NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 12-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
Open |
59.74 |
59.08 |
-0.66 |
-1.1% |
54.26 |
High |
59.74 |
60.86 |
1.12 |
1.9% |
59.85 |
Low |
57.83 |
58.72 |
0.89 |
1.5% |
54.05 |
Close |
59.41 |
59.71 |
0.30 |
0.5% |
59.74 |
Range |
1.91 |
2.14 |
0.23 |
12.0% |
5.80 |
ATR |
2.38 |
2.36 |
-0.02 |
-0.7% |
0.00 |
Volume |
148,918 |
154,705 |
5,787 |
3.9% |
642,685 |
|
Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.18 |
65.09 |
60.89 |
|
R3 |
64.04 |
62.95 |
60.30 |
|
R2 |
61.90 |
61.90 |
60.10 |
|
R1 |
60.81 |
60.81 |
59.91 |
61.36 |
PP |
59.76 |
59.76 |
59.76 |
60.04 |
S1 |
58.67 |
58.67 |
59.51 |
59.22 |
S2 |
57.62 |
57.62 |
59.32 |
|
S3 |
55.48 |
56.53 |
59.12 |
|
S4 |
53.34 |
54.39 |
58.53 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.28 |
73.31 |
62.93 |
|
R3 |
69.48 |
67.51 |
61.34 |
|
R2 |
63.68 |
63.68 |
60.80 |
|
R1 |
61.71 |
61.71 |
60.27 |
62.70 |
PP |
57.88 |
57.88 |
57.88 |
58.37 |
S1 |
55.91 |
55.91 |
59.21 |
56.90 |
S2 |
52.08 |
52.08 |
58.68 |
|
S3 |
46.28 |
50.11 |
58.15 |
|
S4 |
40.48 |
44.31 |
56.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.86 |
55.10 |
5.76 |
9.6% |
2.40 |
4.0% |
80% |
True |
False |
153,057 |
10 |
60.86 |
50.37 |
10.49 |
17.6% |
2.28 |
3.8% |
89% |
True |
False |
119,128 |
20 |
60.86 |
49.07 |
11.79 |
19.7% |
2.19 |
3.7% |
90% |
True |
False |
95,340 |
40 |
60.86 |
49.07 |
11.79 |
19.7% |
2.40 |
4.0% |
90% |
True |
False |
65,198 |
60 |
60.86 |
42.19 |
18.67 |
31.3% |
2.54 |
4.3% |
94% |
True |
False |
49,737 |
80 |
60.86 |
42.19 |
18.67 |
31.3% |
2.47 |
4.1% |
94% |
True |
False |
40,577 |
100 |
60.86 |
42.19 |
18.67 |
31.3% |
2.60 |
4.4% |
94% |
True |
False |
34,331 |
120 |
61.20 |
42.19 |
19.01 |
31.8% |
2.65 |
4.4% |
92% |
False |
False |
29,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.96 |
2.618 |
66.46 |
1.618 |
64.32 |
1.000 |
63.00 |
0.618 |
62.18 |
HIGH |
60.86 |
0.618 |
60.04 |
0.500 |
59.79 |
0.382 |
59.54 |
LOW |
58.72 |
0.618 |
57.40 |
1.000 |
56.58 |
1.618 |
55.26 |
2.618 |
53.12 |
4.250 |
49.63 |
|
|
Fisher Pivots for day following 12-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.79 |
59.52 |
PP |
59.76 |
59.32 |
S1 |
59.74 |
59.13 |
|