NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
68.73 |
67.71 |
-1.02 |
-1.5% |
66.48 |
| High |
70.32 |
68.95 |
-1.37 |
-1.9% |
70.32 |
| Low |
67.54 |
67.31 |
-0.23 |
-0.3% |
64.95 |
| Close |
68.44 |
68.09 |
-0.35 |
-0.5% |
68.44 |
| Range |
2.78 |
1.64 |
-1.14 |
-41.0% |
5.37 |
| ATR |
2.51 |
2.45 |
-0.06 |
-2.5% |
0.00 |
| Volume |
304,674 |
292,567 |
-12,107 |
-4.0% |
1,389,350 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.04 |
72.20 |
68.99 |
|
| R3 |
71.40 |
70.56 |
68.54 |
|
| R2 |
69.76 |
69.76 |
68.39 |
|
| R1 |
68.92 |
68.92 |
68.24 |
69.34 |
| PP |
68.12 |
68.12 |
68.12 |
68.33 |
| S1 |
67.28 |
67.28 |
67.94 |
67.70 |
| S2 |
66.48 |
66.48 |
67.79 |
|
| S3 |
64.84 |
65.64 |
67.64 |
|
| S4 |
63.20 |
64.00 |
67.19 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.01 |
81.60 |
71.39 |
|
| R3 |
78.64 |
76.23 |
69.92 |
|
| R2 |
73.27 |
73.27 |
69.42 |
|
| R1 |
70.86 |
70.86 |
68.93 |
72.07 |
| PP |
67.90 |
67.90 |
67.90 |
68.51 |
| S1 |
65.49 |
65.49 |
67.95 |
66.70 |
| S2 |
62.53 |
62.53 |
67.46 |
|
| S3 |
57.16 |
60.12 |
66.96 |
|
| S4 |
51.79 |
54.75 |
65.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.32 |
64.95 |
5.37 |
7.9% |
2.73 |
4.0% |
58% |
False |
False |
284,109 |
| 10 |
70.32 |
59.53 |
10.79 |
15.8% |
2.54 |
3.7% |
79% |
False |
False |
267,867 |
| 20 |
70.32 |
56.74 |
13.58 |
19.9% |
2.40 |
3.5% |
84% |
False |
False |
230,452 |
| 40 |
70.32 |
49.07 |
21.25 |
31.2% |
2.32 |
3.4% |
90% |
False |
False |
158,484 |
| 60 |
70.32 |
47.02 |
23.30 |
34.2% |
2.42 |
3.6% |
90% |
False |
False |
115,661 |
| 80 |
70.32 |
42.19 |
28.13 |
41.3% |
2.50 |
3.7% |
92% |
False |
False |
91,547 |
| 100 |
70.32 |
42.19 |
28.13 |
41.3% |
2.48 |
3.6% |
92% |
False |
False |
75,803 |
| 120 |
70.32 |
42.19 |
28.13 |
41.3% |
2.60 |
3.8% |
92% |
False |
False |
64,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.92 |
|
2.618 |
73.24 |
|
1.618 |
71.60 |
|
1.000 |
70.59 |
|
0.618 |
69.96 |
|
HIGH |
68.95 |
|
0.618 |
68.32 |
|
0.500 |
68.13 |
|
0.382 |
67.94 |
|
LOW |
67.31 |
|
0.618 |
66.30 |
|
1.000 |
65.67 |
|
1.618 |
64.66 |
|
2.618 |
63.02 |
|
4.250 |
60.34 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.13 |
68.12 |
| PP |
68.12 |
68.11 |
| S1 |
68.10 |
68.10 |
|