NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
71.45 |
70.64 |
-0.81 |
-1.1% |
68.55 |
| High |
72.60 |
71.60 |
-1.00 |
-1.4% |
72.60 |
| Low |
70.15 |
69.75 |
-0.40 |
-0.6% |
67.85 |
| Close |
71.07 |
70.90 |
-0.17 |
-0.2% |
71.07 |
| Range |
2.45 |
1.85 |
-0.60 |
-24.5% |
4.75 |
| ATR |
2.11 |
2.09 |
-0.02 |
-0.9% |
0.00 |
| Volume |
14,584 |
18,681 |
4,097 |
28.1% |
74,078 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.30 |
75.45 |
71.92 |
|
| R3 |
74.45 |
73.60 |
71.41 |
|
| R2 |
72.60 |
72.60 |
71.24 |
|
| R1 |
71.75 |
71.75 |
71.07 |
72.18 |
| PP |
70.75 |
70.75 |
70.75 |
70.96 |
| S1 |
69.90 |
69.90 |
70.73 |
70.33 |
| S2 |
68.90 |
68.90 |
70.56 |
|
| S3 |
67.05 |
68.05 |
70.39 |
|
| S4 |
65.20 |
66.20 |
69.88 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.76 |
82.66 |
73.68 |
|
| R3 |
80.01 |
77.91 |
72.38 |
|
| R2 |
75.26 |
75.26 |
71.94 |
|
| R1 |
73.16 |
73.16 |
71.51 |
74.21 |
| PP |
70.51 |
70.51 |
70.51 |
71.03 |
| S1 |
68.41 |
68.41 |
70.63 |
69.46 |
| S2 |
65.76 |
65.76 |
70.20 |
|
| S3 |
61.01 |
63.66 |
69.76 |
|
| S4 |
56.26 |
58.91 |
68.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.60 |
67.85 |
4.75 |
6.7% |
2.47 |
3.5% |
64% |
False |
False |
16,392 |
| 10 |
72.60 |
61.75 |
10.85 |
15.3% |
2.24 |
3.2% |
84% |
False |
False |
13,891 |
| 20 |
72.60 |
59.20 |
13.40 |
18.9% |
2.00 |
2.8% |
87% |
False |
False |
11,473 |
| 40 |
72.60 |
53.00 |
19.60 |
27.6% |
1.76 |
2.5% |
91% |
False |
False |
9,738 |
| 60 |
72.60 |
49.73 |
22.87 |
32.3% |
1.76 |
2.5% |
93% |
False |
False |
8,722 |
| 80 |
72.60 |
45.06 |
27.54 |
38.8% |
1.73 |
2.4% |
94% |
False |
False |
7,951 |
| 100 |
72.60 |
45.06 |
27.54 |
38.8% |
1.68 |
2.4% |
94% |
False |
False |
7,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.46 |
|
2.618 |
76.44 |
|
1.618 |
74.59 |
|
1.000 |
73.45 |
|
0.618 |
72.74 |
|
HIGH |
71.60 |
|
0.618 |
70.89 |
|
0.500 |
70.68 |
|
0.382 |
70.46 |
|
LOW |
69.75 |
|
0.618 |
68.61 |
|
1.000 |
67.90 |
|
1.618 |
66.76 |
|
2.618 |
64.91 |
|
4.250 |
61.89 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.83 |
70.83 |
| PP |
70.75 |
70.75 |
| S1 |
70.68 |
70.68 |
|