NYMEX Light Sweet Crude Oil Future September 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 |
72.20 |
72.93 |
0.73 |
1.0% |
68.02 |
| High |
73.20 |
74.66 |
1.46 |
2.0% |
71.90 |
| Low |
71.94 |
72.89 |
0.95 |
1.3% |
66.87 |
| Close |
72.89 |
74.31 |
1.42 |
1.9% |
70.24 |
| Range |
1.26 |
1.77 |
0.51 |
40.5% |
5.03 |
| ATR |
2.25 |
2.21 |
-0.03 |
-1.5% |
0.00 |
| Volume |
59,407 |
67,476 |
8,069 |
13.6% |
179,172 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.26 |
78.56 |
75.28 |
|
| R3 |
77.49 |
76.79 |
74.80 |
|
| R2 |
75.72 |
75.72 |
74.63 |
|
| R1 |
75.02 |
75.02 |
74.47 |
75.37 |
| PP |
73.95 |
73.95 |
73.95 |
74.13 |
| S1 |
73.25 |
73.25 |
74.15 |
73.60 |
| S2 |
72.18 |
72.18 |
73.99 |
|
| S3 |
70.41 |
71.48 |
73.82 |
|
| S4 |
68.64 |
69.71 |
73.34 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.76 |
82.53 |
73.01 |
|
| R3 |
79.73 |
77.50 |
71.62 |
|
| R2 |
74.70 |
74.70 |
71.16 |
|
| R1 |
72.47 |
72.47 |
70.70 |
73.59 |
| PP |
69.67 |
69.67 |
69.67 |
70.23 |
| S1 |
67.44 |
67.44 |
69.78 |
68.56 |
| S2 |
64.64 |
64.64 |
69.32 |
|
| S3 |
59.61 |
62.41 |
68.86 |
|
| S4 |
54.58 |
57.38 |
67.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.66 |
68.60 |
6.06 |
8.2% |
1.95 |
2.6% |
94% |
True |
False |
53,911 |
| 10 |
74.66 |
66.22 |
8.44 |
11.4% |
2.25 |
3.0% |
96% |
True |
False |
43,780 |
| 20 |
74.66 |
58.36 |
16.30 |
21.9% |
2.22 |
3.0% |
98% |
True |
False |
33,390 |
| 40 |
74.66 |
51.96 |
22.70 |
30.5% |
2.06 |
2.8% |
98% |
True |
False |
24,367 |
| 60 |
74.66 |
51.96 |
22.70 |
30.5% |
2.02 |
2.7% |
98% |
True |
False |
19,739 |
| 80 |
74.66 |
44.19 |
30.47 |
41.0% |
2.14 |
2.9% |
99% |
True |
False |
16,946 |
| 100 |
74.66 |
44.19 |
30.47 |
41.0% |
2.11 |
2.8% |
99% |
True |
False |
14,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.18 |
|
2.618 |
79.29 |
|
1.618 |
77.52 |
|
1.000 |
76.43 |
|
0.618 |
75.75 |
|
HIGH |
74.66 |
|
0.618 |
73.98 |
|
0.500 |
73.78 |
|
0.382 |
73.57 |
|
LOW |
72.89 |
|
0.618 |
71.80 |
|
1.000 |
71.12 |
|
1.618 |
70.03 |
|
2.618 |
68.26 |
|
4.250 |
65.37 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.13 |
73.70 |
| PP |
73.95 |
73.09 |
| S1 |
73.78 |
72.49 |
|