NYMEX Light Sweet Crude Oil Future December 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 |
67.85 |
69.35 |
1.50 |
2.2% |
65.18 |
| High |
69.49 |
71.57 |
2.08 |
3.0% |
69.49 |
| Low |
67.85 |
69.35 |
1.50 |
2.2% |
62.93 |
| Close |
69.20 |
71.52 |
2.32 |
3.4% |
69.20 |
| Range |
1.64 |
2.22 |
0.58 |
35.4% |
6.56 |
| ATR |
2.00 |
2.03 |
0.03 |
1.3% |
0.00 |
| Volume |
38,121 |
36,469 |
-1,652 |
-4.3% |
120,712 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.47 |
76.72 |
72.74 |
|
| R3 |
75.25 |
74.50 |
72.13 |
|
| R2 |
73.03 |
73.03 |
71.93 |
|
| R1 |
72.28 |
72.28 |
71.72 |
72.66 |
| PP |
70.81 |
70.81 |
70.81 |
71.00 |
| S1 |
70.06 |
70.06 |
71.32 |
70.44 |
| S2 |
68.59 |
68.59 |
71.11 |
|
| S3 |
66.37 |
67.84 |
70.91 |
|
| S4 |
64.15 |
65.62 |
70.30 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.89 |
84.60 |
72.81 |
|
| R3 |
80.33 |
78.04 |
71.00 |
|
| R2 |
73.77 |
73.77 |
70.40 |
|
| R1 |
71.48 |
71.48 |
69.80 |
72.63 |
| PP |
67.21 |
67.21 |
67.21 |
67.78 |
| S1 |
64.92 |
64.92 |
68.60 |
66.07 |
| S2 |
60.65 |
60.65 |
68.00 |
|
| S3 |
54.09 |
58.36 |
67.40 |
|
| S4 |
47.53 |
51.80 |
65.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.57 |
62.93 |
8.64 |
12.1% |
2.07 |
2.9% |
99% |
True |
False |
31,436 |
| 10 |
71.57 |
60.77 |
10.80 |
15.1% |
1.93 |
2.7% |
100% |
True |
False |
26,886 |
| 20 |
71.57 |
59.30 |
12.27 |
17.2% |
1.91 |
2.7% |
100% |
True |
False |
26,022 |
| 40 |
71.57 |
54.92 |
16.65 |
23.3% |
2.02 |
2.8% |
100% |
True |
False |
21,938 |
| 60 |
71.57 |
49.46 |
22.11 |
30.9% |
2.17 |
3.0% |
100% |
True |
False |
22,273 |
| 80 |
71.57 |
46.14 |
25.43 |
35.6% |
2.24 |
3.1% |
100% |
True |
False |
22,079 |
| 100 |
71.57 |
46.14 |
25.43 |
35.6% |
2.28 |
3.2% |
100% |
True |
False |
21,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.01 |
|
2.618 |
77.38 |
|
1.618 |
75.16 |
|
1.000 |
73.79 |
|
0.618 |
72.94 |
|
HIGH |
71.57 |
|
0.618 |
70.72 |
|
0.500 |
70.46 |
|
0.382 |
70.20 |
|
LOW |
69.35 |
|
0.618 |
67.98 |
|
1.000 |
67.13 |
|
1.618 |
65.76 |
|
2.618 |
63.54 |
|
4.250 |
59.92 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
71.17 |
70.55 |
| PP |
70.81 |
69.58 |
| S1 |
70.46 |
68.62 |
|