NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
70.49 |
69.03 |
-1.46 |
-2.1% |
63.00 |
| High |
71.15 |
71.98 |
0.83 |
1.2% |
68.44 |
| Low |
67.85 |
68.75 |
0.90 |
1.3% |
61.75 |
| Close |
68.86 |
71.29 |
2.43 |
3.5% |
68.20 |
| Range |
3.30 |
3.23 |
-0.07 |
-2.1% |
6.69 |
| ATR |
1.99 |
2.08 |
0.09 |
4.4% |
0.00 |
| Volume |
13,699 |
24,671 |
10,972 |
80.1% |
46,157 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.36 |
79.06 |
73.07 |
|
| R3 |
77.13 |
75.83 |
72.18 |
|
| R2 |
73.90 |
73.90 |
71.88 |
|
| R1 |
72.60 |
72.60 |
71.59 |
73.25 |
| PP |
70.67 |
70.67 |
70.67 |
71.00 |
| S1 |
69.37 |
69.37 |
70.99 |
70.02 |
| S2 |
67.44 |
67.44 |
70.70 |
|
| S3 |
64.21 |
66.14 |
70.40 |
|
| S4 |
60.98 |
62.91 |
69.51 |
|
|
| 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 |
71.98 |
67.22 |
4.76 |
6.7% |
2.26 |
3.2% |
86% |
True |
False |
14,813 |
| 10 |
71.98 |
61.75 |
10.23 |
14.3% |
2.08 |
2.9% |
93% |
True |
False |
12,530 |
| 20 |
71.98 |
59.20 |
12.78 |
17.9% |
1.96 |
2.7% |
95% |
True |
False |
11,224 |
| 40 |
71.98 |
53.00 |
18.98 |
26.6% |
1.76 |
2.5% |
96% |
True |
False |
9,367 |
| 60 |
71.98 |
48.64 |
23.34 |
32.7% |
1.76 |
2.5% |
97% |
True |
False |
8,399 |
| 80 |
71.98 |
45.06 |
26.92 |
37.8% |
1.73 |
2.4% |
97% |
True |
False |
7,625 |
| 100 |
71.98 |
45.06 |
26.92 |
37.8% |
1.64 |
2.3% |
97% |
True |
False |
6,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.71 |
|
2.618 |
80.44 |
|
1.618 |
77.21 |
|
1.000 |
75.21 |
|
0.618 |
73.98 |
|
HIGH |
71.98 |
|
0.618 |
70.75 |
|
0.500 |
70.37 |
|
0.382 |
69.98 |
|
LOW |
68.75 |
|
0.618 |
66.75 |
|
1.000 |
65.52 |
|
1.618 |
63.52 |
|
2.618 |
60.29 |
|
4.250 |
55.02 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.98 |
70.83 |
| PP |
70.67 |
70.37 |
| S1 |
70.37 |
69.92 |
|