NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
68.02 |
69.45 |
1.43 |
2.1% |
63.46 |
| High |
70.08 |
70.68 |
0.60 |
0.9% |
67.98 |
| Low |
67.79 |
69.14 |
1.35 |
2.0% |
61.03 |
| Close |
70.07 |
70.25 |
0.18 |
0.3% |
67.72 |
| Range |
2.29 |
1.54 |
-0.75 |
-32.8% |
6.95 |
| ATR |
2.14 |
2.09 |
-0.04 |
-2.0% |
0.00 |
| Volume |
20,180 |
23,842 |
3,662 |
18.1% |
105,851 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.64 |
73.99 |
71.10 |
|
| R3 |
73.10 |
72.45 |
70.67 |
|
| R2 |
71.56 |
71.56 |
70.53 |
|
| R1 |
70.91 |
70.91 |
70.39 |
71.24 |
| PP |
70.02 |
70.02 |
70.02 |
70.19 |
| S1 |
69.37 |
69.37 |
70.11 |
69.70 |
| S2 |
68.48 |
68.48 |
69.97 |
|
| S3 |
66.94 |
67.83 |
69.83 |
|
| S4 |
65.40 |
66.29 |
69.40 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.43 |
84.02 |
71.54 |
|
| R3 |
79.48 |
77.07 |
69.63 |
|
| R2 |
72.53 |
72.53 |
68.99 |
|
| R1 |
70.12 |
70.12 |
68.36 |
71.33 |
| PP |
65.58 |
65.58 |
65.58 |
66.18 |
| S1 |
63.17 |
63.17 |
67.08 |
64.38 |
| S2 |
58.63 |
58.63 |
66.45 |
|
| S3 |
51.68 |
56.22 |
65.81 |
|
| S4 |
44.73 |
49.27 |
63.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.68 |
63.44 |
7.24 |
10.3% |
1.98 |
2.8% |
94% |
True |
False |
26,267 |
| 10 |
70.68 |
60.40 |
10.28 |
14.6% |
1.96 |
2.8% |
96% |
True |
False |
24,757 |
| 20 |
70.68 |
57.70 |
12.98 |
18.5% |
2.05 |
2.9% |
97% |
True |
False |
22,817 |
| 40 |
70.68 |
51.96 |
18.72 |
26.6% |
2.00 |
2.8% |
98% |
True |
False |
17,332 |
| 60 |
70.68 |
47.85 |
22.83 |
32.5% |
2.05 |
2.9% |
98% |
True |
False |
14,729 |
| 80 |
70.68 |
44.19 |
26.49 |
37.7% |
2.14 |
3.0% |
98% |
True |
False |
12,965 |
| 100 |
70.68 |
44.19 |
26.49 |
37.7% |
2.06 |
2.9% |
98% |
True |
False |
11,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.23 |
|
2.618 |
74.71 |
|
1.618 |
73.17 |
|
1.000 |
72.22 |
|
0.618 |
71.63 |
|
HIGH |
70.68 |
|
0.618 |
70.09 |
|
0.500 |
69.91 |
|
0.382 |
69.73 |
|
LOW |
69.14 |
|
0.618 |
68.19 |
|
1.000 |
67.60 |
|
1.618 |
66.65 |
|
2.618 |
65.11 |
|
4.250 |
62.60 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.14 |
69.65 |
| PP |
70.02 |
69.05 |
| S1 |
69.91 |
68.45 |
|