NYMEX Light Sweet Crude Oil Future October 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 |
62.50 |
62.75 |
0.25 |
0.4% |
58.40 |
| High |
63.03 |
62.94 |
-0.09 |
-0.1% |
62.30 |
| Low |
61.54 |
61.00 |
-0.54 |
-0.9% |
58.40 |
| Close |
62.24 |
61.52 |
-0.72 |
-1.2% |
62.23 |
| Range |
1.49 |
1.94 |
0.45 |
30.2% |
3.90 |
| ATR |
1.83 |
1.84 |
0.01 |
0.4% |
0.00 |
| Volume |
6,773 |
9,338 |
2,565 |
37.9% |
58,965 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.64 |
66.52 |
62.59 |
|
| R3 |
65.70 |
64.58 |
62.05 |
|
| R2 |
63.76 |
63.76 |
61.88 |
|
| R1 |
62.64 |
62.64 |
61.70 |
62.23 |
| PP |
61.82 |
61.82 |
61.82 |
61.62 |
| S1 |
60.70 |
60.70 |
61.34 |
60.29 |
| S2 |
59.88 |
59.88 |
61.16 |
|
| S3 |
57.94 |
58.76 |
60.99 |
|
| S4 |
56.00 |
56.82 |
60.45 |
|
|
| 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 |
63.03 |
60.10 |
2.93 |
4.8% |
1.69 |
2.7% |
48% |
False |
False |
11,217 |
| 10 |
63.03 |
54.66 |
8.37 |
13.6% |
1.62 |
2.6% |
82% |
False |
False |
10,301 |
| 20 |
63.03 |
53.00 |
10.03 |
16.3% |
1.52 |
2.5% |
85% |
False |
False |
8,466 |
| 40 |
63.03 |
53.00 |
10.03 |
16.3% |
1.61 |
2.6% |
85% |
False |
False |
7,711 |
| 60 |
63.03 |
45.06 |
17.97 |
29.2% |
1.67 |
2.7% |
92% |
False |
False |
6,976 |
| 80 |
63.03 |
45.06 |
17.97 |
29.2% |
1.60 |
2.6% |
92% |
False |
False |
6,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.19 |
|
2.618 |
68.02 |
|
1.618 |
66.08 |
|
1.000 |
64.88 |
|
0.618 |
64.14 |
|
HIGH |
62.94 |
|
0.618 |
62.20 |
|
0.500 |
61.97 |
|
0.382 |
61.74 |
|
LOW |
61.00 |
|
0.618 |
59.80 |
|
1.000 |
59.06 |
|
1.618 |
57.86 |
|
2.618 |
55.92 |
|
4.250 |
52.76 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
61.97 |
61.74 |
| PP |
61.82 |
61.67 |
| S1 |
61.67 |
61.59 |
|