NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
65.57 |
67.23 |
1.66 |
2.5% |
62.64 |
| High |
67.39 |
69.42 |
2.03 |
3.0% |
67.39 |
| Low |
65.51 |
67.08 |
1.57 |
2.4% |
60.30 |
| Close |
67.07 |
69.37 |
2.30 |
3.4% |
67.07 |
| Range |
1.88 |
2.34 |
0.46 |
24.5% |
7.09 |
| ATR |
2.22 |
2.23 |
0.01 |
0.4% |
0.00 |
| Volume |
79,731 |
62,920 |
-16,811 |
-21.1% |
253,783 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.64 |
74.85 |
70.66 |
|
| R3 |
73.30 |
72.51 |
70.01 |
|
| R2 |
70.96 |
70.96 |
69.80 |
|
| R1 |
70.17 |
70.17 |
69.58 |
70.57 |
| PP |
68.62 |
68.62 |
68.62 |
68.82 |
| S1 |
67.83 |
67.83 |
69.16 |
68.23 |
| S2 |
66.28 |
66.28 |
68.94 |
|
| S3 |
63.94 |
65.49 |
68.73 |
|
| S4 |
61.60 |
63.15 |
68.08 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.19 |
83.72 |
70.97 |
|
| R3 |
79.10 |
76.63 |
69.02 |
|
| R2 |
72.01 |
72.01 |
68.37 |
|
| R1 |
69.54 |
69.54 |
67.72 |
70.78 |
| PP |
64.92 |
64.92 |
64.92 |
65.54 |
| S1 |
62.45 |
62.45 |
66.42 |
63.69 |
| S2 |
57.83 |
57.83 |
65.77 |
|
| S3 |
50.74 |
55.36 |
65.12 |
|
| S4 |
43.65 |
48.27 |
63.17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.42 |
60.30 |
9.12 |
13.1% |
2.28 |
3.3% |
99% |
True |
False |
63,340 |
| 10 |
69.42 |
57.57 |
11.85 |
17.1% |
2.20 |
3.2% |
100% |
True |
False |
58,215 |
| 20 |
69.42 |
55.33 |
14.09 |
20.3% |
2.15 |
3.1% |
100% |
True |
False |
50,032 |
| 40 |
69.42 |
50.76 |
18.66 |
26.9% |
2.25 |
3.2% |
100% |
True |
False |
35,303 |
| 60 |
69.42 |
47.14 |
22.28 |
32.1% |
2.22 |
3.2% |
100% |
True |
False |
26,821 |
| 80 |
69.42 |
43.34 |
26.08 |
37.6% |
2.23 |
3.2% |
100% |
True |
False |
22,160 |
| 100 |
69.42 |
43.34 |
26.08 |
37.6% |
2.15 |
3.1% |
100% |
True |
False |
18,828 |
| 120 |
69.42 |
43.34 |
26.08 |
37.6% |
2.01 |
2.9% |
100% |
True |
False |
16,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.37 |
|
2.618 |
75.55 |
|
1.618 |
73.21 |
|
1.000 |
71.76 |
|
0.618 |
70.87 |
|
HIGH |
69.42 |
|
0.618 |
68.53 |
|
0.500 |
68.25 |
|
0.382 |
67.97 |
|
LOW |
67.08 |
|
0.618 |
65.63 |
|
1.000 |
64.74 |
|
1.618 |
63.29 |
|
2.618 |
60.95 |
|
4.250 |
57.14 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.00 |
68.40 |
| PP |
68.62 |
67.43 |
| S1 |
68.25 |
66.46 |
|