NYMEX Light Sweet Crude Oil Future August 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 |
69.06 |
66.95 |
-2.11 |
-3.1% |
62.64 |
| High |
69.84 |
70.44 |
0.60 |
0.9% |
67.39 |
| Low |
65.92 |
66.89 |
0.97 |
1.5% |
60.30 |
| Close |
67.09 |
69.69 |
2.60 |
3.9% |
67.07 |
| Range |
3.92 |
3.55 |
-0.37 |
-9.4% |
7.09 |
| ATR |
2.30 |
2.39 |
0.09 |
3.9% |
0.00 |
| Volume |
75,290 |
108,348 |
33,058 |
43.9% |
253,783 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.66 |
78.22 |
71.64 |
|
| R3 |
76.11 |
74.67 |
70.67 |
|
| R2 |
72.56 |
72.56 |
70.34 |
|
| R1 |
71.12 |
71.12 |
70.02 |
71.84 |
| PP |
69.01 |
69.01 |
69.01 |
69.37 |
| S1 |
67.57 |
67.57 |
69.36 |
68.29 |
| S2 |
65.46 |
65.46 |
69.04 |
|
| S3 |
61.91 |
64.02 |
68.71 |
|
| S4 |
58.36 |
60.47 |
67.74 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.19 |
83.72 |
70.97 |
|
| R3 |
79.10 |
76.63 |
69.02 |
|
| R2 |
72.01 |
72.01 |
68.37 |
|
| R1 |
69.54 |
69.54 |
67.72 |
70.78 |
| PP |
64.92 |
64.92 |
64.92 |
65.54 |
| S1 |
62.45 |
62.45 |
66.42 |
63.69 |
| S2 |
57.83 |
57.83 |
65.77 |
|
| S3 |
50.74 |
55.36 |
65.12 |
|
| S4 |
43.65 |
48.27 |
63.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.44 |
65.51 |
4.93 |
7.1% |
2.65 |
3.8% |
85% |
True |
False |
78,576 |
| 10 |
70.44 |
60.30 |
10.14 |
14.6% |
2.36 |
3.4% |
93% |
True |
False |
70,593 |
| 20 |
70.44 |
57.52 |
12.92 |
18.5% |
2.31 |
3.3% |
94% |
True |
False |
57,836 |
| 40 |
70.44 |
50.76 |
19.68 |
28.2% |
2.24 |
3.2% |
96% |
True |
False |
40,443 |
| 60 |
70.44 |
47.14 |
23.30 |
33.4% |
2.27 |
3.3% |
97% |
True |
False |
30,360 |
| 80 |
70.44 |
43.34 |
27.10 |
38.9% |
2.27 |
3.3% |
97% |
True |
False |
25,048 |
| 100 |
70.44 |
43.34 |
27.10 |
38.9% |
2.18 |
3.1% |
97% |
True |
False |
21,218 |
| 120 |
70.44 |
43.34 |
27.10 |
38.9% |
2.08 |
3.0% |
97% |
True |
False |
18,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.53 |
|
2.618 |
79.73 |
|
1.618 |
76.18 |
|
1.000 |
73.99 |
|
0.618 |
72.63 |
|
HIGH |
70.44 |
|
0.618 |
69.08 |
|
0.500 |
68.67 |
|
0.382 |
68.25 |
|
LOW |
66.89 |
|
0.618 |
64.70 |
|
1.000 |
63.34 |
|
1.618 |
61.15 |
|
2.618 |
57.60 |
|
4.250 |
51.80 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.35 |
69.19 |
| PP |
69.01 |
68.68 |
| S1 |
68.67 |
68.18 |
|