NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
59.12 |
60.40 |
1.28 |
2.2% |
55.72 |
High |
60.71 |
60.40 |
-0.31 |
-0.5% |
60.71 |
Low |
59.08 |
58.70 |
-0.38 |
-0.6% |
55.33 |
Close |
60.62 |
60.23 |
-0.39 |
-0.6% |
60.62 |
Range |
1.63 |
1.70 |
0.07 |
4.3% |
5.38 |
ATR |
2.25 |
2.23 |
-0.02 |
-1.1% |
0.00 |
Volume |
55,780 |
36,318 |
-19,462 |
-34.9% |
210,886 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.88 |
64.25 |
61.17 |
|
R3 |
63.18 |
62.55 |
60.70 |
|
R2 |
61.48 |
61.48 |
60.54 |
|
R1 |
60.85 |
60.85 |
60.39 |
60.32 |
PP |
59.78 |
59.78 |
59.78 |
59.51 |
S1 |
59.15 |
59.15 |
60.07 |
58.62 |
S2 |
58.08 |
58.08 |
59.92 |
|
S3 |
56.38 |
57.45 |
59.76 |
|
S4 |
54.68 |
55.75 |
59.30 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.03 |
73.20 |
63.58 |
|
R3 |
69.65 |
67.82 |
62.10 |
|
R2 |
64.27 |
64.27 |
61.61 |
|
R1 |
62.44 |
62.44 |
61.11 |
63.36 |
PP |
58.89 |
58.89 |
58.89 |
59.34 |
S1 |
57.06 |
57.06 |
60.13 |
57.98 |
S2 |
53.51 |
53.51 |
59.63 |
|
S3 |
48.13 |
51.68 |
59.14 |
|
S4 |
42.75 |
46.30 |
57.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.71 |
56.48 |
4.23 |
7.0% |
1.92 |
3.2% |
89% |
False |
False |
45,391 |
10 |
60.71 |
51.15 |
9.56 |
15.9% |
2.05 |
3.4% |
95% |
False |
False |
34,561 |
20 |
60.71 |
50.76 |
9.95 |
16.5% |
2.09 |
3.5% |
95% |
False |
False |
27,973 |
40 |
60.71 |
48.06 |
12.65 |
21.0% |
2.21 |
3.7% |
96% |
False |
False |
19,455 |
60 |
60.71 |
43.34 |
17.37 |
28.8% |
2.25 |
3.7% |
97% |
False |
False |
16,330 |
80 |
60.71 |
43.34 |
17.37 |
28.8% |
2.20 |
3.6% |
97% |
False |
False |
13,805 |
100 |
60.71 |
43.34 |
17.37 |
28.8% |
2.04 |
3.4% |
97% |
False |
False |
11,691 |
120 |
65.09 |
43.34 |
21.75 |
36.1% |
1.86 |
3.1% |
78% |
False |
False |
10,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.63 |
2.618 |
64.85 |
1.618 |
63.15 |
1.000 |
62.10 |
0.618 |
61.45 |
HIGH |
60.40 |
0.618 |
59.75 |
0.500 |
59.55 |
0.382 |
59.35 |
LOW |
58.70 |
0.618 |
57.65 |
1.000 |
57.00 |
1.618 |
55.95 |
2.618 |
54.25 |
4.250 |
51.48 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
60.00 |
59.91 |
PP |
59.78 |
59.58 |
S1 |
59.55 |
59.26 |
|