NYMEX Light Sweet Crude Oil Future August 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 |
69.69 |
68.61 |
-1.08 |
-1.5% |
67.23 |
| High |
71.12 |
69.85 |
-1.27 |
-1.8% |
71.12 |
| Low |
68.42 |
68.24 |
-0.18 |
-0.3% |
65.92 |
| Close |
69.35 |
69.03 |
-0.32 |
-0.5% |
69.35 |
| Range |
2.70 |
1.61 |
-1.09 |
-40.4% |
5.20 |
| ATR |
2.41 |
2.36 |
-0.06 |
-2.4% |
0.00 |
| Volume |
99,917 |
109,330 |
9,413 |
9.4% |
413,068 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.87 |
73.06 |
69.92 |
|
| R3 |
72.26 |
71.45 |
69.47 |
|
| R2 |
70.65 |
70.65 |
69.33 |
|
| R1 |
69.84 |
69.84 |
69.18 |
70.25 |
| PP |
69.04 |
69.04 |
69.04 |
69.24 |
| S1 |
68.23 |
68.23 |
68.88 |
68.64 |
| S2 |
67.43 |
67.43 |
68.73 |
|
| S3 |
65.82 |
66.62 |
68.59 |
|
| S4 |
64.21 |
65.01 |
68.14 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.40 |
82.07 |
72.21 |
|
| R3 |
79.20 |
76.87 |
70.78 |
|
| R2 |
74.00 |
74.00 |
70.30 |
|
| R1 |
71.67 |
71.67 |
69.83 |
72.84 |
| PP |
68.80 |
68.80 |
68.80 |
69.38 |
| S1 |
66.47 |
66.47 |
68.87 |
67.64 |
| S2 |
63.60 |
63.60 |
68.40 |
|
| S3 |
58.40 |
61.27 |
67.92 |
|
| S4 |
53.20 |
56.07 |
66.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.12 |
65.92 |
5.20 |
7.5% |
2.67 |
3.9% |
60% |
False |
False |
91,895 |
| 10 |
71.12 |
60.30 |
10.82 |
15.7% |
2.48 |
3.6% |
81% |
False |
False |
77,618 |
| 20 |
71.12 |
57.52 |
13.60 |
19.7% |
2.30 |
3.3% |
85% |
False |
False |
62,461 |
| 40 |
71.12 |
50.76 |
20.36 |
29.5% |
2.21 |
3.2% |
90% |
False |
False |
44,807 |
| 60 |
71.12 |
47.14 |
23.98 |
34.7% |
2.27 |
3.3% |
91% |
False |
False |
33,381 |
| 80 |
71.12 |
43.34 |
27.78 |
40.2% |
2.26 |
3.3% |
92% |
False |
False |
27,492 |
| 100 |
71.12 |
43.34 |
27.78 |
40.2% |
2.21 |
3.2% |
92% |
False |
False |
23,211 |
| 120 |
71.12 |
43.34 |
27.78 |
40.2% |
2.09 |
3.0% |
92% |
False |
False |
19,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.69 |
|
2.618 |
74.06 |
|
1.618 |
72.45 |
|
1.000 |
71.46 |
|
0.618 |
70.84 |
|
HIGH |
69.85 |
|
0.618 |
69.23 |
|
0.500 |
69.05 |
|
0.382 |
68.86 |
|
LOW |
68.24 |
|
0.618 |
67.25 |
|
1.000 |
66.63 |
|
1.618 |
65.64 |
|
2.618 |
64.03 |
|
4.250 |
61.40 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.05 |
69.02 |
| PP |
69.04 |
69.01 |
| S1 |
69.04 |
69.01 |
|