NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
69.45 |
69.90 |
0.45 |
0.6% |
63.46 |
| High |
70.68 |
70.65 |
-0.03 |
0.0% |
67.98 |
| Low |
69.14 |
66.87 |
-2.27 |
-3.3% |
61.03 |
| Close |
70.25 |
68.02 |
-2.23 |
-3.2% |
67.72 |
| Range |
1.54 |
3.78 |
2.24 |
145.5% |
6.95 |
| ATR |
2.09 |
2.21 |
0.12 |
5.8% |
0.00 |
| Volume |
23,842 |
33,383 |
9,541 |
40.0% |
105,851 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.85 |
77.72 |
70.10 |
|
| R3 |
76.07 |
73.94 |
69.06 |
|
| R2 |
72.29 |
72.29 |
68.71 |
|
| R1 |
70.16 |
70.16 |
68.37 |
69.34 |
| PP |
68.51 |
68.51 |
68.51 |
68.10 |
| S1 |
66.38 |
66.38 |
67.67 |
65.56 |
| S2 |
64.73 |
64.73 |
67.33 |
|
| S3 |
60.95 |
62.60 |
66.98 |
|
| S4 |
57.17 |
58.82 |
65.94 |
|
|
| 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 |
64.10 |
6.58 |
9.7% |
2.42 |
3.6% |
60% |
False |
False |
26,530 |
| 10 |
70.68 |
61.03 |
9.65 |
14.2% |
2.14 |
3.1% |
72% |
False |
False |
26,376 |
| 20 |
70.68 |
57.70 |
12.98 |
19.1% |
2.18 |
3.2% |
80% |
False |
False |
23,375 |
| 40 |
70.68 |
51.96 |
18.72 |
27.5% |
2.02 |
3.0% |
86% |
False |
False |
17,892 |
| 60 |
70.68 |
47.85 |
22.83 |
33.6% |
2.07 |
3.0% |
88% |
False |
False |
15,122 |
| 80 |
70.68 |
44.19 |
26.49 |
38.9% |
2.15 |
3.2% |
90% |
False |
False |
13,332 |
| 100 |
70.68 |
44.19 |
26.49 |
38.9% |
2.08 |
3.1% |
90% |
False |
False |
11,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.72 |
|
2.618 |
80.55 |
|
1.618 |
76.77 |
|
1.000 |
74.43 |
|
0.618 |
72.99 |
|
HIGH |
70.65 |
|
0.618 |
69.21 |
|
0.500 |
68.76 |
|
0.382 |
68.31 |
|
LOW |
66.87 |
|
0.618 |
64.53 |
|
1.000 |
63.09 |
|
1.618 |
60.75 |
|
2.618 |
56.97 |
|
4.250 |
50.81 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.76 |
68.78 |
| PP |
68.51 |
68.52 |
| S1 |
68.27 |
68.27 |
|