NYMEX Light Sweet Crude Oil Future January 2010
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 |
69.28 |
70.92 |
1.64 |
2.4% |
63.75 |
High |
69.69 |
71.55 |
1.86 |
2.7% |
69.69 |
Low |
68.99 |
70.92 |
1.93 |
2.8% |
63.75 |
Close |
69.62 |
71.92 |
2.30 |
3.3% |
69.62 |
Range |
0.70 |
0.63 |
-0.07 |
-10.0% |
5.94 |
ATR |
1.55 |
1.58 |
0.03 |
1.7% |
0.00 |
Volume |
5,777 |
4,078 |
-1,699 |
-29.4% |
13,339 |
|
Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.35 |
73.27 |
72.27 |
|
R3 |
72.72 |
72.64 |
72.09 |
|
R2 |
72.09 |
72.09 |
72.04 |
|
R1 |
72.01 |
72.01 |
71.98 |
72.05 |
PP |
71.46 |
71.46 |
71.46 |
71.49 |
S1 |
71.38 |
71.38 |
71.86 |
71.42 |
S2 |
70.83 |
70.83 |
71.80 |
|
S3 |
70.20 |
70.75 |
71.75 |
|
S4 |
69.57 |
70.12 |
71.57 |
|
|
Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.51 |
83.50 |
72.89 |
|
R3 |
79.57 |
77.56 |
71.25 |
|
R2 |
73.63 |
73.63 |
70.71 |
|
R1 |
71.62 |
71.62 |
70.16 |
72.63 |
PP |
67.69 |
67.69 |
67.69 |
68.19 |
S1 |
65.68 |
65.68 |
69.08 |
66.69 |
S2 |
61.75 |
61.75 |
68.53 |
|
S3 |
55.81 |
59.74 |
67.99 |
|
S4 |
49.87 |
53.80 |
66.35 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
71.55 |
63.75 |
7.80 |
10.8% |
1.25 |
1.7% |
105% |
True |
False |
3,483 |
10 |
71.55 |
62.75 |
8.80 |
12.2% |
1.11 |
1.5% |
104% |
True |
False |
2,711 |
20 |
71.55 |
59.99 |
11.56 |
16.1% |
1.34 |
1.9% |
103% |
True |
False |
2,381 |
40 |
71.55 |
56.18 |
15.37 |
21.4% |
1.14 |
1.6% |
102% |
True |
False |
2,089 |
60 |
71.55 |
50.10 |
21.45 |
29.8% |
1.27 |
1.8% |
102% |
True |
False |
2,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.23 |
2.618 |
73.20 |
1.618 |
72.57 |
1.000 |
72.18 |
0.618 |
71.94 |
HIGH |
71.55 |
0.618 |
71.31 |
0.500 |
71.24 |
0.382 |
71.16 |
LOW |
70.92 |
0.618 |
70.53 |
1.000 |
70.29 |
1.618 |
69.90 |
2.618 |
69.27 |
4.250 |
68.24 |
|
|
Fisher Pivots for day following 01-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
71.69 |
70.94 |
PP |
71.46 |
69.95 |
S1 |
71.24 |
68.97 |
|