NYMEX Light Sweet Crude Oil Future October 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 |
63.25 |
63.37 |
0.12 |
0.2% |
59.32 |
High |
63.50 |
63.96 |
0.46 |
0.7% |
63.96 |
Low |
61.96 |
62.76 |
0.80 |
1.3% |
59.26 |
Close |
63.16 |
63.68 |
0.52 |
0.8% |
63.68 |
Range |
1.54 |
1.20 |
-0.34 |
-22.1% |
4.70 |
ATR |
1.89 |
1.84 |
-0.05 |
-2.6% |
0.00 |
Volume |
10,687 |
8,964 |
-1,723 |
-16.1% |
42,825 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.07 |
66.57 |
64.34 |
|
R3 |
65.87 |
65.37 |
64.01 |
|
R2 |
64.67 |
64.67 |
63.90 |
|
R1 |
64.17 |
64.17 |
63.79 |
64.42 |
PP |
63.47 |
63.47 |
63.47 |
63.59 |
S1 |
62.97 |
62.97 |
63.57 |
63.22 |
S2 |
62.27 |
62.27 |
63.46 |
|
S3 |
61.07 |
61.77 |
63.35 |
|
S4 |
59.87 |
60.57 |
63.02 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.40 |
74.74 |
66.27 |
|
R3 |
71.70 |
70.04 |
64.97 |
|
R2 |
67.00 |
67.00 |
64.54 |
|
R1 |
65.34 |
65.34 |
64.11 |
66.17 |
PP |
62.30 |
62.30 |
62.30 |
62.72 |
S1 |
60.64 |
60.64 |
63.25 |
61.47 |
S2 |
57.60 |
57.60 |
62.82 |
|
S3 |
52.90 |
55.94 |
62.39 |
|
S4 |
48.20 |
51.24 |
61.10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.96 |
59.26 |
4.70 |
7.4% |
1.74 |
2.7% |
94% |
True |
False |
8,565 |
10 |
63.96 |
59.20 |
4.76 |
7.5% |
1.76 |
2.8% |
94% |
True |
False |
9,054 |
20 |
63.96 |
53.00 |
10.96 |
17.2% |
1.66 |
2.6% |
97% |
True |
False |
9,301 |
40 |
63.96 |
53.00 |
10.96 |
17.2% |
1.64 |
2.6% |
97% |
True |
False |
8,114 |
60 |
63.96 |
46.50 |
17.46 |
27.4% |
1.66 |
2.6% |
98% |
True |
False |
7,429 |
80 |
63.96 |
45.06 |
18.90 |
29.7% |
1.62 |
2.5% |
99% |
True |
False |
6,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.06 |
2.618 |
67.10 |
1.618 |
65.90 |
1.000 |
65.16 |
0.618 |
64.70 |
HIGH |
63.96 |
0.618 |
63.50 |
0.500 |
63.36 |
0.382 |
63.22 |
LOW |
62.76 |
0.618 |
62.02 |
1.000 |
61.56 |
1.618 |
60.82 |
2.618 |
59.62 |
4.250 |
57.66 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
63.57 |
63.44 |
PP |
63.47 |
63.20 |
S1 |
63.36 |
62.96 |
|