NYMEX Light Sweet Crude Oil Future November 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
65.32 |
67.84 |
2.52 |
3.9% |
62.36 |
| High |
67.62 |
68.84 |
1.22 |
1.8% |
68.84 |
| Low |
65.32 |
67.84 |
2.52 |
3.9% |
62.36 |
| Close |
67.58 |
68.68 |
1.10 |
1.6% |
68.68 |
| Range |
2.30 |
1.00 |
-1.30 |
-56.5% |
6.48 |
| ATR |
1.75 |
1.72 |
-0.04 |
-2.0% |
0.00 |
| Volume |
7,201 |
9,639 |
2,438 |
33.9% |
31,113 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.45 |
71.07 |
69.23 |
|
| R3 |
70.45 |
70.07 |
68.96 |
|
| R2 |
69.45 |
69.45 |
68.86 |
|
| R1 |
69.07 |
69.07 |
68.77 |
69.26 |
| PP |
68.45 |
68.45 |
68.45 |
68.55 |
| S1 |
68.07 |
68.07 |
68.59 |
68.26 |
| S2 |
67.45 |
67.45 |
68.50 |
|
| S3 |
66.45 |
67.07 |
68.41 |
|
| S4 |
65.45 |
66.07 |
68.13 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.07 |
83.85 |
72.24 |
|
| R3 |
79.59 |
77.37 |
70.46 |
|
| R2 |
73.11 |
73.11 |
69.87 |
|
| R1 |
70.89 |
70.89 |
69.27 |
72.00 |
| PP |
66.63 |
66.63 |
66.63 |
67.18 |
| S1 |
64.41 |
64.41 |
68.09 |
65.52 |
| S2 |
60.15 |
60.15 |
67.49 |
|
| S3 |
53.67 |
57.93 |
66.90 |
|
| S4 |
47.19 |
51.45 |
65.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.84 |
62.36 |
6.48 |
9.4% |
1.60 |
2.3% |
98% |
True |
False |
7,422 |
| 10 |
68.84 |
59.95 |
8.89 |
12.9% |
1.70 |
2.5% |
98% |
True |
False |
6,050 |
| 20 |
68.84 |
55.83 |
13.01 |
18.9% |
1.60 |
2.3% |
99% |
True |
False |
6,612 |
| 40 |
68.84 |
54.20 |
14.64 |
21.3% |
1.41 |
2.1% |
99% |
True |
False |
5,582 |
| 60 |
68.84 |
49.00 |
19.84 |
28.9% |
1.53 |
2.2% |
99% |
True |
False |
5,307 |
| 80 |
68.84 |
45.87 |
22.97 |
33.4% |
1.56 |
2.3% |
99% |
True |
False |
4,973 |
| 100 |
68.84 |
45.87 |
22.97 |
33.4% |
1.50 |
2.2% |
99% |
True |
False |
4,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.09 |
|
2.618 |
71.46 |
|
1.618 |
70.46 |
|
1.000 |
69.84 |
|
0.618 |
69.46 |
|
HIGH |
68.84 |
|
0.618 |
68.46 |
|
0.500 |
68.34 |
|
0.382 |
68.22 |
|
LOW |
67.84 |
|
0.618 |
67.22 |
|
1.000 |
66.84 |
|
1.618 |
66.22 |
|
2.618 |
65.22 |
|
4.250 |
63.59 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
68.57 |
68.04 |
| PP |
68.45 |
67.41 |
| S1 |
68.34 |
66.77 |
|