NYMEX Light Sweet Crude Oil Future November 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 |
70.64 |
71.09 |
0.45 |
0.6% |
62.36 |
| High |
71.86 |
71.33 |
-0.53 |
-0.7% |
68.84 |
| Low |
70.31 |
68.79 |
-1.52 |
-2.2% |
62.36 |
| Close |
71.54 |
69.66 |
-1.88 |
-2.6% |
68.68 |
| Range |
1.55 |
2.54 |
0.99 |
63.9% |
6.48 |
| ATR |
1.75 |
1.82 |
0.07 |
4.1% |
0.00 |
| Volume |
9,182 |
9,013 |
-169 |
-1.8% |
31,113 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.55 |
76.14 |
71.06 |
|
| R3 |
75.01 |
73.60 |
70.36 |
|
| R2 |
72.47 |
72.47 |
70.13 |
|
| R1 |
71.06 |
71.06 |
69.89 |
70.50 |
| PP |
69.93 |
69.93 |
69.93 |
69.64 |
| S1 |
68.52 |
68.52 |
69.43 |
67.96 |
| S2 |
67.39 |
67.39 |
69.19 |
|
| S3 |
64.85 |
65.98 |
68.96 |
|
| S4 |
62.31 |
63.44 |
68.26 |
|
|
| 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 |
65.32 |
6.54 |
9.4% |
1.73 |
2.5% |
66% |
False |
False |
9,164 |
| 10 |
71.86 |
62.36 |
9.50 |
13.6% |
1.60 |
2.3% |
77% |
False |
False |
7,601 |
| 20 |
71.86 |
59.95 |
11.91 |
17.1% |
1.63 |
2.3% |
82% |
False |
False |
7,182 |
| 40 |
71.86 |
54.20 |
17.66 |
25.4% |
1.44 |
2.1% |
88% |
False |
False |
5,882 |
| 60 |
71.86 |
49.00 |
22.86 |
32.8% |
1.54 |
2.2% |
90% |
False |
False |
5,571 |
| 80 |
71.86 |
45.87 |
25.99 |
37.3% |
1.58 |
2.3% |
92% |
False |
False |
5,235 |
| 100 |
71.86 |
45.87 |
25.99 |
37.3% |
1.50 |
2.2% |
92% |
False |
False |
4,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.13 |
|
2.618 |
77.98 |
|
1.618 |
75.44 |
|
1.000 |
73.87 |
|
0.618 |
72.90 |
|
HIGH |
71.33 |
|
0.618 |
70.36 |
|
0.500 |
70.06 |
|
0.382 |
69.76 |
|
LOW |
68.79 |
|
0.618 |
67.22 |
|
1.000 |
66.25 |
|
1.618 |
64.68 |
|
2.618 |
62.14 |
|
4.250 |
58.00 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.06 |
70.33 |
| PP |
69.93 |
70.10 |
| S1 |
69.79 |
69.88 |
|