NYMEX Light Sweet Crude Oil Future December 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 |
70.98 |
71.56 |
0.58 |
0.8% |
65.18 |
| High |
72.44 |
72.40 |
-0.04 |
-0.1% |
69.49 |
| Low |
70.63 |
69.35 |
-1.28 |
-1.8% |
62.93 |
| Close |
72.15 |
70.46 |
-1.69 |
-2.3% |
69.20 |
| Range |
1.81 |
3.05 |
1.24 |
68.5% |
6.56 |
| ATR |
2.01 |
2.09 |
0.07 |
3.7% |
0.00 |
| Volume |
30,132 |
51,826 |
21,694 |
72.0% |
120,712 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.89 |
78.22 |
72.14 |
|
| R3 |
76.84 |
75.17 |
71.30 |
|
| R2 |
73.79 |
73.79 |
71.02 |
|
| R1 |
72.12 |
72.12 |
70.74 |
71.43 |
| PP |
70.74 |
70.74 |
70.74 |
70.39 |
| S1 |
69.07 |
69.07 |
70.18 |
68.38 |
| S2 |
67.69 |
67.69 |
69.90 |
|
| S3 |
64.64 |
66.02 |
69.62 |
|
| S4 |
61.59 |
62.97 |
68.78 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.89 |
84.60 |
72.81 |
|
| R3 |
80.33 |
78.04 |
71.00 |
|
| R2 |
73.77 |
73.77 |
70.40 |
|
| R1 |
71.48 |
71.48 |
69.80 |
72.63 |
| PP |
67.21 |
67.21 |
67.21 |
67.78 |
| S1 |
64.92 |
64.92 |
68.60 |
66.07 |
| S2 |
60.65 |
60.65 |
68.00 |
|
| S3 |
54.09 |
58.36 |
67.40 |
|
| S4 |
47.53 |
51.80 |
65.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.44 |
65.66 |
6.78 |
9.6% |
2.29 |
3.3% |
71% |
False |
False |
37,797 |
| 10 |
72.44 |
62.93 |
9.51 |
13.5% |
1.97 |
2.8% |
79% |
False |
False |
30,746 |
| 20 |
72.44 |
60.54 |
11.90 |
16.9% |
1.99 |
2.8% |
83% |
False |
False |
27,581 |
| 40 |
72.44 |
54.92 |
17.52 |
24.9% |
2.02 |
2.9% |
89% |
False |
False |
22,974 |
| 60 |
72.44 |
49.46 |
22.98 |
32.6% |
2.18 |
3.1% |
91% |
False |
False |
22,966 |
| 80 |
72.44 |
46.14 |
26.30 |
37.3% |
2.25 |
3.2% |
92% |
False |
False |
22,683 |
| 100 |
72.44 |
46.14 |
26.30 |
37.3% |
2.26 |
3.2% |
92% |
False |
False |
21,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.36 |
|
2.618 |
80.38 |
|
1.618 |
77.33 |
|
1.000 |
75.45 |
|
0.618 |
74.28 |
|
HIGH |
72.40 |
|
0.618 |
71.23 |
|
0.500 |
70.88 |
|
0.382 |
70.52 |
|
LOW |
69.35 |
|
0.618 |
67.47 |
|
1.000 |
66.30 |
|
1.618 |
64.42 |
|
2.618 |
61.37 |
|
4.250 |
56.39 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.88 |
70.90 |
| PP |
70.74 |
70.75 |
| S1 |
70.60 |
70.61 |
|