NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 27-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
Open |
62.64 |
63.24 |
0.60 |
1.0% |
57.85 |
High |
63.14 |
64.47 |
1.33 |
2.1% |
62.83 |
Low |
60.30 |
62.83 |
2.53 |
4.2% |
57.57 |
Close |
63.10 |
64.16 |
1.06 |
1.7% |
62.38 |
Range |
2.84 |
1.64 |
-1.20 |
-42.3% |
5.26 |
ATR |
2.25 |
2.21 |
-0.04 |
-1.9% |
0.00 |
Volume |
42,907 |
67,019 |
24,112 |
56.2% |
265,454 |
|
Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.74 |
68.09 |
65.06 |
|
R3 |
67.10 |
66.45 |
64.61 |
|
R2 |
65.46 |
65.46 |
64.46 |
|
R1 |
64.81 |
64.81 |
64.31 |
65.14 |
PP |
63.82 |
63.82 |
63.82 |
63.98 |
S1 |
63.17 |
63.17 |
64.01 |
63.50 |
S2 |
62.18 |
62.18 |
63.86 |
|
S3 |
60.54 |
61.53 |
63.71 |
|
S4 |
58.90 |
59.89 |
63.26 |
|
|
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 |
64.47 |
60.30 |
4.17 |
6.5% |
1.99 |
3.1% |
93% |
True |
False |
60,490 |
10 |
64.47 |
57.52 |
6.95 |
10.8% |
2.23 |
3.5% |
96% |
True |
False |
51,440 |
20 |
64.47 |
51.51 |
12.96 |
20.2% |
2.15 |
3.3% |
98% |
True |
False |
43,468 |
40 |
64.47 |
50.76 |
13.71 |
21.4% |
2.25 |
3.5% |
98% |
True |
False |
30,949 |
60 |
64.47 |
45.00 |
19.47 |
30.3% |
2.25 |
3.5% |
98% |
True |
False |
23,813 |
80 |
64.47 |
43.34 |
21.13 |
32.9% |
2.19 |
3.4% |
99% |
True |
False |
19,789 |
100 |
64.47 |
43.34 |
21.13 |
32.9% |
2.19 |
3.4% |
99% |
True |
False |
16,816 |
120 |
64.47 |
43.34 |
21.13 |
32.9% |
1.98 |
3.1% |
99% |
True |
False |
14,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.44 |
2.618 |
68.76 |
1.618 |
67.12 |
1.000 |
66.11 |
0.618 |
65.48 |
HIGH |
64.47 |
0.618 |
63.84 |
0.500 |
63.65 |
0.382 |
63.46 |
LOW |
62.83 |
0.618 |
61.82 |
1.000 |
61.19 |
1.618 |
60.18 |
2.618 |
58.54 |
4.250 |
55.86 |
|
|
Fisher Pivots for day following 27-May-2009 |
Pivot |
1 day |
3 day |
R1 |
63.99 |
63.57 |
PP |
63.82 |
62.98 |
S1 |
63.65 |
62.39 |
|