NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
73.89 |
74.50 |
0.61 |
0.8% |
71.05 |
| High |
74.51 |
75.49 |
0.98 |
1.3% |
75.83 |
| Low |
72.57 |
72.72 |
0.15 |
0.2% |
70.81 |
| Close |
73.54 |
73.25 |
-0.29 |
-0.4% |
74.89 |
| Range |
1.94 |
2.77 |
0.83 |
42.8% |
5.02 |
| ATR |
1.81 |
1.88 |
0.07 |
3.8% |
0.00 |
| Volume |
7,451 |
4,050 |
-3,401 |
-45.6% |
51,638 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.13 |
80.46 |
74.77 |
|
| R3 |
79.36 |
77.69 |
74.01 |
|
| R2 |
76.59 |
76.59 |
73.76 |
|
| R1 |
74.92 |
74.92 |
73.50 |
74.37 |
| PP |
73.82 |
73.82 |
73.82 |
73.55 |
| S1 |
72.15 |
72.15 |
73.00 |
71.60 |
| S2 |
71.05 |
71.05 |
72.74 |
|
| S3 |
68.28 |
69.38 |
72.49 |
|
| S4 |
65.51 |
66.61 |
71.73 |
|
|
| 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 |
72.57 |
3.26 |
4.5% |
1.68 |
2.3% |
21% |
False |
False |
7,606 |
| 10 |
75.83 |
68.79 |
7.04 |
9.6% |
1.73 |
2.4% |
63% |
False |
False |
9,987 |
| 20 |
75.83 |
61.84 |
13.99 |
19.1% |
1.62 |
2.2% |
82% |
False |
False |
8,473 |
| 40 |
75.83 |
54.20 |
21.63 |
29.5% |
1.54 |
2.1% |
88% |
False |
False |
7,275 |
| 60 |
75.83 |
54.20 |
21.63 |
29.5% |
1.46 |
2.0% |
88% |
False |
False |
6,413 |
| 80 |
75.83 |
47.00 |
28.83 |
39.4% |
1.58 |
2.2% |
91% |
False |
False |
5,965 |
| 100 |
75.83 |
45.87 |
29.96 |
40.9% |
1.54 |
2.1% |
91% |
False |
False |
5,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.26 |
|
2.618 |
82.74 |
|
1.618 |
79.97 |
|
1.000 |
78.26 |
|
0.618 |
77.20 |
|
HIGH |
75.49 |
|
0.618 |
74.43 |
|
0.500 |
74.11 |
|
0.382 |
73.78 |
|
LOW |
72.72 |
|
0.618 |
71.01 |
|
1.000 |
69.95 |
|
1.618 |
68.24 |
|
2.618 |
65.47 |
|
4.250 |
60.95 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.11 |
74.03 |
| PP |
73.82 |
73.77 |
| S1 |
73.54 |
73.51 |
|