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NEMA components that were used to
generate the charts. The data is presented in a table, as in the following
example.
The column labeled CLC=1,0=Y,N
specifies when significant rollover activity occurred. When "0," the data
is real lead contract data. When "1," the data is calculated based on the
continuous lead contract (CLC) method..
In the below example, when the "0"
changes to "1," the months column (MO'S) shows both the Jun (J) old lead
and the Sep (S) new lead contract during the active rollover time.
For trading holidays, a small volume is
used along with an OI change of only 1. This is done to avoid
divide-by-zero problems, etc. The components are zero in this case, which
is appropriate.
Recent charts do not include this input
data. The NEMA .component equations (see About NEMA)
can be used to calculate the components.
|
DATE |
OPEN |
HIGH |
LOW |
CLOSE |
LEAD |
LEAD |
CLC=1,0 |
MO'S |
| |
NEMA |
COMPONENTS |
|
|
- |
- |
- |
- |
- |
VOL |
OI |
=Y,N |
1 |
2 |
NL |
LC |
NS |
SC |
|
05/18/09 |
890.5 |
908.5 |
889.0 |
907.1 |
21177 |
440347 |
0 |
J |
|
10414 |
530 |
572 |
9661 |
|
05/19/09 |
907.5 |
914.9 |
903.7 |
906.5 |
20942 |
439199 |
0 |
J |
|
4812 |
5674 |
5085 |
5371 |
|
05/20/09 |
915.0 |
923.2 |
899.5 |
899.9 |
21575 |
437840 |
0 |
J |
|
4236 |
6661 |
5872 |
4806 |
|
05/21/09 |
889.0 |
893.1 |
878.0 |
888.7 |
27008 |
440083 |
0 |
J |
|
4800 |
8318 |
9825 |
4064 |
|
05/22/09 |
889.7 |
895.3 |
882.3 |
884.9 |
19269 |
439894 |
0 |
J |
|
3954 |
5697 |
5586 |
4032 |
|
05/25/09 |
884.9 |
884.9 |
884.9 |
884.9 |
90 |
439893 |
0 |
J |
|
0 |
0 |
0 |
0 |
|
05/26/09 |
878.7 |
910.9 |
878.5 |
908.7 |
30429 |
435345 |
0 |
J |
|
10226 |
3668 |
2714 |
13820 |
|
05/27/09 |
909.0 |
912.7 |
890.5 |
892.5 |
28667 |
431457 |
0 |
J |
|
2636 |
12814 |
9753 |
3463 |
|
05/28/09 |
899.0 |
908.5 |
886.3 |
905.1 |
23383 |
431013 |
0 |
J |
|
8007 |
3597 |
3462 |
8317 |
|
05/29/09 |
909.0 |
925.0 |
902.5 |
918.1 |
26394 |
432936 |
0 |
J |
|
9955 |
3632 |
4203 |
8603 |
|
06/01/09 |
920.1 |
946.7 |
917.2 |
938.9 |
25859 |
413449 |
1 |
J |
S |
2456 |
5193 |
730 |
17480 |
|
06/02/09 |
938.9 |
947.9 |
936.4 |
942.0 |
26061 |
375039 |
1 |
J |
S |
2396 |
9238 |
1746 |
12682 |
|
06/03/09 |
934.9 |
935.2 |
921.6 |
930.5 |
28501 |
323185 |
1 |
J |
S |
1367 |
16719 |
3141 |
7274 |
|
06/04/09 |
933.6 |
940.6 |
927.2 |
939.4 |
23185 |
327199 |
1 |
J |
S |
10153 |
2429 |
3446 |
7156 |
|
06/05/09 |
933.6 |
940.6 |
927.2 |
939.4 |
26974 |
323801 |
1 |
J |
S |
5894 |
7593 |
5894 |
7593 |
|
06/08/09 |
932.2 |
944.5 |
924.2 |
937.3 |
39517 |
287477 |
1 |
J |
S |
754 |
20009 |
842 |
17911 |
|
06/09/09 |
940.5 |
944.7 |
934.0 |
938.1 |
56326 |
277330 |
1 |
J |
S |
11992 |
15975 |
11097 |
17262 |
|
06/10/09 |
948.3 |
948.5 |
925.6 |
938.8 |
88205 |
259540 |
1 |
J |
S |
17879 |
26084 |
17328 |
26914 |
|
06/11/09 |
939.8 |
954.5 |
939.0 |
940.2 |
103512 |
249370 |
1 |
J |
S |
24417 |
27104 |
22254 |
29737 |
|
06/12/09 |
936.6 |
944.5 |
933.4 |
942.6 |
78080 |
253400 |
1 |
J |
S |
23026 |
16259 |
18030 |
20765 |
|
06/15/09 |
932.7 |
932.9 |
917.0 |
921.3 |
88940 |
256078 |
1 |
J |
S |
6661 |
36860 |
39148 |
6271 |
|
06/16/09 |
925.8 |
925.9 |
908.7 |
909.7 |
91198 |
267737 |
1 |
J |
S |
12661 |
29979 |
38768 |
9790 |
|
06/17/09 |
908.7 |
915.7 |
901.4 |
907.2 |
50389 |
277168 |
1 |
J |
S |
13488 |
11244 |
16422 |
9235 |
|
06/18/09 |
909.1 |
919.2 |
905.6 |
915.1 |
36279 |
376913 |
1 |
J |
S |
13365 |
5115 |
5605 |
12195 |
|
06/19/09 |
921.6 |
923.1 |
911.3 |
915.9 |
24108 |
382111 |
1 |
J |
S |
6350 |
5711 |
5893 |
6154 |
|
06/22/09 |
907.0 |
907.5 |
887.7 |
888.6 |
25165 |
383854 |
0 |
S |
|
416 |
11349 |
13038 |
362 |
|
06/23/09 |
890.5 |
894.3 |
884.3 |
890.2 |
18961 |
384872 |
0 |
S |
|
5429 |
4096 |
4560 |
4876 |
|