NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.93 |
73.91 |
0.98 |
1.3% |
69.86 |
| High |
74.66 |
74.21 |
-0.45 |
-0.6% |
74.66 |
| Low |
72.89 |
72.44 |
-0.45 |
-0.6% |
68.60 |
| Close |
74.31 |
73.56 |
-0.75 |
-1.0% |
73.56 |
| Range |
1.77 |
1.77 |
0.00 |
0.0% |
6.06 |
| ATR |
2.21 |
2.19 |
-0.02 |
-1.1% |
0.00 |
| Volume |
67,476 |
64,259 |
-3,217 |
-4.8% |
290,190 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.71 |
77.91 |
74.53 |
|
| R3 |
76.94 |
76.14 |
74.05 |
|
| R2 |
75.17 |
75.17 |
73.88 |
|
| R1 |
74.37 |
74.37 |
73.72 |
73.89 |
| PP |
73.40 |
73.40 |
73.40 |
73.16 |
| S1 |
72.60 |
72.60 |
73.40 |
72.12 |
| S2 |
71.63 |
71.63 |
73.24 |
|
| S3 |
69.86 |
70.83 |
73.07 |
|
| S4 |
68.09 |
69.06 |
72.59 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.45 |
88.07 |
76.89 |
|
| R3 |
84.39 |
82.01 |
75.23 |
|
| R2 |
78.33 |
78.33 |
74.67 |
|
| R1 |
75.95 |
75.95 |
74.12 |
77.14 |
| PP |
72.27 |
72.27 |
72.27 |
72.87 |
| S1 |
69.89 |
69.89 |
73.00 |
71.08 |
| S2 |
66.21 |
66.21 |
72.45 |
|
| S3 |
60.15 |
63.83 |
71.89 |
|
| S4 |
54.09 |
57.77 |
70.23 |
|
|
| 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% |
1.76 |
2.4% |
82% |
False |
False |
58,038 |
| 10 |
74.66 |
66.87 |
7.79 |
10.6% |
2.25 |
3.1% |
86% |
False |
False |
46,936 |
| 20 |
74.66 |
58.36 |
16.30 |
22.2% |
2.20 |
3.0% |
93% |
False |
False |
35,430 |
| 40 |
74.66 |
51.96 |
22.70 |
30.9% |
2.08 |
2.8% |
95% |
False |
False |
25,785 |
| 60 |
74.66 |
51.96 |
22.70 |
30.9% |
2.00 |
2.7% |
95% |
False |
False |
20,600 |
| 80 |
74.66 |
44.19 |
30.47 |
41.4% |
2.14 |
2.9% |
96% |
False |
False |
17,647 |
| 100 |
74.66 |
44.19 |
30.47 |
41.4% |
2.11 |
2.9% |
96% |
False |
False |
15,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.73 |
|
2.618 |
78.84 |
|
1.618 |
77.07 |
|
1.000 |
75.98 |
|
0.618 |
75.30 |
|
HIGH |
74.21 |
|
0.618 |
73.53 |
|
0.500 |
73.33 |
|
0.382 |
73.12 |
|
LOW |
72.44 |
|
0.618 |
71.35 |
|
1.000 |
70.67 |
|
1.618 |
69.58 |
|
2.618 |
67.81 |
|
4.250 |
64.92 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.48 |
73.47 |
| PP |
73.40 |
73.39 |
| S1 |
73.33 |
73.30 |
|