NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 15-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
Open |
58.70 |
59.30 |
0.60 |
1.0% |
59.74 |
High |
59.85 |
59.60 |
-0.25 |
-0.4% |
60.86 |
Low |
57.54 |
56.74 |
-0.80 |
-1.4% |
56.74 |
Close |
59.42 |
57.00 |
-2.42 |
-4.1% |
57.00 |
Range |
2.31 |
2.86 |
0.55 |
23.8% |
4.12 |
ATR |
2.36 |
2.39 |
0.04 |
1.5% |
0.00 |
Volume |
179,963 |
136,774 |
-43,189 |
-24.0% |
784,496 |
|
Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.36 |
64.54 |
58.57 |
|
R3 |
63.50 |
61.68 |
57.79 |
|
R2 |
60.64 |
60.64 |
57.52 |
|
R1 |
58.82 |
58.82 |
57.26 |
58.30 |
PP |
57.78 |
57.78 |
57.78 |
57.52 |
S1 |
55.96 |
55.96 |
56.74 |
55.44 |
S2 |
54.92 |
54.92 |
56.48 |
|
S3 |
52.06 |
53.10 |
56.21 |
|
S4 |
49.20 |
50.24 |
55.43 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.56 |
67.90 |
59.27 |
|
R3 |
66.44 |
63.78 |
58.13 |
|
R2 |
62.32 |
62.32 |
57.76 |
|
R1 |
59.66 |
59.66 |
57.38 |
58.93 |
PP |
58.20 |
58.20 |
58.20 |
57.84 |
S1 |
55.54 |
55.54 |
56.62 |
54.81 |
S2 |
54.08 |
54.08 |
56.24 |
|
S3 |
49.96 |
51.42 |
55.87 |
|
S4 |
45.84 |
47.30 |
54.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.86 |
56.74 |
4.12 |
7.2% |
2.31 |
4.1% |
6% |
False |
True |
156,899 |
10 |
60.86 |
54.05 |
6.81 |
11.9% |
2.30 |
4.0% |
43% |
False |
False |
142,718 |
20 |
60.86 |
49.07 |
11.79 |
20.7% |
2.33 |
4.1% |
67% |
False |
False |
111,040 |
40 |
60.86 |
49.07 |
11.79 |
20.7% |
2.34 |
4.1% |
67% |
False |
False |
75,738 |
60 |
60.86 |
42.80 |
18.06 |
31.7% |
2.49 |
4.4% |
79% |
False |
False |
56,790 |
80 |
60.86 |
42.19 |
18.67 |
32.8% |
2.48 |
4.4% |
79% |
False |
False |
46,098 |
100 |
60.86 |
42.19 |
18.67 |
32.8% |
2.60 |
4.6% |
79% |
False |
False |
38,885 |
120 |
61.20 |
42.19 |
19.01 |
33.4% |
2.66 |
4.7% |
78% |
False |
False |
33,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.76 |
2.618 |
67.09 |
1.618 |
64.23 |
1.000 |
62.46 |
0.618 |
61.37 |
HIGH |
59.60 |
0.618 |
58.51 |
0.500 |
58.17 |
0.382 |
57.83 |
LOW |
56.74 |
0.618 |
54.97 |
1.000 |
53.88 |
1.618 |
52.11 |
2.618 |
49.25 |
4.250 |
44.59 |
|
|
Fisher Pivots for day following 15-May-2009 |
Pivot |
1 day |
3 day |
R1 |
58.17 |
58.72 |
PP |
57.78 |
58.15 |
S1 |
57.39 |
57.57 |
|