NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
64.77 |
66.48 |
1.71 |
2.6% |
61.50 |
| High |
66.64 |
68.68 |
2.04 |
3.1% |
66.64 |
| Low |
64.68 |
66.23 |
1.55 |
2.4% |
59.53 |
| Close |
66.31 |
68.58 |
2.27 |
3.4% |
66.31 |
| Range |
1.96 |
2.45 |
0.49 |
25.0% |
7.11 |
| ATR |
2.33 |
2.33 |
0.01 |
0.4% |
0.00 |
| Volume |
281,439 |
261,370 |
-20,069 |
-7.1% |
996,755 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.18 |
74.33 |
69.93 |
|
| R3 |
72.73 |
71.88 |
69.25 |
|
| R2 |
70.28 |
70.28 |
69.03 |
|
| R1 |
69.43 |
69.43 |
68.80 |
69.86 |
| PP |
67.83 |
67.83 |
67.83 |
68.04 |
| S1 |
66.98 |
66.98 |
68.36 |
67.41 |
| S2 |
65.38 |
65.38 |
68.13 |
|
| S3 |
62.93 |
64.53 |
67.91 |
|
| S4 |
60.48 |
62.08 |
67.23 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.49 |
83.01 |
70.22 |
|
| R3 |
78.38 |
75.90 |
68.27 |
|
| R2 |
71.27 |
71.27 |
67.61 |
|
| R1 |
68.79 |
68.79 |
66.96 |
70.03 |
| PP |
64.16 |
64.16 |
64.16 |
64.78 |
| S1 |
61.68 |
61.68 |
65.66 |
62.92 |
| S2 |
57.05 |
57.05 |
65.01 |
|
| S3 |
49.94 |
54.57 |
64.35 |
|
| S4 |
42.83 |
47.46 |
62.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.68 |
59.53 |
9.15 |
13.3% |
2.35 |
3.4% |
99% |
True |
False |
251,625 |
| 10 |
68.68 |
56.76 |
11.92 |
17.4% |
2.28 |
3.3% |
99% |
True |
False |
240,401 |
| 20 |
68.68 |
54.05 |
14.63 |
21.3% |
2.29 |
3.3% |
99% |
True |
False |
191,559 |
| 40 |
68.68 |
49.07 |
19.61 |
28.6% |
2.34 |
3.4% |
99% |
True |
False |
129,343 |
| 60 |
68.68 |
46.25 |
22.43 |
32.7% |
2.43 |
3.5% |
100% |
True |
False |
93,895 |
| 80 |
68.68 |
42.19 |
26.49 |
38.6% |
2.48 |
3.6% |
100% |
True |
False |
74,641 |
| 100 |
68.68 |
42.19 |
26.49 |
38.6% |
2.48 |
3.6% |
100% |
True |
False |
62,142 |
| 120 |
68.68 |
42.19 |
26.49 |
38.6% |
2.63 |
3.8% |
100% |
True |
False |
53,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.09 |
|
2.618 |
75.09 |
|
1.618 |
72.64 |
|
1.000 |
71.13 |
|
0.618 |
70.19 |
|
HIGH |
68.68 |
|
0.618 |
67.74 |
|
0.500 |
67.46 |
|
0.382 |
67.17 |
|
LOW |
66.23 |
|
0.618 |
64.72 |
|
1.000 |
63.78 |
|
1.618 |
62.27 |
|
2.618 |
59.82 |
|
4.250 |
55.82 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.21 |
67.63 |
| PP |
67.83 |
66.67 |
| S1 |
67.46 |
65.72 |
|