NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 13-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
Open |
59.95 |
61.00 |
1.05 |
1.8% |
55.72 |
High |
61.60 |
61.45 |
-0.15 |
-0.2% |
60.71 |
Low |
59.76 |
59.30 |
-0.46 |
-0.8% |
55.33 |
Close |
60.59 |
59.88 |
-0.71 |
-1.2% |
60.62 |
Range |
1.84 |
2.15 |
0.31 |
16.8% |
5.38 |
ATR |
2.20 |
2.20 |
0.00 |
-0.2% |
0.00 |
Volume |
32,257 |
48,756 |
16,499 |
51.1% |
210,886 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.66 |
65.42 |
61.06 |
|
R3 |
64.51 |
63.27 |
60.47 |
|
R2 |
62.36 |
62.36 |
60.27 |
|
R1 |
61.12 |
61.12 |
60.08 |
60.67 |
PP |
60.21 |
60.21 |
60.21 |
59.98 |
S1 |
58.97 |
58.97 |
59.68 |
58.52 |
S2 |
58.06 |
58.06 |
59.49 |
|
S3 |
55.91 |
56.82 |
59.29 |
|
S4 |
53.76 |
54.67 |
58.70 |
|
|
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 |
61.60 |
57.80 |
3.80 |
6.3% |
2.01 |
3.4% |
55% |
False |
False |
46,815 |
10 |
61.60 |
52.51 |
9.09 |
15.2% |
2.07 |
3.5% |
81% |
False |
False |
38,148 |
20 |
61.60 |
50.76 |
10.84 |
18.1% |
2.04 |
3.4% |
84% |
False |
False |
30,254 |
40 |
61.60 |
50.34 |
11.26 |
18.8% |
2.19 |
3.7% |
85% |
False |
False |
21,168 |
60 |
61.60 |
43.34 |
18.26 |
30.5% |
2.28 |
3.8% |
91% |
False |
False |
17,412 |
80 |
61.60 |
43.34 |
18.26 |
30.5% |
2.18 |
3.6% |
91% |
False |
False |
14,682 |
100 |
61.60 |
43.34 |
18.26 |
30.5% |
2.07 |
3.5% |
91% |
False |
False |
12,455 |
120 |
62.08 |
43.34 |
18.74 |
31.3% |
1.86 |
3.1% |
88% |
False |
False |
10,794 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.59 |
2.618 |
67.08 |
1.618 |
64.93 |
1.000 |
63.60 |
0.618 |
62.78 |
HIGH |
61.45 |
0.618 |
60.63 |
0.500 |
60.38 |
0.382 |
60.12 |
LOW |
59.30 |
0.618 |
57.97 |
1.000 |
57.15 |
1.618 |
55.82 |
2.618 |
53.67 |
4.250 |
50.16 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
60.38 |
60.15 |
PP |
60.21 |
60.06 |
S1 |
60.05 |
59.97 |
|