NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
67.60 |
68.55 |
0.95 |
1.4% |
63.00 |
| High |
68.44 |
70.58 |
2.14 |
3.1% |
68.44 |
| Low |
67.22 |
68.55 |
1.33 |
2.0% |
61.75 |
| Close |
68.20 |
70.58 |
2.38 |
3.5% |
68.20 |
| Range |
1.22 |
2.03 |
0.81 |
66.4% |
6.69 |
| ATR |
1.88 |
1.92 |
0.04 |
1.9% |
0.00 |
| Volume |
14,571 |
10,799 |
-3,772 |
-25.9% |
46,157 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.99 |
75.32 |
71.70 |
|
| R3 |
73.96 |
73.29 |
71.14 |
|
| R2 |
71.93 |
71.93 |
70.95 |
|
| R1 |
71.26 |
71.26 |
70.77 |
71.60 |
| PP |
69.90 |
69.90 |
69.90 |
70.07 |
| S1 |
69.23 |
69.23 |
70.39 |
69.57 |
| S2 |
67.87 |
67.87 |
70.21 |
|
| S3 |
65.84 |
67.20 |
70.02 |
|
| S4 |
63.81 |
65.17 |
69.46 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.20 |
83.89 |
71.88 |
|
| R3 |
79.51 |
77.20 |
70.04 |
|
| R2 |
72.82 |
72.82 |
69.43 |
|
| R1 |
70.51 |
70.51 |
68.81 |
71.67 |
| PP |
66.13 |
66.13 |
66.13 |
66.71 |
| S1 |
63.82 |
63.82 |
67.59 |
64.98 |
| S2 |
59.44 |
59.44 |
66.97 |
|
| S3 |
52.75 |
57.13 |
66.36 |
|
| S4 |
46.06 |
50.44 |
64.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.58 |
61.75 |
8.83 |
12.5% |
2.00 |
2.8% |
100% |
True |
False |
11,391 |
| 10 |
70.58 |
59.26 |
11.32 |
16.0% |
1.87 |
2.6% |
100% |
True |
False |
9,978 |
| 20 |
70.58 |
58.40 |
12.18 |
17.3% |
1.76 |
2.5% |
100% |
True |
False |
10,323 |
| 40 |
70.58 |
53.00 |
17.58 |
24.9% |
1.69 |
2.4% |
100% |
True |
False |
8,721 |
| 60 |
70.58 |
48.64 |
21.94 |
31.1% |
1.71 |
2.4% |
100% |
True |
False |
7,950 |
| 80 |
70.58 |
45.06 |
25.52 |
36.2% |
1.68 |
2.4% |
100% |
True |
False |
7,154 |
| 100 |
70.58 |
45.06 |
25.52 |
36.2% |
1.60 |
2.3% |
100% |
True |
False |
6,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.21 |
|
2.618 |
75.89 |
|
1.618 |
73.86 |
|
1.000 |
72.61 |
|
0.618 |
71.83 |
|
HIGH |
70.58 |
|
0.618 |
69.80 |
|
0.500 |
69.57 |
|
0.382 |
69.33 |
|
LOW |
68.55 |
|
0.618 |
67.30 |
|
1.000 |
66.52 |
|
1.618 |
65.27 |
|
2.618 |
63.24 |
|
4.250 |
59.92 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.24 |
69.59 |
| PP |
69.90 |
68.60 |
| S1 |
69.57 |
67.61 |
|