NYMEX Light Sweet Crude Oil Future December 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.56 |
70.65 |
-0.91 |
-1.3% |
65.18 |
| High |
72.40 |
73.42 |
1.02 |
1.4% |
69.49 |
| Low |
69.35 |
70.56 |
1.21 |
1.7% |
62.93 |
| Close |
70.46 |
72.84 |
2.38 |
3.4% |
69.20 |
| Range |
3.05 |
2.86 |
-0.19 |
-6.2% |
6.56 |
| ATR |
2.09 |
2.15 |
0.06 |
3.0% |
0.00 |
| Volume |
51,826 |
58,009 |
6,183 |
11.9% |
120,712 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.85 |
79.71 |
74.41 |
|
| R3 |
77.99 |
76.85 |
73.63 |
|
| R2 |
75.13 |
75.13 |
73.36 |
|
| R1 |
73.99 |
73.99 |
73.10 |
74.56 |
| PP |
72.27 |
72.27 |
72.27 |
72.56 |
| S1 |
71.13 |
71.13 |
72.58 |
71.70 |
| S2 |
69.41 |
69.41 |
72.32 |
|
| S3 |
66.55 |
68.27 |
72.05 |
|
| S4 |
63.69 |
65.41 |
71.27 |
|
|
| 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 |
73.42 |
67.85 |
5.57 |
7.6% |
2.32 |
3.2% |
90% |
True |
False |
42,911 |
| 10 |
73.42 |
62.93 |
10.49 |
14.4% |
2.09 |
2.9% |
94% |
True |
False |
34,521 |
| 20 |
73.42 |
60.66 |
12.76 |
17.5% |
2.03 |
2.8% |
95% |
True |
False |
29,371 |
| 40 |
73.42 |
54.92 |
18.50 |
25.4% |
2.04 |
2.8% |
97% |
True |
False |
23,985 |
| 60 |
73.42 |
49.46 |
23.96 |
32.9% |
2.19 |
3.0% |
98% |
True |
False |
23,498 |
| 80 |
73.42 |
46.14 |
27.28 |
37.5% |
2.26 |
3.1% |
98% |
True |
False |
23,075 |
| 100 |
73.42 |
46.14 |
27.28 |
37.5% |
2.28 |
3.1% |
98% |
True |
False |
22,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.58 |
|
2.618 |
80.91 |
|
1.618 |
78.05 |
|
1.000 |
76.28 |
|
0.618 |
75.19 |
|
HIGH |
73.42 |
|
0.618 |
72.33 |
|
0.500 |
71.99 |
|
0.382 |
71.65 |
|
LOW |
70.56 |
|
0.618 |
68.79 |
|
1.000 |
67.70 |
|
1.618 |
65.93 |
|
2.618 |
63.07 |
|
4.250 |
58.41 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.56 |
72.36 |
| PP |
72.27 |
71.87 |
| S1 |
71.99 |
71.39 |
|