NYMEX Light Sweet Crude Oil Future June 2010
Trading Metrics calculated at close of trading on 14-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
75.19 |
72.22 |
-2.97 |
-3.9% |
71.63 |
High |
76.06 |
73.24 |
-2.82 |
-3.7% |
76.06 |
Low |
72.58 |
72.22 |
-0.36 |
-0.5% |
71.63 |
Close |
73.18 |
73.20 |
0.02 |
0.0% |
73.18 |
Range |
3.48 |
1.02 |
-2.46 |
-70.7% |
4.43 |
ATR |
2.00 |
1.93 |
-0.07 |
-3.5% |
0.00 |
Volume |
11,825 |
12,910 |
1,085 |
9.2% |
56,815 |
|
Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.95 |
75.59 |
73.76 |
|
R3 |
74.93 |
74.57 |
73.48 |
|
R2 |
73.91 |
73.91 |
73.39 |
|
R1 |
73.55 |
73.55 |
73.29 |
73.73 |
PP |
72.89 |
72.89 |
72.89 |
72.98 |
S1 |
72.53 |
72.53 |
73.11 |
72.71 |
S2 |
71.87 |
71.87 |
73.01 |
|
S3 |
70.85 |
71.51 |
72.92 |
|
S4 |
69.83 |
70.49 |
72.64 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.91 |
84.48 |
75.62 |
|
R3 |
82.48 |
80.05 |
74.40 |
|
R2 |
78.05 |
78.05 |
73.99 |
|
R1 |
75.62 |
75.62 |
73.59 |
76.84 |
PP |
73.62 |
73.62 |
73.62 |
74.23 |
S1 |
71.19 |
71.19 |
72.77 |
72.41 |
S2 |
69.19 |
69.19 |
72.37 |
|
S3 |
64.76 |
66.76 |
71.96 |
|
S4 |
60.33 |
62.33 |
70.74 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.58 |
2.618 |
75.91 |
1.618 |
74.89 |
1.000 |
74.26 |
0.618 |
73.87 |
HIGH |
73.24 |
0.618 |
72.85 |
0.500 |
72.73 |
0.382 |
72.61 |
LOW |
72.22 |
0.618 |
71.59 |
1.000 |
71.20 |
1.618 |
70.57 |
2.618 |
69.55 |
4.250 |
67.89 |
|
|
Fisher Pivots for day following 14-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
73.04 |
74.14 |
PP |
72.89 |
73.83 |
S1 |
72.73 |
73.51 |
|