NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.88 |
74.05 |
1.17 |
1.6% |
68.55 |
| High |
73.84 |
75.27 |
1.43 |
1.9% |
72.60 |
| Low |
72.75 |
73.55 |
0.80 |
1.1% |
67.85 |
| Close |
73.60 |
74.95 |
1.35 |
1.8% |
71.07 |
| Range |
1.09 |
1.72 |
0.63 |
57.8% |
4.75 |
| ATR |
2.03 |
2.01 |
-0.02 |
-1.1% |
0.00 |
| Volume |
11,102 |
18,068 |
6,966 |
62.7% |
74,078 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.75 |
79.07 |
75.90 |
|
| R3 |
78.03 |
77.35 |
75.42 |
|
| R2 |
76.31 |
76.31 |
75.27 |
|
| R1 |
75.63 |
75.63 |
75.11 |
75.97 |
| PP |
74.59 |
74.59 |
74.59 |
74.76 |
| S1 |
73.91 |
73.91 |
74.79 |
74.25 |
| S2 |
72.87 |
72.87 |
74.63 |
|
| S3 |
71.15 |
72.19 |
74.48 |
|
| S4 |
69.43 |
70.47 |
74.00 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.76 |
82.66 |
73.68 |
|
| R3 |
80.01 |
77.91 |
72.38 |
|
| R2 |
75.26 |
75.26 |
71.94 |
|
| R1 |
73.16 |
73.16 |
71.51 |
74.21 |
| PP |
70.51 |
70.51 |
70.51 |
71.03 |
| S1 |
68.41 |
68.41 |
70.63 |
69.46 |
| S2 |
65.76 |
65.76 |
70.20 |
|
| S3 |
61.01 |
63.66 |
69.76 |
|
| S4 |
56.26 |
58.91 |
68.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.27 |
69.75 |
5.52 |
7.4% |
1.71 |
2.3% |
94% |
True |
False |
15,730 |
| 10 |
75.27 |
67.22 |
8.05 |
10.7% |
1.99 |
2.7% |
96% |
True |
False |
15,271 |
| 20 |
75.27 |
59.20 |
16.07 |
21.4% |
1.97 |
2.6% |
98% |
True |
False |
12,352 |
| 40 |
75.27 |
53.00 |
22.27 |
29.7% |
1.74 |
2.3% |
99% |
True |
False |
10,409 |
| 60 |
75.27 |
53.00 |
22.27 |
29.7% |
1.73 |
2.3% |
99% |
True |
False |
9,258 |
| 80 |
75.27 |
45.06 |
30.21 |
40.3% |
1.74 |
2.3% |
99% |
True |
False |
8,320 |
| 100 |
75.27 |
45.06 |
30.21 |
40.3% |
1.67 |
2.2% |
99% |
True |
False |
7,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.58 |
|
2.618 |
79.77 |
|
1.618 |
78.05 |
|
1.000 |
76.99 |
|
0.618 |
76.33 |
|
HIGH |
75.27 |
|
0.618 |
74.61 |
|
0.500 |
74.41 |
|
0.382 |
74.21 |
|
LOW |
73.55 |
|
0.618 |
72.49 |
|
1.000 |
71.83 |
|
1.618 |
70.77 |
|
2.618 |
69.05 |
|
4.250 |
66.24 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.77 |
74.41 |
| PP |
74.59 |
73.87 |
| S1 |
74.41 |
73.33 |
|