NYMEX Light Sweet Crude Oil Future September 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 |
66.25 |
68.02 |
1.77 |
2.7% |
63.46 |
| High |
67.98 |
70.08 |
2.10 |
3.1% |
67.98 |
| Low |
66.22 |
67.79 |
1.57 |
2.4% |
61.03 |
| Close |
67.72 |
70.07 |
2.35 |
3.5% |
67.72 |
| Range |
1.76 |
2.29 |
0.53 |
30.1% |
6.95 |
| ATR |
2.12 |
2.14 |
0.02 |
0.8% |
0.00 |
| Volume |
32,704 |
20,180 |
-12,524 |
-38.3% |
105,851 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.18 |
75.42 |
71.33 |
|
| R3 |
73.89 |
73.13 |
70.70 |
|
| R2 |
71.60 |
71.60 |
70.49 |
|
| R1 |
70.84 |
70.84 |
70.28 |
71.22 |
| PP |
69.31 |
69.31 |
69.31 |
69.51 |
| S1 |
68.55 |
68.55 |
69.86 |
68.93 |
| S2 |
67.02 |
67.02 |
69.65 |
|
| S3 |
64.73 |
66.26 |
69.44 |
|
| S4 |
62.44 |
63.97 |
68.81 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.43 |
84.02 |
71.54 |
|
| R3 |
79.48 |
77.07 |
69.63 |
|
| R2 |
72.53 |
72.53 |
68.99 |
|
| R1 |
70.12 |
70.12 |
68.36 |
71.33 |
| PP |
65.58 |
65.58 |
65.58 |
66.18 |
| S1 |
63.17 |
63.17 |
67.08 |
64.38 |
| S2 |
58.63 |
58.63 |
66.45 |
|
| S3 |
51.68 |
56.22 |
65.81 |
|
| S4 |
44.73 |
49.27 |
63.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.08 |
61.03 |
9.05 |
12.9% |
2.22 |
3.2% |
100% |
True |
False |
25,206 |
| 10 |
70.08 |
58.36 |
11.72 |
16.7% |
2.10 |
3.0% |
100% |
True |
False |
24,228 |
| 20 |
70.08 |
56.43 |
13.65 |
19.5% |
2.10 |
3.0% |
100% |
True |
False |
22,263 |
| 40 |
70.08 |
51.96 |
18.12 |
25.9% |
2.00 |
2.9% |
100% |
True |
False |
17,115 |
| 60 |
70.08 |
47.85 |
22.23 |
31.7% |
2.05 |
2.9% |
100% |
True |
False |
14,567 |
| 80 |
70.08 |
44.19 |
25.89 |
36.9% |
2.14 |
3.1% |
100% |
True |
False |
12,713 |
| 100 |
70.08 |
44.19 |
25.89 |
36.9% |
2.08 |
3.0% |
100% |
True |
False |
10,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.81 |
|
2.618 |
76.08 |
|
1.618 |
73.79 |
|
1.000 |
72.37 |
|
0.618 |
71.50 |
|
HIGH |
70.08 |
|
0.618 |
69.21 |
|
0.500 |
68.94 |
|
0.382 |
68.66 |
|
LOW |
67.79 |
|
0.618 |
66.37 |
|
1.000 |
65.50 |
|
1.618 |
64.08 |
|
2.618 |
61.79 |
|
4.250 |
58.06 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.69 |
69.08 |
| PP |
69.31 |
68.08 |
| S1 |
68.94 |
67.09 |
|