NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 20-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
Open |
60.40 |
60.87 |
0.47 |
0.8% |
60.40 |
High |
61.65 |
62.83 |
1.18 |
1.9% |
61.60 |
Low |
59.63 |
60.55 |
0.92 |
1.5% |
57.52 |
Close |
60.81 |
62.62 |
1.81 |
3.0% |
57.78 |
Range |
2.02 |
2.28 |
0.26 |
12.9% |
4.08 |
ATR |
2.29 |
2.28 |
0.00 |
0.0% |
0.00 |
Volume |
38,377 |
53,527 |
15,150 |
39.5% |
207,601 |
|
Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.84 |
68.01 |
63.87 |
|
R3 |
66.56 |
65.73 |
63.25 |
|
R2 |
64.28 |
64.28 |
63.04 |
|
R1 |
63.45 |
63.45 |
62.83 |
63.87 |
PP |
62.00 |
62.00 |
62.00 |
62.21 |
S1 |
61.17 |
61.17 |
62.41 |
61.59 |
S2 |
59.72 |
59.72 |
62.20 |
|
S3 |
57.44 |
58.89 |
61.99 |
|
S4 |
55.16 |
56.61 |
61.37 |
|
|
Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.21 |
68.57 |
60.02 |
|
R3 |
67.13 |
64.49 |
58.90 |
|
R2 |
63.05 |
63.05 |
58.53 |
|
R1 |
60.41 |
60.41 |
58.15 |
59.69 |
PP |
58.97 |
58.97 |
58.97 |
58.61 |
S1 |
56.33 |
56.33 |
57.41 |
55.61 |
S2 |
54.89 |
54.89 |
57.03 |
|
S3 |
50.81 |
52.25 |
56.66 |
|
S4 |
46.73 |
48.17 |
55.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.83 |
57.52 |
5.31 |
8.5% |
2.49 |
4.0% |
96% |
True |
False |
43,344 |
10 |
62.83 |
57.52 |
5.31 |
8.5% |
2.25 |
3.6% |
96% |
True |
False |
45,080 |
20 |
62.83 |
50.82 |
12.01 |
19.2% |
2.17 |
3.5% |
98% |
True |
False |
36,276 |
40 |
62.83 |
50.76 |
12.07 |
19.3% |
2.20 |
3.5% |
98% |
True |
False |
25,498 |
60 |
62.83 |
45.00 |
17.83 |
28.5% |
2.26 |
3.6% |
99% |
True |
False |
20,400 |
80 |
62.83 |
43.34 |
19.49 |
31.1% |
2.19 |
3.5% |
99% |
True |
False |
16,998 |
100 |
62.83 |
43.34 |
19.49 |
31.1% |
2.16 |
3.4% |
99% |
True |
False |
14,397 |
120 |
62.83 |
43.34 |
19.49 |
31.1% |
1.91 |
3.1% |
99% |
True |
False |
12,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.52 |
2.618 |
68.80 |
1.618 |
66.52 |
1.000 |
65.11 |
0.618 |
64.24 |
HIGH |
62.83 |
0.618 |
61.96 |
0.500 |
61.69 |
0.382 |
61.42 |
LOW |
60.55 |
0.618 |
59.14 |
1.000 |
58.27 |
1.618 |
56.86 |
2.618 |
54.58 |
4.250 |
50.86 |
|
|
Fisher Pivots for day following 20-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.31 |
61.81 |
PP |
62.00 |
61.01 |
S1 |
61.69 |
60.20 |
|