NYMEX Light Sweet Crude Oil Future November 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 |
71.05 |
72.42 |
1.37 |
1.9% |
70.55 |
High |
72.31 |
73.50 |
1.19 |
1.6% |
72.67 |
Low |
70.81 |
72.42 |
1.61 |
2.3% |
68.79 |
Close |
71.76 |
73.21 |
1.45 |
2.0% |
71.90 |
Range |
1.50 |
1.08 |
-0.42 |
-28.0% |
3.88 |
ATR |
1.84 |
1.84 |
-0.01 |
-0.4% |
0.00 |
Volume |
13,417 |
11,688 |
-1,729 |
-12.9% |
56,705 |
|
Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.28 |
75.83 |
73.80 |
|
R3 |
75.20 |
74.75 |
73.51 |
|
R2 |
74.12 |
74.12 |
73.41 |
|
R1 |
73.67 |
73.67 |
73.31 |
73.90 |
PP |
73.04 |
73.04 |
73.04 |
73.16 |
S1 |
72.59 |
72.59 |
73.11 |
72.82 |
S2 |
71.96 |
71.96 |
73.01 |
|
S3 |
70.88 |
71.51 |
72.91 |
|
S4 |
69.80 |
70.43 |
72.62 |
|
|
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 |
73.50 |
68.79 |
4.71 |
6.4% |
1.78 |
2.4% |
94% |
True |
False |
12,368 |
10 |
73.50 |
64.70 |
8.80 |
12.0% |
1.62 |
2.2% |
97% |
True |
False |
10,673 |
20 |
73.50 |
59.95 |
13.55 |
18.5% |
1.66 |
2.3% |
98% |
True |
False |
8,095 |
40 |
73.50 |
54.20 |
19.30 |
26.4% |
1.45 |
2.0% |
98% |
True |
False |
6,664 |
60 |
73.50 |
50.25 |
23.25 |
31.8% |
1.52 |
2.1% |
99% |
True |
False |
6,151 |
80 |
73.50 |
45.87 |
27.63 |
37.7% |
1.58 |
2.2% |
99% |
True |
False |
5,751 |
100 |
73.50 |
45.87 |
27.63 |
37.7% |
1.52 |
2.1% |
99% |
True |
False |
5,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.09 |
2.618 |
76.33 |
1.618 |
75.25 |
1.000 |
74.58 |
0.618 |
74.17 |
HIGH |
73.50 |
0.618 |
73.09 |
0.500 |
72.96 |
0.382 |
72.83 |
LOW |
72.42 |
0.618 |
71.75 |
1.000 |
71.34 |
1.618 |
70.67 |
2.618 |
69.59 |
4.250 |
67.83 |
|
|
Fisher Pivots for day following 09-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
73.13 |
72.86 |
PP |
73.04 |
72.51 |
S1 |
72.96 |
72.16 |
|