NYMEX Light Sweet Crude Oil Future November 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 |
72.42 |
73.76 |
1.34 |
1.9% |
70.55 |
| High |
73.50 |
74.47 |
0.97 |
1.3% |
72.67 |
| Low |
72.42 |
73.45 |
1.03 |
1.4% |
68.79 |
| Close |
73.21 |
74.24 |
1.03 |
1.4% |
71.90 |
| Range |
1.08 |
1.02 |
-0.06 |
-5.6% |
3.88 |
| ATR |
1.84 |
1.79 |
-0.04 |
-2.2% |
0.00 |
| Volume |
11,688 |
7,680 |
-4,008 |
-34.3% |
56,705 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.11 |
76.70 |
74.80 |
|
| R3 |
76.09 |
75.68 |
74.52 |
|
| R2 |
75.07 |
75.07 |
74.43 |
|
| R1 |
74.66 |
74.66 |
74.33 |
74.87 |
| PP |
74.05 |
74.05 |
74.05 |
74.16 |
| S1 |
73.64 |
73.64 |
74.15 |
73.85 |
| S2 |
73.03 |
73.03 |
74.05 |
|
| S3 |
72.01 |
72.62 |
73.96 |
|
| S4 |
70.99 |
71.60 |
73.68 |
|
|
| 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 |
74.47 |
70.33 |
4.14 |
5.6% |
1.47 |
2.0% |
94% |
True |
False |
12,101 |
| 10 |
74.47 |
65.32 |
9.15 |
12.3% |
1.60 |
2.2% |
97% |
True |
False |
10,633 |
| 20 |
74.47 |
59.95 |
14.52 |
19.6% |
1.64 |
2.2% |
98% |
True |
False |
8,219 |
| 40 |
74.47 |
54.20 |
20.27 |
27.3% |
1.45 |
2.0% |
99% |
True |
False |
6,771 |
| 60 |
74.47 |
52.40 |
22.07 |
29.7% |
1.50 |
2.0% |
99% |
True |
False |
6,240 |
| 80 |
74.47 |
45.87 |
28.60 |
38.5% |
1.58 |
2.1% |
99% |
True |
False |
5,794 |
| 100 |
74.47 |
45.87 |
28.60 |
38.5% |
1.51 |
2.0% |
99% |
True |
False |
5,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.81 |
|
2.618 |
77.14 |
|
1.618 |
76.12 |
|
1.000 |
75.49 |
|
0.618 |
75.10 |
|
HIGH |
74.47 |
|
0.618 |
74.08 |
|
0.500 |
73.96 |
|
0.382 |
73.84 |
|
LOW |
73.45 |
|
0.618 |
72.82 |
|
1.000 |
72.43 |
|
1.618 |
71.80 |
|
2.618 |
70.78 |
|
4.250 |
69.12 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.15 |
73.71 |
| PP |
74.05 |
73.17 |
| S1 |
73.96 |
72.64 |
|