NYMEX Light Sweet Crude Oil Future October 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 |
61.76 |
61.55 |
-0.21 |
-0.3% |
58.40 |
High |
62.30 |
61.93 |
-0.37 |
-0.6% |
62.30 |
Low |
60.92 |
60.45 |
-0.47 |
-0.8% |
58.40 |
Close |
62.23 |
61.91 |
-0.32 |
-0.5% |
62.23 |
Range |
1.38 |
1.48 |
0.10 |
7.2% |
3.90 |
ATR |
1.86 |
1.86 |
-0.01 |
-0.3% |
0.00 |
Volume |
17,227 |
11,679 |
-5,548 |
-32.2% |
58,965 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.87 |
65.37 |
62.72 |
|
R3 |
64.39 |
63.89 |
62.32 |
|
R2 |
62.91 |
62.91 |
62.18 |
|
R1 |
62.41 |
62.41 |
62.05 |
62.66 |
PP |
61.43 |
61.43 |
61.43 |
61.56 |
S1 |
60.93 |
60.93 |
61.77 |
61.18 |
S2 |
59.95 |
59.95 |
61.64 |
|
S3 |
58.47 |
59.45 |
61.50 |
|
S4 |
56.99 |
57.97 |
61.10 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.68 |
71.35 |
64.38 |
|
R3 |
68.78 |
67.45 |
63.30 |
|
R2 |
64.88 |
64.88 |
62.95 |
|
R1 |
63.55 |
63.55 |
62.59 |
64.22 |
PP |
60.98 |
60.98 |
60.98 |
61.31 |
S1 |
59.65 |
59.65 |
61.87 |
60.32 |
S2 |
57.08 |
57.08 |
61.52 |
|
S3 |
53.18 |
55.75 |
61.16 |
|
S4 |
49.28 |
51.85 |
60.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.30 |
58.66 |
3.64 |
5.9% |
1.55 |
2.5% |
89% |
False |
False |
12,314 |
10 |
62.30 |
53.25 |
9.05 |
14.6% |
1.48 |
2.4% |
96% |
False |
False |
9,796 |
20 |
62.30 |
53.00 |
9.30 |
15.0% |
1.47 |
2.4% |
96% |
False |
False |
8,217 |
40 |
62.30 |
49.73 |
12.57 |
20.3% |
1.63 |
2.6% |
97% |
False |
False |
7,529 |
60 |
62.30 |
45.06 |
17.24 |
27.8% |
1.66 |
2.7% |
98% |
False |
False |
6,918 |
80 |
62.30 |
45.06 |
17.24 |
27.8% |
1.59 |
2.6% |
98% |
False |
False |
6,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.22 |
2.618 |
65.80 |
1.618 |
64.32 |
1.000 |
63.41 |
0.618 |
62.84 |
HIGH |
61.93 |
0.618 |
61.36 |
0.500 |
61.19 |
0.382 |
61.02 |
LOW |
60.45 |
0.618 |
59.54 |
1.000 |
58.97 |
1.618 |
58.06 |
2.618 |
56.58 |
4.250 |
54.16 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
61.67 |
61.67 |
PP |
61.43 |
61.44 |
S1 |
61.19 |
61.20 |
|