NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
60.15 |
58.70 |
-1.45 |
-2.4% |
54.26 |
High |
60.70 |
59.85 |
-0.85 |
-1.4% |
59.85 |
Low |
58.35 |
57.54 |
-0.81 |
-1.4% |
54.05 |
Close |
58.97 |
59.42 |
0.45 |
0.8% |
59.74 |
Range |
2.35 |
2.31 |
-0.04 |
-1.7% |
5.80 |
ATR |
2.36 |
2.36 |
0.00 |
-0.2% |
0.00 |
Volume |
164,136 |
179,963 |
15,827 |
9.6% |
642,685 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.87 |
64.95 |
60.69 |
|
R3 |
63.56 |
62.64 |
60.06 |
|
R2 |
61.25 |
61.25 |
59.84 |
|
R1 |
60.33 |
60.33 |
59.63 |
60.79 |
PP |
58.94 |
58.94 |
58.94 |
59.17 |
S1 |
58.02 |
58.02 |
59.21 |
58.48 |
S2 |
56.63 |
56.63 |
59.00 |
|
S3 |
54.32 |
55.71 |
58.78 |
|
S4 |
52.01 |
53.40 |
58.15 |
|
|
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 |
57.39 |
3.47 |
5.8% |
2.23 |
3.8% |
59% |
False |
False |
164,860 |
10 |
60.86 |
51.55 |
9.31 |
15.7% |
2.34 |
3.9% |
85% |
False |
False |
136,707 |
20 |
60.86 |
49.07 |
11.79 |
19.8% |
2.26 |
3.8% |
88% |
False |
False |
106,566 |
40 |
60.86 |
49.07 |
11.79 |
19.8% |
2.36 |
4.0% |
88% |
False |
False |
72,894 |
60 |
60.86 |
42.19 |
18.67 |
31.4% |
2.50 |
4.2% |
92% |
False |
False |
54,783 |
80 |
60.86 |
42.19 |
18.67 |
31.4% |
2.47 |
4.2% |
92% |
False |
False |
44,610 |
100 |
60.86 |
42.19 |
18.67 |
31.4% |
2.59 |
4.4% |
92% |
False |
False |
37,600 |
120 |
61.20 |
42.19 |
19.01 |
32.0% |
2.66 |
4.5% |
91% |
False |
False |
32,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.67 |
2.618 |
65.90 |
1.618 |
63.59 |
1.000 |
62.16 |
0.618 |
61.28 |
HIGH |
59.85 |
0.618 |
58.97 |
0.500 |
58.70 |
0.382 |
58.42 |
LOW |
57.54 |
0.618 |
56.11 |
1.000 |
55.23 |
1.618 |
53.80 |
2.618 |
51.49 |
4.250 |
47.72 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.18 |
59.35 |
PP |
58.94 |
59.27 |
S1 |
58.70 |
59.20 |
|