NYMEX Light Sweet Crude Oil Future July 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 |
67.71 |
68.69 |
0.98 |
1.4% |
66.48 |
| High |
68.95 |
70.69 |
1.74 |
2.5% |
70.32 |
| Low |
67.31 |
68.43 |
1.12 |
1.7% |
64.95 |
| Close |
68.09 |
70.01 |
1.92 |
2.8% |
68.44 |
| Range |
1.64 |
2.26 |
0.62 |
37.8% |
5.37 |
| ATR |
2.45 |
2.46 |
0.01 |
0.4% |
0.00 |
| Volume |
292,567 |
289,278 |
-3,289 |
-1.1% |
1,389,350 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.49 |
75.51 |
71.25 |
|
| R3 |
74.23 |
73.25 |
70.63 |
|
| R2 |
71.97 |
71.97 |
70.42 |
|
| R1 |
70.99 |
70.99 |
70.22 |
71.48 |
| PP |
69.71 |
69.71 |
69.71 |
69.96 |
| S1 |
68.73 |
68.73 |
69.80 |
69.22 |
| S2 |
67.45 |
67.45 |
69.60 |
|
| S3 |
65.19 |
66.47 |
69.39 |
|
| S4 |
62.93 |
64.21 |
68.77 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.01 |
81.60 |
71.39 |
|
| R3 |
78.64 |
76.23 |
69.92 |
|
| R2 |
73.27 |
73.27 |
69.42 |
|
| R1 |
70.86 |
70.86 |
68.93 |
72.07 |
| PP |
67.90 |
67.90 |
67.90 |
68.51 |
| S1 |
65.49 |
65.49 |
67.95 |
66.70 |
| S2 |
62.53 |
62.53 |
67.46 |
|
| S3 |
57.16 |
60.12 |
66.96 |
|
| S4 |
51.79 |
54.75 |
65.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.69 |
64.95 |
5.74 |
8.2% |
2.87 |
4.1% |
88% |
True |
False |
295,149 |
| 10 |
70.69 |
62.19 |
8.50 |
12.1% |
2.46 |
3.5% |
92% |
True |
False |
278,164 |
| 20 |
70.69 |
56.74 |
13.95 |
19.9% |
2.42 |
3.5% |
95% |
True |
False |
237,470 |
| 40 |
70.69 |
49.07 |
21.62 |
30.9% |
2.30 |
3.3% |
97% |
True |
False |
163,973 |
| 60 |
70.69 |
47.02 |
23.67 |
33.8% |
2.42 |
3.5% |
97% |
True |
False |
120,233 |
| 80 |
70.69 |
42.19 |
28.50 |
40.7% |
2.51 |
3.6% |
98% |
True |
False |
94,962 |
| 100 |
70.69 |
42.19 |
28.50 |
40.7% |
2.48 |
3.5% |
98% |
True |
False |
78,549 |
| 120 |
70.69 |
42.19 |
28.50 |
40.7% |
2.58 |
3.7% |
98% |
True |
False |
66,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.30 |
|
2.618 |
76.61 |
|
1.618 |
74.35 |
|
1.000 |
72.95 |
|
0.618 |
72.09 |
|
HIGH |
70.69 |
|
0.618 |
69.83 |
|
0.500 |
69.56 |
|
0.382 |
69.29 |
|
LOW |
68.43 |
|
0.618 |
67.03 |
|
1.000 |
66.17 |
|
1.618 |
64.77 |
|
2.618 |
62.51 |
|
4.250 |
58.83 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.86 |
69.67 |
| PP |
69.71 |
69.34 |
| S1 |
69.56 |
69.00 |
|