NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 05-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
69.03 |
71.45 |
2.42 |
3.5% |
68.55 |
High |
71.98 |
72.60 |
0.62 |
0.9% |
72.60 |
Low |
68.75 |
70.15 |
1.40 |
2.0% |
67.85 |
Close |
71.29 |
71.07 |
-0.22 |
-0.3% |
71.07 |
Range |
3.23 |
2.45 |
-0.78 |
-24.1% |
4.75 |
ATR |
2.08 |
2.11 |
0.03 |
1.3% |
0.00 |
Volume |
24,671 |
14,584 |
-10,087 |
-40.9% |
74,078 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.62 |
77.30 |
72.42 |
|
R3 |
76.17 |
74.85 |
71.74 |
|
R2 |
73.72 |
73.72 |
71.52 |
|
R1 |
72.40 |
72.40 |
71.29 |
71.84 |
PP |
71.27 |
71.27 |
71.27 |
70.99 |
S1 |
69.95 |
69.95 |
70.85 |
69.39 |
S2 |
68.82 |
68.82 |
70.62 |
|
S3 |
66.37 |
67.50 |
70.40 |
|
S4 |
63.92 |
65.05 |
69.72 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.76 |
82.66 |
73.68 |
|
R3 |
80.01 |
77.91 |
72.38 |
|
R2 |
75.26 |
75.26 |
71.94 |
|
R1 |
73.16 |
73.16 |
71.51 |
74.21 |
PP |
70.51 |
70.51 |
70.51 |
71.03 |
S1 |
68.41 |
68.41 |
70.63 |
69.46 |
S2 |
65.76 |
65.76 |
70.20 |
|
S3 |
61.01 |
63.66 |
69.76 |
|
S4 |
56.26 |
58.91 |
68.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.60 |
67.85 |
4.75 |
6.7% |
2.51 |
3.5% |
68% |
True |
False |
14,815 |
10 |
72.60 |
61.75 |
10.85 |
15.3% |
2.17 |
3.1% |
86% |
True |
False |
12,919 |
20 |
72.60 |
59.20 |
13.40 |
18.9% |
1.98 |
2.8% |
89% |
True |
False |
11,400 |
40 |
72.60 |
53.00 |
19.60 |
27.6% |
1.75 |
2.5% |
92% |
True |
False |
9,457 |
60 |
72.60 |
49.19 |
23.41 |
32.9% |
1.78 |
2.5% |
93% |
True |
False |
8,526 |
80 |
72.60 |
45.06 |
27.54 |
38.8% |
1.72 |
2.4% |
94% |
True |
False |
7,762 |
100 |
72.60 |
45.06 |
27.54 |
38.8% |
1.66 |
2.3% |
94% |
True |
False |
6,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.01 |
2.618 |
79.01 |
1.618 |
76.56 |
1.000 |
75.05 |
0.618 |
74.11 |
HIGH |
72.60 |
0.618 |
71.66 |
0.500 |
71.38 |
0.382 |
71.09 |
LOW |
70.15 |
0.618 |
68.64 |
1.000 |
67.70 |
1.618 |
66.19 |
2.618 |
63.74 |
4.250 |
59.74 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.38 |
70.79 |
PP |
71.27 |
70.51 |
S1 |
71.17 |
70.23 |
|