NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
69.35 |
70.98 |
1.63 |
2.4% |
65.18 |
| High |
71.57 |
72.44 |
0.87 |
1.2% |
69.49 |
| Low |
69.35 |
70.63 |
1.28 |
1.8% |
62.93 |
| Close |
71.52 |
72.15 |
0.63 |
0.9% |
69.20 |
| Range |
2.22 |
1.81 |
-0.41 |
-18.5% |
6.56 |
| ATR |
2.03 |
2.01 |
-0.02 |
-0.8% |
0.00 |
| Volume |
36,469 |
30,132 |
-6,337 |
-17.4% |
120,712 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.17 |
76.47 |
73.15 |
|
| R3 |
75.36 |
74.66 |
72.65 |
|
| R2 |
73.55 |
73.55 |
72.48 |
|
| R1 |
72.85 |
72.85 |
72.32 |
73.20 |
| PP |
71.74 |
71.74 |
71.74 |
71.92 |
| S1 |
71.04 |
71.04 |
71.98 |
71.39 |
| S2 |
69.93 |
69.93 |
71.82 |
|
| S3 |
68.12 |
69.23 |
71.65 |
|
| S4 |
66.31 |
67.42 |
71.15 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.89 |
84.60 |
72.81 |
|
| R3 |
80.33 |
78.04 |
71.00 |
|
| R2 |
73.77 |
73.77 |
70.40 |
|
| R1 |
71.48 |
71.48 |
69.80 |
72.63 |
| PP |
67.21 |
67.21 |
67.21 |
67.78 |
| S1 |
64.92 |
64.92 |
68.60 |
66.07 |
| S2 |
60.65 |
60.65 |
68.00 |
|
| S3 |
54.09 |
58.36 |
67.40 |
|
| S4 |
47.53 |
51.80 |
65.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.44 |
64.96 |
7.48 |
10.4% |
1.97 |
2.7% |
96% |
True |
False |
33,794 |
| 10 |
72.44 |
62.42 |
10.02 |
13.9% |
1.85 |
2.6% |
97% |
True |
False |
27,064 |
| 20 |
72.44 |
60.51 |
11.93 |
16.5% |
1.89 |
2.6% |
98% |
True |
False |
26,389 |
| 40 |
72.44 |
54.92 |
17.52 |
24.3% |
2.02 |
2.8% |
98% |
True |
False |
22,060 |
| 60 |
72.44 |
49.46 |
22.98 |
31.9% |
2.18 |
3.0% |
99% |
True |
False |
22,431 |
| 80 |
72.44 |
46.14 |
26.30 |
36.5% |
2.25 |
3.1% |
99% |
True |
False |
22,277 |
| 100 |
72.44 |
46.14 |
26.30 |
36.5% |
2.26 |
3.1% |
99% |
True |
False |
21,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.13 |
|
2.618 |
77.18 |
|
1.618 |
75.37 |
|
1.000 |
74.25 |
|
0.618 |
73.56 |
|
HIGH |
72.44 |
|
0.618 |
71.75 |
|
0.500 |
71.54 |
|
0.382 |
71.32 |
|
LOW |
70.63 |
|
0.618 |
69.51 |
|
1.000 |
68.82 |
|
1.618 |
67.70 |
|
2.618 |
65.89 |
|
4.250 |
62.94 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.95 |
71.48 |
| PP |
71.74 |
70.81 |
| S1 |
71.54 |
70.15 |
|