NYMEX Light Sweet Crude Oil Future December 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 |
70.65 |
72.80 |
2.15 |
3.0% |
69.35 |
| High |
73.42 |
74.00 |
0.58 |
0.8% |
74.00 |
| Low |
70.56 |
71.59 |
1.03 |
1.5% |
69.35 |
| Close |
72.84 |
72.72 |
-0.12 |
-0.2% |
72.72 |
| Range |
2.86 |
2.41 |
-0.45 |
-15.7% |
4.65 |
| ATR |
2.15 |
2.17 |
0.02 |
0.9% |
0.00 |
| Volume |
58,009 |
47,578 |
-10,431 |
-18.0% |
224,014 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.00 |
78.77 |
74.05 |
|
| R3 |
77.59 |
76.36 |
73.38 |
|
| R2 |
75.18 |
75.18 |
73.16 |
|
| R1 |
73.95 |
73.95 |
72.94 |
73.36 |
| PP |
72.77 |
72.77 |
72.77 |
72.48 |
| S1 |
71.54 |
71.54 |
72.50 |
70.95 |
| S2 |
70.36 |
70.36 |
72.28 |
|
| S3 |
67.95 |
69.13 |
72.06 |
|
| S4 |
65.54 |
66.72 |
71.39 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.97 |
84.00 |
75.28 |
|
| R3 |
81.32 |
79.35 |
74.00 |
|
| R2 |
76.67 |
76.67 |
73.57 |
|
| R1 |
74.70 |
74.70 |
73.15 |
75.69 |
| PP |
72.02 |
72.02 |
72.02 |
72.52 |
| S1 |
70.05 |
70.05 |
72.29 |
71.04 |
| S2 |
67.37 |
67.37 |
71.87 |
|
| S3 |
62.72 |
65.40 |
71.44 |
|
| S4 |
58.07 |
60.75 |
70.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.00 |
69.35 |
4.65 |
6.4% |
2.47 |
3.4% |
72% |
True |
False |
44,802 |
| 10 |
74.00 |
62.93 |
11.07 |
15.2% |
2.18 |
3.0% |
88% |
True |
False |
36,621 |
| 20 |
74.00 |
60.66 |
13.34 |
18.3% |
2.04 |
2.8% |
90% |
True |
False |
30,365 |
| 40 |
74.00 |
54.92 |
19.08 |
26.2% |
2.01 |
2.8% |
93% |
True |
False |
24,726 |
| 60 |
74.00 |
49.66 |
24.34 |
33.5% |
2.19 |
3.0% |
95% |
True |
False |
23,881 |
| 80 |
74.00 |
46.14 |
27.86 |
38.3% |
2.25 |
3.1% |
95% |
True |
False |
23,477 |
| 100 |
74.00 |
46.14 |
27.86 |
38.3% |
2.28 |
3.1% |
95% |
True |
False |
22,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.24 |
|
2.618 |
80.31 |
|
1.618 |
77.90 |
|
1.000 |
76.41 |
|
0.618 |
75.49 |
|
HIGH |
74.00 |
|
0.618 |
73.08 |
|
0.500 |
72.80 |
|
0.382 |
72.51 |
|
LOW |
71.59 |
|
0.618 |
70.10 |
|
1.000 |
69.18 |
|
1.618 |
67.69 |
|
2.618 |
65.28 |
|
4.250 |
61.35 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
72.80 |
72.37 |
| PP |
72.77 |
72.02 |
| S1 |
72.75 |
71.68 |
|