27.7% |
179,172 |
|
Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.46 |
75.93 |
73.58 |
|
R3 |
75.20 |
74.67 |
73.24 |
|
R2 |
73.94 |
73.94 |
73.12 |
|
R1 |
73.41 |
73.41 |
73.01 |
73.68 |
PP |
72.68 |
72.68 |
72.68 |
72.81 |
S1 |
72.15 |
72.15 |
72.77 |
72.42 |
S2 |
71.42 |
71.42 |
72.66 |
|
S3 |
70.16 |
70.89 |
72.54 |
|
S4 |
68.90 |
69.63 |
72.20 |
|
|
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 |
73.20 |
67.89 |
5.31 |
7.3% |
2.27 |
3.1% |
94% |
True |
False |
52,044 |
10 |
73.20 |
64.10 |
9.10 |
12.5% |
2.35 |
3.2% |
97% |
True |
False |
39,287 |
20 |
73.20 |
58.36 |
14.84 |
20.4% |
2.23 |
3.1% |
98% |
True |
False |
31,197 |
40 |
73.20 |
51.96 |
21.24 |
29.1% |
2.05 |
2.8% |
99% |
True |
False |
22,926 |
60 |
73.20 |
50.94 |
22.26 |
30.5% |
2.04 |
2.8% |
99% |
True |
False |
18,755 |
80 |
73.20 |
44.19 |
29.01 |
39.8% |
2.17 |
3.0% |
99% |
True |
False |
16,230 |
100 |
73.20 |
44.19 |
29.01 |
39.8% |
2.11 |
2.9% |
99% |
True |
False |
13,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.56 |
2.618 |
76.50 |
1.618 |
75.24 |
1.000 |
74.46 |
0.618 |
73.98 |
HIGH |
73.20 |
0.618 |
72.72 |
0.500 |
72.57 |
0.382 |
72.42 |
LOW |
71.94 |
0.618 |
71.16 |
1.000 |
70.68 |
1.618 |
69.90 |
2.618 |
68.64 |
4.250 |
66.59 |
|
|
Fisher Pivots for day following 10-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
72.78 |
72.23 |
PP |
72.68 |
71.56 |
S1 |
72.57 |
70.90 |
|