NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 14-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
Open |
63.68 |
61.47 |
-2.21 |
-3.5% |
59.77 |
High |
63.68 |
62.68 |
-1.00 |
-1.6% |
63.09 |
Low |
61.88 |
61.38 |
-0.50 |
-0.8% |
59.77 |
Close |
62.31 |
62.67 |
0.36 |
0.6% |
63.01 |
Range |
1.80 |
1.30 |
-0.50 |
-27.8% |
3.32 |
ATR |
1.68 |
1.66 |
-0.03 |
-1.6% |
0.00 |
Volume |
6,959 |
7,438 |
479 |
6.9% |
40,094 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.14 |
65.71 |
63.39 |
|
R3 |
64.84 |
64.41 |
63.03 |
|
R2 |
63.54 |
63.54 |
62.91 |
|
R1 |
63.11 |
63.11 |
62.79 |
63.33 |
PP |
62.24 |
62.24 |
62.24 |
62.35 |
S1 |
61.81 |
61.81 |
62.55 |
62.03 |
S2 |
60.94 |
60.94 |
62.43 |
|
S3 |
59.64 |
60.51 |
62.31 |
|
S4 |
58.34 |
59.21 |
61.96 |
|
|
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 |
61.38 |
2.36 |
3.8% |
1.36 |
2.2% |
55% |
False |
True |
7,948 |
10 |
63.74 |
55.83 |
7.91 |
12.6% |
1.50 |
2.4% |
86% |
False |
False |
7,175 |
20 |
63.74 |
54.20 |
9.54 |
15.2% |
1.35 |
2.2% |
89% |
False |
False |
5,725 |
40 |
63.74 |
54.20 |
9.54 |
15.2% |
1.37 |
2.2% |
89% |
False |
False |
5,349 |
60 |
63.74 |
46.08 |
17.66 |
28.2% |
1.55 |
2.5% |
94% |
False |
False |
5,079 |
80 |
63.74 |
45.87 |
17.87 |
28.5% |
1.48 |
2.4% |
94% |
False |
False |
4,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.21 |
2.618 |
66.08 |
1.618 |
64.78 |
1.000 |
63.98 |
0.618 |
63.48 |
HIGH |
62.68 |
0.618 |
62.18 |
0.500 |
62.03 |
0.382 |
61.88 |
LOW |
61.38 |
0.618 |
60.58 |
1.000 |
60.08 |
1.618 |
59.28 |
2.618 |
57.98 |
4.250 |
55.86 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.46 |
62.63 |
PP |
62.24 |
62.60 |
S1 |
62.03 |
62.56 |
|