NYMEX Light Sweet Crude Oil Future December 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 |
72.28 |
72.99 |
0.71 |
1.0% |
69.35 |
| High |
73.32 |
74.22 |
0.90 |
1.2% |
74.00 |
| Low |
71.32 |
72.95 |
1.63 |
2.3% |
69.35 |
| Close |
72.60 |
73.95 |
1.35 |
1.9% |
72.72 |
| Range |
2.00 |
1.27 |
-0.73 |
-36.5% |
4.65 |
| ATR |
2.15 |
2.12 |
-0.04 |
-1.8% |
0.00 |
| Volume |
46,635 |
30,616 |
-16,019 |
-34.3% |
224,014 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.52 |
77.00 |
74.65 |
|
| R3 |
76.25 |
75.73 |
74.30 |
|
| R2 |
74.98 |
74.98 |
74.18 |
|
| R1 |
74.46 |
74.46 |
74.07 |
74.72 |
| PP |
73.71 |
73.71 |
73.71 |
73.84 |
| S1 |
73.19 |
73.19 |
73.83 |
73.45 |
| S2 |
72.44 |
72.44 |
73.72 |
|
| S3 |
71.17 |
71.92 |
73.60 |
|
| S4 |
69.90 |
70.65 |
73.25 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.97 |
84.00 |
75.28 |
|
| R3 |
81.32 |
79.35 |
74.00 |
|
| R2 |
76.67 |
76.67 |
73.57 |
|
| R1 |
74.70 |
74.70 |
73.15 |
75.69 |
| PP |
72.02 |
72.02 |
72.02 |
72.52 |
| S1 |
70.05 |
70.05 |
72.29 |
71.04 |
| S2 |
67.37 |
67.37 |
71.87 |
|
| S3 |
62.72 |
65.40 |
71.44 |
|
| S4 |
58.07 |
60.75 |
70.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.22 |
69.35 |
4.87 |
6.6% |
2.32 |
3.1% |
94% |
True |
False |
46,932 |
| 10 |
74.22 |
64.96 |
9.26 |
12.5% |
2.15 |
2.9% |
97% |
True |
False |
40,363 |
| 20 |
74.22 |
60.66 |
13.56 |
18.3% |
2.04 |
2.8% |
98% |
True |
False |
31,076 |
| 40 |
74.22 |
54.92 |
19.30 |
26.1% |
1.96 |
2.7% |
99% |
True |
False |
25,603 |
| 60 |
74.22 |
50.50 |
23.72 |
32.1% |
2.16 |
2.9% |
99% |
True |
False |
24,329 |
| 80 |
74.22 |
46.14 |
28.08 |
38.0% |
2.26 |
3.1% |
99% |
True |
False |
23,947 |
| 100 |
74.22 |
46.14 |
28.08 |
38.0% |
2.26 |
3.1% |
99% |
True |
False |
23,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.62 |
|
2.618 |
77.54 |
|
1.618 |
76.27 |
|
1.000 |
75.49 |
|
0.618 |
75.00 |
|
HIGH |
74.22 |
|
0.618 |
73.73 |
|
0.500 |
73.59 |
|
0.382 |
73.44 |
|
LOW |
72.95 |
|
0.618 |
72.17 |
|
1.000 |
71.68 |
|
1.618 |
70.90 |
|
2.618 |
69.63 |
|
4.250 |
67.55 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
73.83 |
73.56 |
| PP |
73.71 |
73.16 |
| S1 |
73.59 |
72.77 |
|