NYMEX Light Sweet Crude Oil Future October 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 |
70.64 |
71.43 |
0.79 |
1.1% |
68.55 |
| High |
71.60 |
72.84 |
1.24 |
1.7% |
72.60 |
| Low |
69.75 |
71.38 |
1.63 |
2.3% |
67.85 |
| Close |
70.90 |
72.45 |
1.55 |
2.2% |
71.07 |
| Range |
1.85 |
1.46 |
-0.39 |
-21.1% |
4.75 |
| ATR |
2.09 |
2.08 |
-0.01 |
-0.5% |
0.00 |
| Volume |
18,681 |
16,216 |
-2,465 |
-13.2% |
74,078 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.60 |
75.99 |
73.25 |
|
| R3 |
75.14 |
74.53 |
72.85 |
|
| R2 |
73.68 |
73.68 |
72.72 |
|
| R1 |
73.07 |
73.07 |
72.58 |
73.38 |
| PP |
72.22 |
72.22 |
72.22 |
72.38 |
| S1 |
71.61 |
71.61 |
72.32 |
71.92 |
| S2 |
70.76 |
70.76 |
72.18 |
|
| S3 |
69.30 |
70.15 |
72.05 |
|
| S4 |
67.84 |
68.69 |
71.65 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.76 |
82.66 |
73.68 |
|
| R3 |
80.01 |
77.91 |
72.38 |
|
| R2 |
75.26 |
75.26 |
71.94 |
|
| R1 |
73.16 |
73.16 |
71.51 |
74.21 |
| PP |
70.51 |
70.51 |
70.51 |
71.03 |
| S1 |
68.41 |
68.41 |
70.63 |
69.46 |
| S2 |
65.76 |
65.76 |
70.20 |
|
| S3 |
61.01 |
63.66 |
69.76 |
|
| S4 |
56.26 |
58.91 |
68.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.84 |
67.85 |
4.99 |
6.9% |
2.46 |
3.4% |
92% |
True |
False |
17,570 |
| 10 |
72.84 |
63.92 |
8.92 |
12.3% |
2.14 |
2.9% |
96% |
True |
False |
14,915 |
| 20 |
72.84 |
59.20 |
13.64 |
18.8% |
2.00 |
2.8% |
97% |
True |
False |
11,699 |
| 40 |
72.84 |
53.00 |
19.84 |
27.4% |
1.74 |
2.4% |
98% |
True |
False |
9,958 |
| 60 |
72.84 |
49.73 |
23.11 |
31.9% |
1.75 |
2.4% |
98% |
True |
False |
8,919 |
| 80 |
72.84 |
45.06 |
27.78 |
38.3% |
1.74 |
2.4% |
99% |
True |
False |
8,113 |
| 100 |
72.84 |
45.06 |
27.78 |
38.3% |
1.68 |
2.3% |
99% |
True |
False |
7,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.05 |
|
2.618 |
76.66 |
|
1.618 |
75.20 |
|
1.000 |
74.30 |
|
0.618 |
73.74 |
|
HIGH |
72.84 |
|
0.618 |
72.28 |
|
0.500 |
72.11 |
|
0.382 |
71.94 |
|
LOW |
71.38 |
|
0.618 |
70.48 |
|
1.000 |
69.92 |
|
1.618 |
69.02 |
|
2.618 |
67.56 |
|
4.250 |
65.18 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.34 |
72.07 |
| PP |
72.22 |
71.68 |
| S1 |
72.11 |
71.30 |
|