NYMEX Light Sweet Crude Oil Future December 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 |
72.80 |
72.28 |
-0.52 |
-0.7% |
69.35 |
| High |
74.00 |
73.32 |
-0.68 |
-0.9% |
74.00 |
| Low |
71.59 |
71.32 |
-0.27 |
-0.4% |
69.35 |
| Close |
72.72 |
72.60 |
-0.12 |
-0.2% |
72.72 |
| Range |
2.41 |
2.00 |
-0.41 |
-17.0% |
4.65 |
| ATR |
2.17 |
2.15 |
-0.01 |
-0.5% |
0.00 |
| Volume |
47,578 |
46,635 |
-943 |
-2.0% |
224,014 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.41 |
77.51 |
73.70 |
|
| R3 |
76.41 |
75.51 |
73.15 |
|
| R2 |
74.41 |
74.41 |
72.97 |
|
| R1 |
73.51 |
73.51 |
72.78 |
73.96 |
| PP |
72.41 |
72.41 |
72.41 |
72.64 |
| S1 |
71.51 |
71.51 |
72.42 |
71.96 |
| S2 |
70.41 |
70.41 |
72.23 |
|
| S3 |
68.41 |
69.51 |
72.05 |
|
| S4 |
66.41 |
67.51 |
71.50 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.97 |
84.00 |
75.28 |
|
| R3 |
81.32 |
79.35 |
74.00 |
|
| R2 |
76.67 |
76.67 |
73.57 |
|
| R1 |
74.70 |
74.70 |
73.15 |
75.69 |
| PP |
72.02 |
72.02 |
72.02 |
72.52 |
| S1 |
70.05 |
70.05 |
72.29 |
71.04 |
| S2 |
67.37 |
67.37 |
71.87 |
|
| S3 |
62.72 |
65.40 |
71.44 |
|
| S4 |
58.07 |
60.75 |
70.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.00 |
69.35 |
4.65 |
6.4% |
2.43 |
3.3% |
70% |
False |
False |
46,836 |
| 10 |
74.00 |
62.93 |
11.07 |
15.2% |
2.25 |
3.1% |
87% |
False |
False |
39,136 |
| 20 |
74.00 |
60.66 |
13.34 |
18.4% |
2.06 |
2.8% |
90% |
False |
False |
30,842 |
| 40 |
74.00 |
54.92 |
19.08 |
26.3% |
2.01 |
2.8% |
93% |
False |
False |
25,343 |
| 60 |
74.00 |
50.50 |
23.50 |
32.4% |
2.17 |
3.0% |
94% |
False |
False |
24,165 |
| 80 |
74.00 |
46.14 |
27.86 |
38.4% |
2.26 |
3.1% |
95% |
False |
False |
23,830 |
| 100 |
74.00 |
46.14 |
27.86 |
38.4% |
2.28 |
3.1% |
95% |
False |
False |
23,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.82 |
|
2.618 |
78.56 |
|
1.618 |
76.56 |
|
1.000 |
75.32 |
|
0.618 |
74.56 |
|
HIGH |
73.32 |
|
0.618 |
72.56 |
|
0.500 |
72.32 |
|
0.382 |
72.08 |
|
LOW |
71.32 |
|
0.618 |
70.08 |
|
1.000 |
69.32 |
|
1.618 |
68.08 |
|
2.618 |
66.08 |
|
4.250 |
62.82 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.51 |
72.49 |
| PP |
72.41 |
72.39 |
| S1 |
72.32 |
72.28 |
|