NYMEX Light Sweet Crude Oil Future November 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 |
71.09 |
70.33 |
-0.76 |
-1.1% |
62.36 |
| High |
71.33 |
72.67 |
1.34 |
1.9% |
68.84 |
| Low |
68.79 |
70.33 |
1.54 |
2.2% |
62.36 |
| Close |
69.66 |
72.06 |
2.40 |
3.4% |
68.68 |
| Range |
2.54 |
2.34 |
-0.20 |
-7.9% |
6.48 |
| ATR |
1.82 |
1.90 |
0.09 |
4.7% |
0.00 |
| Volume |
9,013 |
17,588 |
8,575 |
95.1% |
31,113 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.71 |
77.72 |
73.35 |
|
| R3 |
76.37 |
75.38 |
72.70 |
|
| R2 |
74.03 |
74.03 |
72.49 |
|
| R1 |
73.04 |
73.04 |
72.27 |
73.54 |
| PP |
71.69 |
71.69 |
71.69 |
71.93 |
| S1 |
70.70 |
70.70 |
71.85 |
71.20 |
| S2 |
69.35 |
69.35 |
71.63 |
|
| S3 |
67.01 |
68.36 |
71.42 |
|
| S4 |
64.67 |
66.02 |
70.77 |
|
|
| 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 |
72.67 |
67.84 |
4.83 |
6.7% |
1.74 |
2.4% |
87% |
True |
False |
11,242 |
| 10 |
72.67 |
62.36 |
10.31 |
14.3% |
1.70 |
2.4% |
94% |
True |
False |
8,890 |
| 20 |
72.67 |
59.95 |
12.72 |
17.7% |
1.68 |
2.3% |
95% |
True |
False |
7,712 |
| 40 |
72.67 |
54.20 |
18.47 |
25.6% |
1.49 |
2.1% |
97% |
True |
False |
6,234 |
| 60 |
72.67 |
49.00 |
23.67 |
32.8% |
1.55 |
2.2% |
97% |
True |
False |
5,786 |
| 80 |
72.67 |
45.87 |
26.80 |
37.2% |
1.59 |
2.2% |
98% |
True |
False |
5,408 |
| 100 |
72.67 |
45.87 |
26.80 |
37.2% |
1.52 |
2.1% |
98% |
True |
False |
4,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.62 |
|
2.618 |
78.80 |
|
1.618 |
76.46 |
|
1.000 |
75.01 |
|
0.618 |
74.12 |
|
HIGH |
72.67 |
|
0.618 |
71.78 |
|
0.500 |
71.50 |
|
0.382 |
71.22 |
|
LOW |
70.33 |
|
0.618 |
68.88 |
|
1.000 |
67.99 |
|
1.618 |
66.54 |
|
2.618 |
64.20 |
|
4.250 |
60.39 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.87 |
71.62 |
| PP |
71.69 |
71.17 |
| S1 |
71.50 |
70.73 |
|