NYMEX Light Sweet Crude Oil Future November 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 |
74.47 |
75.00 |
0.53 |
0.7% |
71.05 |
| High |
75.83 |
75.18 |
-0.65 |
-0.9% |
75.83 |
| Low |
74.41 |
73.94 |
-0.47 |
-0.6% |
70.81 |
| Close |
75.55 |
74.89 |
-0.66 |
-0.9% |
74.89 |
| Range |
1.42 |
1.24 |
-0.18 |
-12.7% |
5.02 |
| ATR |
1.78 |
1.77 |
-0.01 |
-0.7% |
0.00 |
| Volume |
10,224 |
8,629 |
-1,595 |
-15.6% |
51,638 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.39 |
77.88 |
75.57 |
|
| R3 |
77.15 |
76.64 |
75.23 |
|
| R2 |
75.91 |
75.91 |
75.12 |
|
| R1 |
75.40 |
75.40 |
75.00 |
75.04 |
| PP |
74.67 |
74.67 |
74.67 |
74.49 |
| S1 |
74.16 |
74.16 |
74.78 |
73.80 |
| S2 |
73.43 |
73.43 |
74.66 |
|
| S3 |
72.19 |
72.92 |
74.55 |
|
| S4 |
70.95 |
71.68 |
74.21 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.90 |
86.92 |
77.65 |
|
| R3 |
83.88 |
81.90 |
76.27 |
|
| R2 |
78.86 |
78.86 |
75.81 |
|
| R1 |
76.88 |
76.88 |
75.35 |
77.87 |
| PP |
73.84 |
73.84 |
73.84 |
74.34 |
| S1 |
71.86 |
71.86 |
74.43 |
72.85 |
| S2 |
68.82 |
68.82 |
73.97 |
|
| S3 |
63.80 |
66.84 |
73.51 |
|
| S4 |
58.78 |
61.82 |
72.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.83 |
70.81 |
5.02 |
6.7% |
1.25 |
1.7% |
81% |
False |
False |
10,327 |
| 10 |
75.83 |
68.79 |
7.04 |
9.4% |
1.54 |
2.1% |
87% |
False |
False |
10,834 |
| 20 |
75.83 |
59.95 |
15.88 |
21.2% |
1.62 |
2.2% |
94% |
False |
False |
8,442 |
| 40 |
75.83 |
54.20 |
21.63 |
28.9% |
1.49 |
2.0% |
96% |
False |
False |
7,083 |
| 60 |
75.83 |
54.20 |
21.63 |
28.9% |
1.45 |
1.9% |
96% |
False |
False |
6,380 |
| 80 |
75.83 |
46.08 |
29.75 |
39.7% |
1.57 |
2.1% |
97% |
False |
False |
5,920 |
| 100 |
75.83 |
45.87 |
29.96 |
40.0% |
1.51 |
2.0% |
97% |
False |
False |
5,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.45 |
|
2.618 |
78.43 |
|
1.618 |
77.19 |
|
1.000 |
76.42 |
|
0.618 |
75.95 |
|
HIGH |
75.18 |
|
0.618 |
74.71 |
|
0.500 |
74.56 |
|
0.382 |
74.41 |
|
LOW |
73.94 |
|
0.618 |
73.17 |
|
1.000 |
72.70 |
|
1.618 |
71.93 |
|
2.618 |
70.69 |
|
4.250 |
68.67 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.78 |
74.81 |
| PP |
74.67 |
74.72 |
| S1 |
74.56 |
74.64 |
|