NYMEX Light Sweet Crude Oil Future October 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
61.82 |
59.32 |
-2.50 |
-4.0% |
61.55 |
| High |
61.82 |
61.98 |
0.16 |
0.3% |
63.03 |
| Low |
59.20 |
59.26 |
0.06 |
0.1% |
59.20 |
| Close |
59.39 |
61.74 |
2.35 |
4.0% |
59.39 |
| Range |
2.62 |
2.72 |
0.10 |
3.8% |
3.83 |
| ATR |
1.87 |
1.93 |
0.06 |
3.3% |
0.00 |
| Volume |
9,006 |
8,560 |
-446 |
-5.0% |
47,719 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.15 |
68.17 |
63.24 |
|
| R3 |
66.43 |
65.45 |
62.49 |
|
| R2 |
63.71 |
63.71 |
62.24 |
|
| R1 |
62.73 |
62.73 |
61.99 |
63.22 |
| PP |
60.99 |
60.99 |
60.99 |
61.24 |
| S1 |
60.01 |
60.01 |
61.49 |
60.50 |
| S2 |
58.27 |
58.27 |
61.24 |
|
| S3 |
55.55 |
57.29 |
60.99 |
|
| S4 |
52.83 |
54.57 |
60.24 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.03 |
69.54 |
61.50 |
|
| R3 |
68.20 |
65.71 |
60.44 |
|
| R2 |
64.37 |
64.37 |
60.09 |
|
| R1 |
61.88 |
61.88 |
59.74 |
61.21 |
| PP |
60.54 |
60.54 |
60.54 |
60.21 |
| S1 |
58.05 |
58.05 |
59.04 |
57.38 |
| S2 |
56.71 |
56.71 |
58.69 |
|
| S3 |
52.88 |
54.22 |
58.34 |
|
| S4 |
49.05 |
50.39 |
57.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.03 |
59.20 |
3.83 |
6.2% |
2.03 |
3.3% |
66% |
False |
False |
8,920 |
| 10 |
63.03 |
58.66 |
4.37 |
7.1% |
1.79 |
2.9% |
70% |
False |
False |
10,617 |
| 20 |
63.03 |
53.00 |
10.03 |
16.2% |
1.60 |
2.6% |
87% |
False |
False |
9,228 |
| 40 |
63.03 |
53.00 |
10.03 |
16.2% |
1.61 |
2.6% |
87% |
False |
False |
7,899 |
| 60 |
63.03 |
46.31 |
16.72 |
27.1% |
1.70 |
2.8% |
92% |
False |
False |
7,204 |
| 80 |
63.03 |
45.06 |
17.97 |
29.1% |
1.63 |
2.6% |
93% |
False |
False |
6,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.54 |
|
2.618 |
69.10 |
|
1.618 |
66.38 |
|
1.000 |
64.70 |
|
0.618 |
63.66 |
|
HIGH |
61.98 |
|
0.618 |
60.94 |
|
0.500 |
60.62 |
|
0.382 |
60.30 |
|
LOW |
59.26 |
|
0.618 |
57.58 |
|
1.000 |
56.54 |
|
1.618 |
54.86 |
|
2.618 |
52.14 |
|
4.250 |
47.70 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
61.37 |
61.36 |
| PP |
60.99 |
60.97 |
| S1 |
60.62 |
60.59 |
|