NYMEX Light Sweet Crude Oil Future July 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 |
57.22 |
59.74 |
2.52 |
4.4% |
59.74 |
High |
59.92 |
60.99 |
1.07 |
1.8% |
60.86 |
Low |
56.76 |
58.93 |
2.17 |
3.8% |
56.74 |
Close |
59.59 |
60.10 |
0.51 |
0.9% |
57.00 |
Range |
3.16 |
2.06 |
-1.10 |
-34.8% |
4.12 |
ATR |
2.45 |
2.42 |
-0.03 |
-1.1% |
0.00 |
Volume |
163,458 |
222,290 |
58,832 |
36.0% |
784,496 |
|
Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.19 |
65.20 |
61.23 |
|
R3 |
64.13 |
63.14 |
60.67 |
|
R2 |
62.07 |
62.07 |
60.48 |
|
R1 |
61.08 |
61.08 |
60.29 |
61.58 |
PP |
60.01 |
60.01 |
60.01 |
60.25 |
S1 |
59.02 |
59.02 |
59.91 |
59.52 |
S2 |
57.95 |
57.95 |
59.72 |
|
S3 |
55.89 |
56.96 |
59.53 |
|
S4 |
53.83 |
54.90 |
58.97 |
|
|
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 |
60.99 |
56.74 |
4.25 |
7.1% |
2.55 |
4.2% |
79% |
True |
False |
173,324 |
10 |
60.99 |
55.10 |
5.89 |
9.8% |
2.47 |
4.1% |
85% |
True |
False |
163,190 |
20 |
60.99 |
49.55 |
11.44 |
19.0% |
2.28 |
3.8% |
92% |
True |
False |
124,943 |
40 |
60.99 |
49.07 |
11.92 |
19.8% |
2.38 |
4.0% |
93% |
True |
False |
84,347 |
60 |
60.99 |
43.69 |
17.30 |
28.8% |
2.49 |
4.1% |
95% |
True |
False |
62,706 |
80 |
60.99 |
42.19 |
18.80 |
31.3% |
2.46 |
4.1% |
95% |
True |
False |
50,580 |
100 |
60.99 |
42.19 |
18.80 |
31.3% |
2.59 |
4.3% |
95% |
True |
False |
42,569 |
120 |
61.20 |
42.19 |
19.01 |
31.6% |
2.65 |
4.4% |
94% |
False |
False |
36,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.75 |
2.618 |
66.38 |
1.618 |
64.32 |
1.000 |
63.05 |
0.618 |
62.26 |
HIGH |
60.99 |
0.618 |
60.20 |
0.500 |
59.96 |
0.382 |
59.72 |
LOW |
58.93 |
0.618 |
57.66 |
1.000 |
56.87 |
1.618 |
55.60 |
2.618 |
53.54 |
4.250 |
50.18 |
|
|
Fisher Pivots for day following 19-May-2009 |
Pivot |
1 day |
3 day |
R1 |
60.05 |
59.69 |
PP |
60.01 |
59.28 |
S1 |
59.96 |
58.87 |
|