NYMEX Light Sweet Crude Oil Future November 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 |
70.55 |
70.64 |
0.09 |
0.1% |
62.36 |
| High |
71.04 |
71.86 |
0.82 |
1.2% |
68.84 |
| Low |
69.79 |
70.31 |
0.52 |
0.7% |
62.36 |
| Close |
71.04 |
71.54 |
0.50 |
0.7% |
68.68 |
| Range |
1.25 |
1.55 |
0.30 |
24.0% |
6.48 |
| ATR |
1.76 |
1.75 |
-0.02 |
-0.9% |
0.00 |
| Volume |
10,788 |
9,182 |
-1,606 |
-14.9% |
31,113 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.89 |
75.26 |
72.39 |
|
| R3 |
74.34 |
73.71 |
71.97 |
|
| R2 |
72.79 |
72.79 |
71.82 |
|
| R1 |
72.16 |
72.16 |
71.68 |
72.48 |
| PP |
71.24 |
71.24 |
71.24 |
71.39 |
| S1 |
70.61 |
70.61 |
71.40 |
70.93 |
| S2 |
69.69 |
69.69 |
71.26 |
|
| S3 |
68.14 |
69.06 |
71.11 |
|
| S4 |
66.59 |
67.51 |
70.69 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.07 |
83.85 |
72.24 |
|
| R3 |
79.59 |
77.37 |
70.46 |
|
| R2 |
73.11 |
73.11 |
69.87 |
|
| R1 |
70.89 |
70.89 |
69.27 |
72.00 |
| PP |
66.63 |
66.63 |
66.63 |
67.18 |
| S1 |
64.41 |
64.41 |
68.09 |
65.52 |
| S2 |
60.15 |
60.15 |
67.49 |
|
| S3 |
53.67 |
57.93 |
66.90 |
|
| S4 |
47.19 |
51.45 |
65.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.86 |
64.70 |
7.16 |
10.0% |
1.46 |
2.0% |
96% |
True |
False |
8,979 |
| 10 |
71.86 |
61.84 |
10.02 |
14.0% |
1.52 |
2.1% |
97% |
True |
False |
6,958 |
| 20 |
71.86 |
59.80 |
12.06 |
16.9% |
1.55 |
2.2% |
97% |
True |
False |
7,118 |
| 40 |
71.86 |
54.20 |
17.66 |
24.7% |
1.41 |
2.0% |
98% |
True |
False |
5,752 |
| 60 |
71.86 |
49.00 |
22.86 |
32.0% |
1.54 |
2.2% |
99% |
True |
False |
5,478 |
| 80 |
71.86 |
45.87 |
25.99 |
36.3% |
1.57 |
2.2% |
99% |
True |
False |
5,173 |
| 100 |
71.86 |
45.87 |
25.99 |
36.3% |
1.48 |
2.1% |
99% |
True |
False |
4,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.45 |
|
2.618 |
75.92 |
|
1.618 |
74.37 |
|
1.000 |
73.41 |
|
0.618 |
72.82 |
|
HIGH |
71.86 |
|
0.618 |
71.27 |
|
0.500 |
71.09 |
|
0.382 |
70.90 |
|
LOW |
70.31 |
|
0.618 |
69.35 |
|
1.000 |
68.76 |
|
1.618 |
67.80 |
|
2.618 |
66.25 |
|
4.250 |
63.72 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.39 |
70.98 |
| PP |
71.24 |
70.41 |
| S1 |
71.09 |
69.85 |
|