NYMEX Light Sweet Crude Oil Future August 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 |
71.27 |
72.18 |
0.91 |
1.3% |
67.23 |
| High |
72.43 |
73.90 |
1.47 |
2.0% |
71.12 |
| Low |
71.14 |
72.05 |
0.91 |
1.3% |
65.92 |
| Close |
72.03 |
73.48 |
1.45 |
2.0% |
69.35 |
| Range |
1.29 |
1.85 |
0.56 |
43.4% |
5.20 |
| ATR |
2.31 |
2.27 |
-0.03 |
-1.3% |
0.00 |
| Volume |
160,956 |
165,200 |
4,244 |
2.6% |
413,068 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.69 |
77.94 |
74.50 |
|
| R3 |
76.84 |
76.09 |
73.99 |
|
| R2 |
74.99 |
74.99 |
73.82 |
|
| R1 |
74.24 |
74.24 |
73.65 |
74.62 |
| PP |
73.14 |
73.14 |
73.14 |
73.33 |
| S1 |
72.39 |
72.39 |
73.31 |
72.77 |
| S2 |
71.29 |
71.29 |
73.14 |
|
| S3 |
69.44 |
70.54 |
72.97 |
|
| S4 |
67.59 |
68.69 |
72.46 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.40 |
82.07 |
72.21 |
|
| R3 |
79.20 |
76.87 |
70.78 |
|
| R2 |
74.00 |
74.00 |
70.30 |
|
| R1 |
71.67 |
71.67 |
69.83 |
72.84 |
| PP |
68.80 |
68.80 |
68.80 |
69.38 |
| S1 |
66.47 |
66.47 |
68.87 |
67.64 |
| S2 |
63.60 |
63.60 |
68.40 |
|
| S3 |
58.40 |
61.27 |
67.92 |
|
| S4 |
53.20 |
56.07 |
66.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.90 |
68.24 |
5.66 |
7.7% |
1.89 |
2.6% |
93% |
True |
False |
132,655 |
| 10 |
73.90 |
65.51 |
8.39 |
11.4% |
2.27 |
3.1% |
95% |
True |
False |
105,616 |
| 20 |
73.90 |
57.52 |
16.38 |
22.3% |
2.28 |
3.1% |
97% |
True |
False |
79,296 |
| 40 |
73.90 |
50.76 |
23.14 |
31.5% |
2.16 |
2.9% |
98% |
True |
False |
54,775 |
| 60 |
73.90 |
50.34 |
23.56 |
32.1% |
2.22 |
3.0% |
98% |
True |
False |
40,544 |
| 80 |
73.90 |
43.34 |
30.56 |
41.6% |
2.28 |
3.1% |
99% |
True |
False |
32,883 |
| 100 |
73.90 |
43.34 |
30.56 |
41.6% |
2.20 |
3.0% |
99% |
True |
False |
27,605 |
| 120 |
73.90 |
43.34 |
30.56 |
41.6% |
2.10 |
2.9% |
99% |
True |
False |
23,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.76 |
|
2.618 |
78.74 |
|
1.618 |
76.89 |
|
1.000 |
75.75 |
|
0.618 |
75.04 |
|
HIGH |
73.90 |
|
0.618 |
73.19 |
|
0.500 |
72.98 |
|
0.382 |
72.76 |
|
LOW |
72.05 |
|
0.618 |
70.91 |
|
1.000 |
70.20 |
|
1.618 |
69.06 |
|
2.618 |
67.21 |
|
4.250 |
64.19 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.31 |
72.86 |
| PP |
73.14 |
72.24 |
| S1 |
72.98 |
71.62 |
|