NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 08-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
72.50 |
71.05 |
-1.45 |
-2.0% |
70.55 |
High |
72.50 |
72.31 |
-0.19 |
-0.3% |
72.67 |
Low |
71.08 |
70.81 |
-0.27 |
-0.4% |
68.79 |
Close |
71.90 |
71.76 |
-0.14 |
-0.2% |
71.90 |
Range |
1.42 |
1.50 |
0.08 |
5.6% |
3.88 |
ATR |
1.87 |
1.84 |
-0.03 |
-1.4% |
0.00 |
Volume |
10,134 |
13,417 |
3,283 |
32.4% |
56,705 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.13 |
75.44 |
72.59 |
|
R3 |
74.63 |
73.94 |
72.17 |
|
R2 |
73.13 |
73.13 |
72.04 |
|
R1 |
72.44 |
72.44 |
71.90 |
72.79 |
PP |
71.63 |
71.63 |
71.63 |
71.80 |
S1 |
70.94 |
70.94 |
71.62 |
71.29 |
S2 |
70.13 |
70.13 |
71.49 |
|
S3 |
68.63 |
69.44 |
71.35 |
|
S4 |
67.13 |
67.94 |
70.94 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.76 |
81.21 |
74.03 |
|
R3 |
78.88 |
77.33 |
72.97 |
|
R2 |
75.00 |
75.00 |
72.61 |
|
R1 |
73.45 |
73.45 |
72.26 |
74.23 |
PP |
71.12 |
71.12 |
71.12 |
71.51 |
S1 |
69.57 |
69.57 |
71.54 |
70.35 |
S2 |
67.24 |
67.24 |
71.19 |
|
S3 |
63.36 |
65.69 |
70.83 |
|
S4 |
59.48 |
61.81 |
69.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.67 |
68.79 |
3.88 |
5.4% |
1.87 |
2.6% |
77% |
False |
False |
11,866 |
10 |
72.67 |
62.36 |
10.31 |
14.4% |
1.74 |
2.4% |
91% |
False |
False |
10,123 |
20 |
72.67 |
59.95 |
12.72 |
17.7% |
1.66 |
2.3% |
93% |
False |
False |
7,919 |
40 |
72.67 |
54.20 |
18.47 |
25.7% |
1.48 |
2.1% |
95% |
False |
False |
6,544 |
60 |
72.67 |
50.25 |
22.42 |
31.2% |
1.52 |
2.1% |
96% |
False |
False |
6,008 |
80 |
72.67 |
45.87 |
26.80 |
37.3% |
1.58 |
2.2% |
97% |
False |
False |
5,635 |
100 |
72.67 |
45.87 |
26.80 |
37.3% |
1.52 |
2.1% |
97% |
False |
False |
5,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.69 |
2.618 |
76.24 |
1.618 |
74.74 |
1.000 |
73.81 |
0.618 |
73.24 |
HIGH |
72.31 |
0.618 |
71.74 |
0.500 |
71.56 |
0.382 |
71.38 |
LOW |
70.81 |
0.618 |
69.88 |
1.000 |
69.31 |
1.618 |
68.38 |
2.618 |
66.88 |
4.250 |
64.44 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.69 |
71.67 |
PP |
71.63 |
71.59 |
S1 |
71.56 |
71.50 |
|