NYMEX Light Sweet Crude Oil Future November 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 |
67.84 |
70.55 |
2.71 |
4.0% |
62.36 |
| High |
68.84 |
71.04 |
2.20 |
3.2% |
68.84 |
| Low |
67.84 |
69.79 |
1.95 |
2.9% |
62.36 |
| Close |
68.68 |
71.04 |
2.36 |
3.4% |
68.68 |
| Range |
1.00 |
1.25 |
0.25 |
25.0% |
6.48 |
| ATR |
1.72 |
1.76 |
0.05 |
2.7% |
0.00 |
| Volume |
9,639 |
10,788 |
1,149 |
11.9% |
31,113 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.37 |
73.96 |
71.73 |
|
| R3 |
73.12 |
72.71 |
71.38 |
|
| R2 |
71.87 |
71.87 |
71.27 |
|
| R1 |
71.46 |
71.46 |
71.15 |
71.67 |
| PP |
70.62 |
70.62 |
70.62 |
70.73 |
| S1 |
70.21 |
70.21 |
70.93 |
70.42 |
| S2 |
69.37 |
69.37 |
70.81 |
|
| S3 |
68.12 |
68.96 |
70.70 |
|
| S4 |
66.87 |
67.71 |
70.35 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.07 |
83.85 |
72.24 |
|
| R3 |
79.59 |
77.37 |
70.46 |
|
| R2 |
73.11 |
73.11 |
69.87 |
|
| R1 |
70.89 |
70.89 |
69.27 |
72.00 |
| PP |
66.63 |
66.63 |
66.63 |
67.18 |
| S1 |
64.41 |
64.41 |
68.09 |
65.52 |
| S2 |
60.15 |
60.15 |
67.49 |
|
| S3 |
53.67 |
57.93 |
66.90 |
|
| S4 |
47.19 |
51.45 |
65.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.04 |
62.36 |
8.68 |
12.2% |
1.62 |
2.3% |
100% |
True |
False |
8,380 |
| 10 |
71.04 |
60.06 |
10.98 |
15.5% |
1.62 |
2.3% |
100% |
True |
False |
6,561 |
| 20 |
71.04 |
59.77 |
11.27 |
15.9% |
1.52 |
2.1% |
100% |
True |
False |
6,957 |
| 40 |
71.04 |
54.20 |
16.84 |
23.7% |
1.40 |
2.0% |
100% |
True |
False |
5,708 |
| 60 |
71.04 |
49.00 |
22.04 |
31.0% |
1.54 |
2.2% |
100% |
True |
False |
5,418 |
| 80 |
71.04 |
45.87 |
25.17 |
35.4% |
1.56 |
2.2% |
100% |
True |
False |
5,084 |
| 100 |
71.04 |
45.87 |
25.17 |
35.4% |
1.49 |
2.1% |
100% |
True |
False |
4,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.35 |
|
2.618 |
74.31 |
|
1.618 |
73.06 |
|
1.000 |
72.29 |
|
0.618 |
71.81 |
|
HIGH |
71.04 |
|
0.618 |
70.56 |
|
0.500 |
70.42 |
|
0.382 |
70.27 |
|
LOW |
69.79 |
|
0.618 |
69.02 |
|
1.000 |
68.54 |
|
1.618 |
67.77 |
|
2.618 |
66.52 |
|
4.250 |
64.48 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
70.83 |
70.09 |
| PP |
70.62 |
69.13 |
| S1 |
70.42 |
68.18 |
|