NYMEX Light Sweet Crude Oil Future October 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 |
69.99 |
70.49 |
0.50 |
0.7% |
63.00 |
| High |
71.24 |
71.15 |
-0.09 |
-0.1% |
68.44 |
| Low |
69.70 |
67.85 |
-1.85 |
-2.7% |
61.75 |
| Close |
70.93 |
68.86 |
-2.07 |
-2.9% |
68.20 |
| Range |
1.54 |
3.30 |
1.76 |
114.3% |
6.69 |
| ATR |
1.89 |
1.99 |
0.10 |
5.3% |
0.00 |
| Volume |
10,325 |
13,699 |
3,374 |
32.7% |
46,157 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.19 |
77.32 |
70.68 |
|
| R3 |
75.89 |
74.02 |
69.77 |
|
| R2 |
72.59 |
72.59 |
69.47 |
|
| R1 |
70.72 |
70.72 |
69.16 |
70.01 |
| PP |
69.29 |
69.29 |
69.29 |
68.93 |
| S1 |
67.42 |
67.42 |
68.56 |
66.71 |
| S2 |
65.99 |
65.99 |
68.26 |
|
| S3 |
62.69 |
64.12 |
67.95 |
|
| S4 |
59.39 |
60.82 |
67.05 |
|
|
| 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 |
64.63 |
6.61 |
9.6% |
2.17 |
3.2% |
64% |
False |
False |
12,251 |
| 10 |
71.24 |
61.75 |
9.49 |
13.8% |
1.90 |
2.8% |
75% |
False |
False |
10,946 |
| 20 |
71.24 |
58.66 |
12.58 |
18.3% |
1.91 |
2.8% |
81% |
False |
False |
10,426 |
| 40 |
71.24 |
53.00 |
18.24 |
26.5% |
1.72 |
2.5% |
87% |
False |
False |
8,906 |
| 60 |
71.24 |
48.64 |
22.60 |
32.8% |
1.74 |
2.5% |
89% |
False |
False |
8,123 |
| 80 |
71.24 |
45.06 |
26.18 |
38.0% |
1.70 |
2.5% |
91% |
False |
False |
7,376 |
| 100 |
71.24 |
45.06 |
26.18 |
38.0% |
1.61 |
2.3% |
91% |
False |
False |
6,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.18 |
|
2.618 |
79.79 |
|
1.618 |
76.49 |
|
1.000 |
74.45 |
|
0.618 |
73.19 |
|
HIGH |
71.15 |
|
0.618 |
69.89 |
|
0.500 |
69.50 |
|
0.382 |
69.11 |
|
LOW |
67.85 |
|
0.618 |
65.81 |
|
1.000 |
64.55 |
|
1.618 |
62.51 |
|
2.618 |
59.21 |
|
4.250 |
53.83 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.50 |
69.55 |
| PP |
69.29 |
69.32 |
| S1 |
69.07 |
69.09 |
|