NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
68.04 |
68.25 |
0.21 |
0.3% |
61.50 |
| High |
69.05 |
68.95 |
-0.10 |
-0.1% |
66.64 |
| Low |
67.50 |
64.95 |
-2.55 |
-3.8% |
59.53 |
| Close |
68.55 |
66.12 |
-2.43 |
-3.5% |
66.31 |
| Range |
1.55 |
4.00 |
2.45 |
158.1% |
7.11 |
| ATR |
2.28 |
2.40 |
0.12 |
5.4% |
0.00 |
| Volume |
234,080 |
266,861 |
32,781 |
14.0% |
996,755 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.67 |
76.40 |
68.32 |
|
| R3 |
74.67 |
72.40 |
67.22 |
|
| R2 |
70.67 |
70.67 |
66.85 |
|
| R1 |
68.40 |
68.40 |
66.49 |
67.54 |
| PP |
66.67 |
66.67 |
66.67 |
66.24 |
| S1 |
64.40 |
64.40 |
65.75 |
63.54 |
| S2 |
62.67 |
62.67 |
65.39 |
|
| S3 |
58.67 |
60.40 |
65.02 |
|
| S4 |
54.67 |
56.40 |
63.92 |
|
|
| 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 |
69.05 |
62.75 |
6.30 |
9.5% |
2.53 |
3.8% |
53% |
False |
False |
261,127 |
| 10 |
69.05 |
59.53 |
9.52 |
14.4% |
2.31 |
3.5% |
69% |
False |
False |
251,920 |
| 20 |
69.05 |
55.10 |
13.95 |
21.1% |
2.39 |
3.6% |
79% |
False |
False |
207,555 |
| 40 |
69.05 |
49.07 |
19.98 |
30.2% |
2.34 |
3.5% |
85% |
False |
False |
139,955 |
| 60 |
69.05 |
46.25 |
22.80 |
34.5% |
2.44 |
3.7% |
87% |
False |
False |
101,645 |
| 80 |
69.05 |
42.19 |
26.86 |
40.6% |
2.49 |
3.8% |
89% |
False |
False |
80,558 |
| 100 |
69.05 |
42.19 |
26.86 |
40.6% |
2.46 |
3.7% |
89% |
False |
False |
66,915 |
| 120 |
69.05 |
42.19 |
26.86 |
40.6% |
2.63 |
4.0% |
89% |
False |
False |
57,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.95 |
|
2.618 |
79.42 |
|
1.618 |
75.42 |
|
1.000 |
72.95 |
|
0.618 |
71.42 |
|
HIGH |
68.95 |
|
0.618 |
67.42 |
|
0.500 |
66.95 |
|
0.382 |
66.48 |
|
LOW |
64.95 |
|
0.618 |
62.48 |
|
1.000 |
60.95 |
|
1.618 |
58.48 |
|
2.618 |
54.48 |
|
4.250 |
47.95 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.95 |
67.00 |
| PP |
66.67 |
66.71 |
| S1 |
66.40 |
66.41 |
|