NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
62.23 |
62.00 |
-0.23 |
-0.4% |
57.85 |
High |
62.41 |
62.70 |
0.29 |
0.5% |
62.83 |
Low |
60.63 |
61.28 |
0.65 |
1.1% |
57.57 |
Close |
61.81 |
62.38 |
0.57 |
0.9% |
62.38 |
Range |
1.78 |
1.42 |
-0.36 |
-20.2% |
5.26 |
ATR |
2.26 |
2.20 |
-0.06 |
-2.7% |
0.00 |
Volume |
78,361 |
60,639 |
-17,722 |
-22.6% |
265,454 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.38 |
65.80 |
63.16 |
|
R3 |
64.96 |
64.38 |
62.77 |
|
R2 |
63.54 |
63.54 |
62.64 |
|
R1 |
62.96 |
62.96 |
62.51 |
63.25 |
PP |
62.12 |
62.12 |
62.12 |
62.27 |
S1 |
61.54 |
61.54 |
62.25 |
61.83 |
S2 |
60.70 |
60.70 |
62.12 |
|
S3 |
59.28 |
60.12 |
61.99 |
|
S4 |
57.86 |
58.70 |
61.60 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.71 |
74.80 |
65.27 |
|
R3 |
71.45 |
69.54 |
63.83 |
|
R2 |
66.19 |
66.19 |
63.34 |
|
R1 |
64.28 |
64.28 |
62.86 |
65.24 |
PP |
60.93 |
60.93 |
60.93 |
61.40 |
S1 |
59.02 |
59.02 |
61.90 |
59.98 |
S2 |
55.67 |
55.67 |
61.42 |
|
S3 |
50.41 |
53.76 |
60.93 |
|
S4 |
45.15 |
48.50 |
59.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.83 |
57.57 |
5.26 |
8.4% |
2.11 |
3.4% |
91% |
False |
False |
53,090 |
10 |
62.83 |
57.52 |
5.31 |
8.5% |
2.13 |
3.4% |
92% |
False |
False |
47,305 |
20 |
62.83 |
50.82 |
12.01 |
19.3% |
2.14 |
3.4% |
96% |
False |
False |
40,310 |
40 |
62.83 |
50.76 |
12.07 |
19.3% |
2.22 |
3.6% |
96% |
False |
False |
28,531 |
60 |
62.83 |
45.00 |
17.83 |
28.6% |
2.26 |
3.6% |
97% |
False |
False |
22,388 |
80 |
62.83 |
43.34 |
19.49 |
31.2% |
2.18 |
3.5% |
98% |
False |
False |
18,580 |
100 |
62.83 |
43.34 |
19.49 |
31.2% |
2.17 |
3.5% |
98% |
False |
False |
15,738 |
120 |
62.83 |
43.34 |
19.49 |
31.2% |
1.94 |
3.1% |
98% |
False |
False |
13,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.74 |
2.618 |
66.42 |
1.618 |
65.00 |
1.000 |
64.12 |
0.618 |
63.58 |
HIGH |
62.70 |
0.618 |
62.16 |
0.500 |
61.99 |
0.382 |
61.82 |
LOW |
61.28 |
0.618 |
60.40 |
1.000 |
59.86 |
1.618 |
58.98 |
2.618 |
57.56 |
4.250 |
55.25 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.25 |
62.15 |
PP |
62.12 |
61.92 |
S1 |
61.99 |
61.69 |
|