NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 18-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
Open |
59.30 |
57.22 |
-2.08 |
-3.5% |
59.74 |
High |
59.60 |
59.92 |
0.32 |
0.5% |
60.86 |
Low |
56.74 |
56.76 |
0.02 |
0.0% |
56.74 |
Close |
57.00 |
59.59 |
2.59 |
4.5% |
57.00 |
Range |
2.86 |
3.16 |
0.30 |
10.5% |
4.12 |
ATR |
2.39 |
2.45 |
0.05 |
2.3% |
0.00 |
Volume |
136,774 |
163,458 |
26,684 |
19.5% |
784,496 |
|
Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.24 |
67.07 |
61.33 |
|
R3 |
65.08 |
63.91 |
60.46 |
|
R2 |
61.92 |
61.92 |
60.17 |
|
R1 |
60.75 |
60.75 |
59.88 |
61.34 |
PP |
58.76 |
58.76 |
58.76 |
59.05 |
S1 |
57.59 |
57.59 |
59.30 |
58.18 |
S2 |
55.60 |
55.60 |
59.01 |
|
S3 |
52.44 |
54.43 |
58.72 |
|
S4 |
49.28 |
51.27 |
57.85 |
|
|
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 |
6.9% |
2.56 |
4.3% |
69% |
False |
False |
159,807 |
10 |
60.86 |
55.10 |
5.76 |
9.7% |
2.40 |
4.0% |
78% |
False |
False |
150,767 |
20 |
60.86 |
49.07 |
11.79 |
19.8% |
2.29 |
3.8% |
89% |
False |
False |
116,906 |
40 |
60.86 |
49.07 |
11.79 |
19.8% |
2.38 |
4.0% |
89% |
False |
False |
79,200 |
60 |
60.86 |
43.42 |
17.44 |
29.3% |
2.51 |
4.2% |
93% |
False |
False |
59,201 |
80 |
60.86 |
42.19 |
18.67 |
31.3% |
2.49 |
4.2% |
93% |
False |
False |
47,967 |
100 |
60.86 |
42.19 |
18.67 |
31.3% |
2.60 |
4.4% |
93% |
False |
False |
40,440 |
120 |
61.20 |
42.19 |
19.01 |
31.9% |
2.67 |
4.5% |
92% |
False |
False |
34,672 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.35 |
2.618 |
68.19 |
1.618 |
65.03 |
1.000 |
63.08 |
0.618 |
61.87 |
HIGH |
59.92 |
0.618 |
58.71 |
0.500 |
58.34 |
0.382 |
57.97 |
LOW |
56.76 |
0.618 |
54.81 |
1.000 |
53.60 |
1.618 |
51.65 |
2.618 |
48.49 |
4.250 |
43.33 |
|
|
Fisher Pivots for day following 18-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.17 |
59.17 |
PP |
58.76 |
58.75 |
S1 |
58.34 |
58.33 |
|