NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
75.00 |
73.89 |
-1.11 |
-1.5% |
71.05 |
| High |
75.18 |
74.51 |
-0.67 |
-0.9% |
75.83 |
| Low |
73.94 |
72.57 |
-1.37 |
-1.9% |
70.81 |
| Close |
74.89 |
73.54 |
-1.35 |
-1.8% |
74.89 |
| Range |
1.24 |
1.94 |
0.70 |
56.5% |
5.02 |
| ATR |
1.77 |
1.81 |
0.04 |
2.2% |
0.00 |
| Volume |
8,629 |
7,451 |
-1,178 |
-13.7% |
51,638 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.36 |
78.39 |
74.61 |
|
| R3 |
77.42 |
76.45 |
74.07 |
|
| R2 |
75.48 |
75.48 |
73.90 |
|
| R1 |
74.51 |
74.51 |
73.72 |
74.03 |
| PP |
73.54 |
73.54 |
73.54 |
73.30 |
| S1 |
72.57 |
72.57 |
73.36 |
72.09 |
| S2 |
71.60 |
71.60 |
73.18 |
|
| S3 |
69.66 |
70.63 |
73.01 |
|
| S4 |
67.72 |
68.69 |
72.47 |
|
|
| 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 |
72.42 |
3.41 |
4.6% |
1.34 |
1.8% |
33% |
False |
False |
9,134 |
| 10 |
75.83 |
68.79 |
7.04 |
9.6% |
1.61 |
2.2% |
67% |
False |
False |
10,500 |
| 20 |
75.83 |
60.06 |
15.77 |
21.4% |
1.61 |
2.2% |
85% |
False |
False |
8,531 |
| 40 |
75.83 |
54.20 |
21.63 |
29.4% |
1.52 |
2.1% |
89% |
False |
False |
7,221 |
| 60 |
75.83 |
54.20 |
21.63 |
29.4% |
1.43 |
1.9% |
89% |
False |
False |
6,428 |
| 80 |
75.83 |
46.74 |
29.09 |
39.6% |
1.56 |
2.1% |
92% |
False |
False |
5,961 |
| 100 |
75.83 |
45.87 |
29.96 |
40.7% |
1.51 |
2.1% |
92% |
False |
False |
5,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.76 |
|
2.618 |
79.59 |
|
1.618 |
77.65 |
|
1.000 |
76.45 |
|
0.618 |
75.71 |
|
HIGH |
74.51 |
|
0.618 |
73.77 |
|
0.500 |
73.54 |
|
0.382 |
73.31 |
|
LOW |
72.57 |
|
0.618 |
71.37 |
|
1.000 |
70.63 |
|
1.618 |
69.43 |
|
2.618 |
67.49 |
|
4.250 |
64.33 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.54 |
74.20 |
| PP |
73.54 |
73.98 |
| S1 |
73.54 |
73.76 |
|