NYMEX Light Sweet Crude Oil Future November 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 |
73.76 |
74.47 |
0.71 |
1.0% |
70.55 |
| High |
74.47 |
75.83 |
1.36 |
1.8% |
72.67 |
| Low |
73.45 |
74.41 |
0.96 |
1.3% |
68.79 |
| Close |
74.24 |
75.55 |
1.31 |
1.8% |
71.90 |
| Range |
1.02 |
1.42 |
0.40 |
39.2% |
3.88 |
| ATR |
1.79 |
1.78 |
-0.01 |
-0.8% |
0.00 |
| Volume |
7,680 |
10,224 |
2,544 |
33.1% |
56,705 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.52 |
78.96 |
76.33 |
|
| R3 |
78.10 |
77.54 |
75.94 |
|
| R2 |
76.68 |
76.68 |
75.81 |
|
| R1 |
76.12 |
76.12 |
75.68 |
76.40 |
| PP |
75.26 |
75.26 |
75.26 |
75.41 |
| S1 |
74.70 |
74.70 |
75.42 |
74.98 |
| S2 |
73.84 |
73.84 |
75.29 |
|
| S3 |
72.42 |
73.28 |
75.16 |
|
| S4 |
71.00 |
71.86 |
74.77 |
|
|
| 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 |
75.83 |
70.81 |
5.02 |
6.6% |
1.29 |
1.7% |
94% |
True |
False |
10,628 |
| 10 |
75.83 |
67.84 |
7.99 |
10.6% |
1.51 |
2.0% |
96% |
True |
False |
10,935 |
| 20 |
75.83 |
59.95 |
15.88 |
21.0% |
1.62 |
2.1% |
98% |
True |
False |
8,382 |
| 40 |
75.83 |
54.20 |
21.63 |
28.6% |
1.47 |
1.9% |
99% |
True |
False |
6,948 |
| 60 |
75.83 |
53.70 |
22.13 |
29.3% |
1.47 |
2.0% |
99% |
True |
False |
6,353 |
| 80 |
75.83 |
45.87 |
29.96 |
39.7% |
1.57 |
2.1% |
99% |
True |
False |
5,864 |
| 100 |
75.83 |
45.87 |
29.96 |
39.7% |
1.51 |
2.0% |
99% |
True |
False |
5,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.87 |
|
2.618 |
79.55 |
|
1.618 |
78.13 |
|
1.000 |
77.25 |
|
0.618 |
76.71 |
|
HIGH |
75.83 |
|
0.618 |
75.29 |
|
0.500 |
75.12 |
|
0.382 |
74.95 |
|
LOW |
74.41 |
|
0.618 |
73.53 |
|
1.000 |
72.99 |
|
1.618 |
72.11 |
|
2.618 |
70.69 |
|
4.250 |
68.38 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.41 |
75.08 |
| PP |
75.26 |
74.60 |
| S1 |
75.12 |
74.13 |
|