NYMEX Light Sweet Crude Oil Future January 2010
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 |
73.12 |
72.25 |
-0.87 |
-1.2% |
70.92 |
High |
73.63 |
73.59 |
-0.04 |
-0.1% |
73.82 |
Low |
72.48 |
72.25 |
-0.23 |
-0.3% |
70.00 |
Close |
73.36 |
73.26 |
-0.10 |
-0.1% |
73.36 |
Range |
1.15 |
1.34 |
0.19 |
16.5% |
3.82 |
ATR |
1.68 |
1.66 |
-0.02 |
-1.5% |
0.00 |
Volume |
2,407 |
4,173 |
1,766 |
73.4% |
20,249 |
|
Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.05 |
76.50 |
74.00 |
|
R3 |
75.71 |
75.16 |
73.63 |
|
R2 |
74.37 |
74.37 |
73.51 |
|
R1 |
73.82 |
73.82 |
73.38 |
74.10 |
PP |
73.03 |
73.03 |
73.03 |
73.17 |
S1 |
72.48 |
72.48 |
73.14 |
72.76 |
S2 |
71.69 |
71.69 |
73.01 |
|
S3 |
70.35 |
71.14 |
72.89 |
|
S4 |
69.01 |
69.80 |
72.52 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.85 |
82.43 |
75.46 |
|
R3 |
80.03 |
78.61 |
74.41 |
|
R2 |
76.21 |
76.21 |
74.06 |
|
R1 |
74.79 |
74.79 |
73.71 |
75.50 |
PP |
72.39 |
72.39 |
72.39 |
72.75 |
S1 |
70.97 |
70.97 |
73.01 |
71.68 |
S2 |
68.57 |
68.57 |
72.66 |
|
S3 |
64.75 |
67.15 |
72.31 |
|
S4 |
60.93 |
63.33 |
71.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.82 |
70.00 |
3.82 |
5.2% |
1.57 |
2.1% |
85% |
False |
False |
4,068 |
10 |
73.82 |
63.75 |
10.07 |
13.7% |
1.41 |
1.9% |
94% |
False |
False |
3,776 |
20 |
73.82 |
61.52 |
12.30 |
16.8% |
1.32 |
1.8% |
95% |
False |
False |
2,742 |
40 |
73.82 |
56.18 |
17.64 |
24.1% |
1.21 |
1.6% |
97% |
False |
False |
2,257 |
60 |
73.82 |
51.78 |
22.04 |
30.1% |
1.24 |
1.7% |
97% |
False |
False |
2,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.29 |
2.618 |
77.10 |
1.618 |
75.76 |
1.000 |
74.93 |
0.618 |
74.42 |
HIGH |
73.59 |
0.618 |
73.08 |
0.500 |
72.92 |
0.382 |
72.76 |
LOW |
72.25 |
0.618 |
71.42 |
1.000 |
70.91 |
1.618 |
70.08 |
2.618 |
68.74 |
4.250 |
66.56 |
|
|
Fisher Pivots for day following 08-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
73.15 |
73.18 |
PP |
73.03 |
73.09 |
S1 |
72.92 |
73.01 |
|