NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
74.20 |
74.86 |
0.66 |
0.9% |
69.35 |
| High |
75.19 |
76.50 |
1.31 |
1.7% |
74.00 |
| Low |
73.95 |
74.75 |
0.80 |
1.1% |
69.35 |
| Close |
74.85 |
76.12 |
1.27 |
1.7% |
72.72 |
| Range |
1.24 |
1.75 |
0.51 |
41.1% |
4.65 |
| ATR |
2.05 |
2.03 |
-0.02 |
-1.1% |
0.00 |
| Volume |
29,857 |
42,900 |
13,043 |
43.7% |
224,014 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.04 |
80.33 |
77.08 |
|
| R3 |
79.29 |
78.58 |
76.60 |
|
| R2 |
77.54 |
77.54 |
76.44 |
|
| R1 |
76.83 |
76.83 |
76.28 |
77.19 |
| PP |
75.79 |
75.79 |
75.79 |
75.97 |
| S1 |
75.08 |
75.08 |
75.96 |
75.44 |
| S2 |
74.04 |
74.04 |
75.80 |
|
| S3 |
72.29 |
73.33 |
75.64 |
|
| S4 |
70.54 |
71.58 |
75.16 |
|
|
| 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 |
76.50 |
71.32 |
5.18 |
6.8% |
1.73 |
2.3% |
93% |
True |
False |
39,517 |
| 10 |
76.50 |
67.85 |
8.65 |
11.4% |
2.03 |
2.7% |
96% |
True |
False |
41,214 |
| 20 |
76.50 |
60.66 |
15.84 |
20.8% |
2.01 |
2.6% |
98% |
True |
False |
32,732 |
| 40 |
76.50 |
54.92 |
21.58 |
28.3% |
1.95 |
2.6% |
98% |
True |
False |
26,747 |
| 60 |
76.50 |
54.32 |
22.18 |
29.1% |
2.10 |
2.8% |
98% |
True |
False |
24,978 |
| 80 |
76.50 |
46.14 |
30.36 |
39.9% |
2.21 |
2.9% |
99% |
True |
False |
24,364 |
| 100 |
76.50 |
46.14 |
30.36 |
39.9% |
2.24 |
2.9% |
99% |
True |
False |
23,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.94 |
|
2.618 |
81.08 |
|
1.618 |
79.33 |
|
1.000 |
78.25 |
|
0.618 |
77.58 |
|
HIGH |
76.50 |
|
0.618 |
75.83 |
|
0.500 |
75.63 |
|
0.382 |
75.42 |
|
LOW |
74.75 |
|
0.618 |
73.67 |
|
1.000 |
73.00 |
|
1.618 |
71.92 |
|
2.618 |
70.17 |
|
4.250 |
67.31 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.96 |
75.66 |
| PP |
75.79 |
75.19 |
| S1 |
75.63 |
74.73 |
|