NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
72.99 |
74.20 |
1.21 |
1.7% |
69.35 |
| High |
74.22 |
75.19 |
0.97 |
1.3% |
74.00 |
| Low |
72.95 |
73.95 |
1.00 |
1.4% |
69.35 |
| Close |
73.95 |
74.85 |
0.90 |
1.2% |
72.72 |
| Range |
1.27 |
1.24 |
-0.03 |
-2.4% |
4.65 |
| ATR |
2.12 |
2.05 |
-0.06 |
-3.0% |
0.00 |
| Volume |
30,616 |
29,857 |
-759 |
-2.5% |
224,014 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.38 |
77.86 |
75.53 |
|
| R3 |
77.14 |
76.62 |
75.19 |
|
| R2 |
75.90 |
75.90 |
75.08 |
|
| R1 |
75.38 |
75.38 |
74.96 |
75.64 |
| PP |
74.66 |
74.66 |
74.66 |
74.80 |
| S1 |
74.14 |
74.14 |
74.74 |
74.40 |
| S2 |
73.42 |
73.42 |
74.62 |
|
| S3 |
72.18 |
72.90 |
74.51 |
|
| S4 |
70.94 |
71.66 |
74.17 |
|
|
| 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 |
75.19 |
70.56 |
4.63 |
6.2% |
1.96 |
2.6% |
93% |
True |
False |
42,539 |
| 10 |
75.19 |
65.66 |
9.53 |
12.7% |
2.12 |
2.8% |
96% |
True |
False |
40,168 |
| 20 |
75.19 |
60.66 |
14.53 |
19.4% |
2.02 |
2.7% |
98% |
True |
False |
31,646 |
| 40 |
75.19 |
54.92 |
20.27 |
27.1% |
1.94 |
2.6% |
98% |
True |
False |
25,996 |
| 60 |
75.19 |
52.35 |
22.84 |
30.5% |
2.13 |
2.8% |
99% |
True |
False |
24,568 |
| 80 |
75.19 |
46.14 |
29.05 |
38.8% |
2.25 |
3.0% |
99% |
True |
False |
24,068 |
| 100 |
75.19 |
46.14 |
29.05 |
38.8% |
2.24 |
3.0% |
99% |
True |
False |
23,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.46 |
|
2.618 |
78.44 |
|
1.618 |
77.20 |
|
1.000 |
76.43 |
|
0.618 |
75.96 |
|
HIGH |
75.19 |
|
0.618 |
74.72 |
|
0.500 |
74.57 |
|
0.382 |
74.42 |
|
LOW |
73.95 |
|
0.618 |
73.18 |
|
1.000 |
72.71 |
|
1.618 |
71.94 |
|
2.618 |
70.70 |
|
4.250 |
68.68 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
74.76 |
74.32 |
| PP |
74.66 |
73.79 |
| S1 |
74.57 |
73.26 |
|