NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 26-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
Open |
63.37 |
63.00 |
-0.37 |
-0.6% |
59.32 |
High |
63.96 |
64.21 |
0.25 |
0.4% |
63.96 |
Low |
62.76 |
61.75 |
-1.01 |
-1.6% |
59.26 |
Close |
63.68 |
64.21 |
0.53 |
0.8% |
63.68 |
Range |
1.20 |
2.46 |
1.26 |
105.0% |
4.70 |
ATR |
1.84 |
1.88 |
0.04 |
2.4% |
0.00 |
Volume |
8,964 |
5,981 |
-2,983 |
-33.3% |
42,825 |
|
Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.77 |
69.95 |
65.56 |
|
R3 |
68.31 |
67.49 |
64.89 |
|
R2 |
65.85 |
65.85 |
64.66 |
|
R1 |
65.03 |
65.03 |
64.44 |
65.44 |
PP |
63.39 |
63.39 |
63.39 |
63.60 |
S1 |
62.57 |
62.57 |
63.98 |
62.98 |
S2 |
60.93 |
60.93 |
63.76 |
|
S3 |
58.47 |
60.11 |
63.53 |
|
S4 |
56.01 |
57.65 |
62.86 |
|
|
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 |
64.21 |
61.12 |
3.09 |
4.8% |
1.69 |
2.6% |
100% |
True |
False |
8,049 |
10 |
64.21 |
59.20 |
5.01 |
7.8% |
1.86 |
2.9% |
100% |
True |
False |
8,484 |
20 |
64.21 |
53.25 |
10.96 |
17.1% |
1.67 |
2.6% |
100% |
True |
False |
9,140 |
40 |
64.21 |
53.00 |
11.21 |
17.5% |
1.66 |
2.6% |
100% |
True |
False |
8,153 |
60 |
64.21 |
46.50 |
17.71 |
27.6% |
1.68 |
2.6% |
100% |
True |
False |
7,419 |
80 |
64.21 |
45.06 |
19.15 |
29.8% |
1.63 |
2.5% |
100% |
True |
False |
6,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.67 |
2.618 |
70.65 |
1.618 |
68.19 |
1.000 |
66.67 |
0.618 |
65.73 |
HIGH |
64.21 |
0.618 |
63.27 |
0.500 |
62.98 |
0.382 |
62.69 |
LOW |
61.75 |
0.618 |
60.23 |
1.000 |
59.29 |
1.618 |
57.77 |
2.618 |
55.31 |
4.250 |
51.30 |
|
|
Fisher Pivots for day following 26-May-2009 |
Pivot |
1 day |
3 day |
R1 |
63.80 |
63.80 |
PP |
63.39 |
63.39 |
S1 |
62.98 |
62.98 |
|