NYMEX Light Sweet Crude Oil Future July 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 |
68.25 |
66.09 |
-2.16 |
-3.2% |
61.50 |
| High |
68.95 |
69.60 |
0.65 |
0.9% |
66.64 |
| Low |
64.95 |
65.92 |
0.97 |
1.5% |
59.53 |
| Close |
66.12 |
68.81 |
2.69 |
4.1% |
66.31 |
| Range |
4.00 |
3.68 |
-0.32 |
-8.0% |
7.11 |
| ATR |
2.40 |
2.49 |
0.09 |
3.8% |
0.00 |
| Volume |
266,861 |
322,365 |
55,504 |
20.8% |
996,755 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.15 |
77.66 |
70.83 |
|
| R3 |
75.47 |
73.98 |
69.82 |
|
| R2 |
71.79 |
71.79 |
69.48 |
|
| R1 |
70.30 |
70.30 |
69.15 |
71.05 |
| PP |
68.11 |
68.11 |
68.11 |
68.48 |
| S1 |
66.62 |
66.62 |
68.47 |
67.37 |
| S2 |
64.43 |
64.43 |
68.14 |
|
| S3 |
60.75 |
62.94 |
67.80 |
|
| S4 |
57.07 |
59.26 |
66.79 |
|
|
| 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 |
69.60 |
64.68 |
4.92 |
7.2% |
2.73 |
4.0% |
84% |
True |
False |
273,223 |
| 10 |
69.60 |
59.53 |
10.07 |
14.6% |
2.44 |
3.5% |
92% |
True |
False |
258,886 |
| 20 |
69.60 |
56.74 |
12.86 |
18.7% |
2.45 |
3.6% |
94% |
True |
False |
218,009 |
| 40 |
69.60 |
49.07 |
20.53 |
29.8% |
2.36 |
3.4% |
96% |
True |
False |
147,030 |
| 60 |
69.60 |
46.25 |
23.35 |
33.9% |
2.46 |
3.6% |
97% |
True |
False |
106,509 |
| 80 |
69.60 |
42.19 |
27.41 |
39.8% |
2.51 |
3.6% |
97% |
True |
False |
84,362 |
| 100 |
69.60 |
42.19 |
27.41 |
39.8% |
2.48 |
3.6% |
97% |
True |
False |
70,020 |
| 120 |
69.60 |
42.19 |
27.41 |
39.8% |
2.64 |
3.8% |
97% |
True |
False |
59,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.24 |
|
2.618 |
79.23 |
|
1.618 |
75.55 |
|
1.000 |
73.28 |
|
0.618 |
71.87 |
|
HIGH |
69.60 |
|
0.618 |
68.19 |
|
0.500 |
67.76 |
|
0.382 |
67.33 |
|
LOW |
65.92 |
|
0.618 |
63.65 |
|
1.000 |
62.24 |
|
1.618 |
59.97 |
|
2.618 |
56.29 |
|
4.250 |
50.28 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.46 |
68.30 |
| PP |
68.11 |
67.79 |
| S1 |
67.76 |
67.28 |
|