NYMEX Light Sweet Crude Oil Future November 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 |
70.33 |
72.50 |
2.17 |
3.1% |
70.55 |
High |
72.67 |
72.50 |
-0.17 |
-0.2% |
72.67 |
Low |
70.33 |
71.08 |
0.75 |
1.1% |
68.79 |
Close |
72.06 |
71.90 |
-0.16 |
-0.2% |
71.90 |
Range |
2.34 |
1.42 |
-0.92 |
-39.3% |
3.88 |
ATR |
1.90 |
1.87 |
-0.03 |
-1.8% |
0.00 |
Volume |
17,588 |
10,134 |
-7,454 |
-42.4% |
56,705 |
|
Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.09 |
75.41 |
72.68 |
|
R3 |
74.67 |
73.99 |
72.29 |
|
R2 |
73.25 |
73.25 |
72.16 |
|
R1 |
72.57 |
72.57 |
72.03 |
72.20 |
PP |
71.83 |
71.83 |
71.83 |
71.64 |
S1 |
71.15 |
71.15 |
71.77 |
70.78 |
S2 |
70.41 |
70.41 |
71.64 |
|
S3 |
68.99 |
69.73 |
71.51 |
|
S4 |
67.57 |
68.31 |
71.12 |
|
|
Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.76 |
81.21 |
74.03 |
|
R3 |
78.88 |
77.33 |
72.97 |
|
R2 |
75.00 |
75.00 |
72.61 |
|
R1 |
73.45 |
73.45 |
72.26 |
74.23 |
PP |
71.12 |
71.12 |
71.12 |
71.51 |
S1 |
69.57 |
69.57 |
71.54 |
70.35 |
S2 |
67.24 |
67.24 |
71.19 |
|
S3 |
63.36 |
65.69 |
70.83 |
|
S4 |
59.48 |
61.81 |
69.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.67 |
68.79 |
3.88 |
5.4% |
1.82 |
2.5% |
80% |
False |
False |
11,341 |
10 |
72.67 |
62.36 |
10.31 |
14.3% |
1.71 |
2.4% |
93% |
False |
False |
9,381 |
20 |
72.67 |
59.95 |
12.72 |
17.7% |
1.64 |
2.3% |
94% |
False |
False |
7,847 |
40 |
72.67 |
54.20 |
18.47 |
25.7% |
1.46 |
2.0% |
96% |
False |
False |
6,349 |
60 |
72.67 |
49.44 |
23.23 |
32.3% |
1.54 |
2.1% |
97% |
False |
False |
5,878 |
80 |
72.67 |
45.87 |
26.80 |
37.3% |
1.57 |
2.2% |
97% |
False |
False |
5,510 |
100 |
72.67 |
45.87 |
26.80 |
37.3% |
1.51 |
2.1% |
97% |
False |
False |
5,030 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.54 |
2.618 |
76.22 |
1.618 |
74.80 |
1.000 |
73.92 |
0.618 |
73.38 |
HIGH |
72.50 |
0.618 |
71.96 |
0.500 |
71.79 |
0.382 |
71.62 |
LOW |
71.08 |
0.618 |
70.20 |
1.000 |
69.66 |
1.618 |
68.78 |
2.618 |
67.36 |
4.250 |
65.05 |
|
|
Fisher Pivots for day following 05-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.86 |
71.51 |
PP |
71.83 |
71.12 |
S1 |
71.79 |
70.73 |
|