NYMEX Light Sweet Crude Oil Future October 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 |
68.55 |
69.99 |
1.44 |
2.1% |
63.00 |
| High |
70.58 |
71.24 |
0.66 |
0.9% |
68.44 |
| Low |
68.55 |
69.70 |
1.15 |
1.7% |
61.75 |
| Close |
70.58 |
70.93 |
0.35 |
0.5% |
68.20 |
| Range |
2.03 |
1.54 |
-0.49 |
-24.1% |
6.69 |
| ATR |
1.92 |
1.89 |
-0.03 |
-1.4% |
0.00 |
| Volume |
10,799 |
10,325 |
-474 |
-4.4% |
46,157 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.24 |
74.63 |
71.78 |
|
| R3 |
73.70 |
73.09 |
71.35 |
|
| R2 |
72.16 |
72.16 |
71.21 |
|
| R1 |
71.55 |
71.55 |
71.07 |
71.86 |
| PP |
70.62 |
70.62 |
70.62 |
70.78 |
| S1 |
70.01 |
70.01 |
70.79 |
70.32 |
| S2 |
69.08 |
69.08 |
70.65 |
|
| S3 |
67.54 |
68.47 |
70.51 |
|
| S4 |
66.00 |
66.93 |
70.08 |
|
|
| 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 |
71.24 |
63.92 |
7.32 |
10.3% |
1.81 |
2.6% |
96% |
True |
False |
12,260 |
| 10 |
71.24 |
61.12 |
10.12 |
14.3% |
1.75 |
2.5% |
97% |
True |
False |
10,154 |
| 20 |
71.24 |
58.66 |
12.58 |
17.7% |
1.77 |
2.5% |
98% |
True |
False |
10,385 |
| 40 |
71.24 |
53.00 |
18.24 |
25.7% |
1.70 |
2.4% |
98% |
True |
False |
8,710 |
| 60 |
71.24 |
48.64 |
22.60 |
31.9% |
1.71 |
2.4% |
99% |
True |
False |
7,997 |
| 80 |
71.24 |
45.06 |
26.18 |
36.9% |
1.69 |
2.4% |
99% |
True |
False |
7,254 |
| 100 |
71.24 |
45.06 |
26.18 |
36.9% |
1.59 |
2.2% |
99% |
True |
False |
6,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.79 |
|
2.618 |
75.27 |
|
1.618 |
73.73 |
|
1.000 |
72.78 |
|
0.618 |
72.19 |
|
HIGH |
71.24 |
|
0.618 |
70.65 |
|
0.500 |
70.47 |
|
0.382 |
70.29 |
|
LOW |
69.70 |
|
0.618 |
68.75 |
|
1.000 |
68.16 |
|
1.618 |
67.21 |
|
2.618 |
65.67 |
|
4.250 |
63.16 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.78 |
70.36 |
| PP |
70.62 |
69.80 |
| S1 |
70.47 |
69.23 |
|