NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 19-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
Open |
56.47 |
59.16 |
2.69 |
4.8% |
58.49 |
High |
59.33 |
60.48 |
1.15 |
1.9% |
60.08 |
Low |
56.12 |
58.55 |
2.43 |
4.3% |
56.07 |
Close |
59.03 |
59.65 |
0.62 |
1.1% |
56.34 |
Range |
3.21 |
1.93 |
-1.28 |
-39.9% |
4.01 |
ATR |
2.54 |
2.49 |
-0.04 |
-1.7% |
0.00 |
Volume |
216,088 |
134,714 |
-81,374 |
-37.7% |
1,460,064 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.35 |
64.43 |
60.71 |
|
R3 |
63.42 |
62.50 |
60.18 |
|
R2 |
61.49 |
61.49 |
60.00 |
|
R1 |
60.57 |
60.57 |
59.83 |
61.03 |
PP |
59.56 |
59.56 |
59.56 |
59.79 |
S1 |
58.64 |
58.64 |
59.47 |
59.10 |
S2 |
57.63 |
57.63 |
59.30 |
|
S3 |
55.70 |
56.71 |
59.12 |
|
S4 |
53.77 |
54.78 |
58.59 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.53 |
66.94 |
58.55 |
|
R3 |
65.52 |
62.93 |
57.44 |
|
R2 |
61.51 |
61.51 |
57.08 |
|
R1 |
58.92 |
58.92 |
56.71 |
58.21 |
PP |
57.50 |
57.50 |
57.50 |
57.14 |
S1 |
54.91 |
54.91 |
55.97 |
54.20 |
S2 |
53.49 |
53.49 |
55.60 |
|
S3 |
49.48 |
50.90 |
55.24 |
|
S4 |
45.47 |
46.89 |
54.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.48 |
56.07 |
4.41 |
7.4% |
2.58 |
4.3% |
81% |
True |
False |
245,803 |
10 |
60.48 |
53.57 |
6.91 |
11.6% |
2.56 |
4.3% |
88% |
True |
False |
275,730 |
20 |
60.48 |
47.70 |
12.78 |
21.4% |
2.35 |
3.9% |
94% |
True |
False |
255,794 |
40 |
60.48 |
46.72 |
13.76 |
23.1% |
2.52 |
4.2% |
94% |
True |
False |
194,517 |
60 |
60.48 |
42.27 |
18.21 |
30.5% |
2.63 |
4.4% |
95% |
True |
False |
148,790 |
80 |
60.48 |
40.85 |
19.63 |
32.9% |
2.60 |
4.4% |
96% |
True |
False |
120,840 |
100 |
60.48 |
40.85 |
19.63 |
32.9% |
2.75 |
4.6% |
96% |
True |
False |
101,603 |
120 |
61.33 |
40.85 |
20.48 |
34.3% |
2.85 |
4.8% |
92% |
False |
False |
88,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.68 |
2.618 |
65.53 |
1.618 |
63.60 |
1.000 |
62.41 |
0.618 |
61.67 |
HIGH |
60.48 |
0.618 |
59.74 |
0.500 |
59.52 |
0.382 |
59.29 |
LOW |
58.55 |
0.618 |
57.36 |
1.000 |
56.62 |
1.618 |
55.43 |
2.618 |
53.50 |
4.250 |
50.35 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.61 |
59.19 |
PP |
59.56 |
58.73 |
S1 |
59.52 |
58.28 |
|