NYMEX Light Sweet Crude Oil Future November 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 |
63.00 |
63.68 |
0.68 |
1.1% |
59.77 |
High |
63.74 |
63.68 |
-0.06 |
-0.1% |
63.09 |
Low |
62.28 |
61.88 |
-0.40 |
-0.6% |
59.77 |
Close |
63.02 |
62.31 |
-0.71 |
-1.1% |
63.01 |
Range |
1.46 |
1.80 |
0.34 |
23.3% |
3.32 |
ATR |
1.67 |
1.68 |
0.01 |
0.5% |
0.00 |
Volume |
5,198 |
6,959 |
1,761 |
33.9% |
40,094 |
|
Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.02 |
66.97 |
63.30 |
|
R3 |
66.22 |
65.17 |
62.81 |
|
R2 |
64.42 |
64.42 |
62.64 |
|
R1 |
63.37 |
63.37 |
62.48 |
63.00 |
PP |
62.62 |
62.62 |
62.62 |
62.44 |
S1 |
61.57 |
61.57 |
62.15 |
61.20 |
S2 |
60.82 |
60.82 |
61.98 |
|
S3 |
59.02 |
59.77 |
61.82 |
|
S4 |
57.22 |
57.97 |
61.32 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.92 |
70.78 |
64.84 |
|
R3 |
68.60 |
67.46 |
63.92 |
|
R2 |
65.28 |
65.28 |
63.62 |
|
R1 |
64.14 |
64.14 |
63.31 |
64.71 |
PP |
61.96 |
61.96 |
61.96 |
62.24 |
S1 |
60.82 |
60.82 |
62.71 |
61.39 |
S2 |
58.64 |
58.64 |
62.40 |
|
S3 |
55.32 |
57.50 |
62.10 |
|
S4 |
52.00 |
54.18 |
61.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.74 |
60.96 |
2.78 |
4.5% |
1.52 |
2.4% |
49% |
False |
False |
7,944 |
10 |
63.74 |
55.83 |
7.91 |
12.7% |
1.44 |
2.3% |
82% |
False |
False |
7,043 |
20 |
63.74 |
54.20 |
9.54 |
15.3% |
1.31 |
2.1% |
85% |
False |
False |
5,514 |
40 |
63.74 |
53.70 |
10.04 |
16.1% |
1.40 |
2.2% |
86% |
False |
False |
5,339 |
60 |
63.74 |
45.87 |
17.87 |
28.7% |
1.55 |
2.5% |
92% |
False |
False |
5,024 |
80 |
63.74 |
45.87 |
17.87 |
28.7% |
1.48 |
2.4% |
92% |
False |
False |
4,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.33 |
2.618 |
68.39 |
1.618 |
66.59 |
1.000 |
65.48 |
0.618 |
64.79 |
HIGH |
63.68 |
0.618 |
62.99 |
0.500 |
62.78 |
0.382 |
62.57 |
LOW |
61.88 |
0.618 |
60.77 |
1.000 |
60.08 |
1.618 |
58.97 |
2.618 |
57.17 |
4.250 |
54.23 |
|
|
Fisher Pivots for day following 13-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.78 |
62.70 |
PP |
62.62 |
62.57 |
S1 |
62.47 |
62.44 |
|