NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 11-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
Open |
62.21 |
63.31 |
1.10 |
1.8% |
59.51 |
High |
63.72 |
63.60 |
-0.12 |
-0.2% |
63.80 |
Low |
62.21 |
61.86 |
-0.35 |
-0.6% |
59.30 |
Close |
63.69 |
63.45 |
-0.24 |
-0.4% |
63.69 |
Range |
1.51 |
1.74 |
0.23 |
15.2% |
4.50 |
ATR |
2.12 |
2.10 |
-0.02 |
-1.0% |
0.00 |
Volume |
37,079 |
25,946 |
-11,133 |
-30.0% |
137,778 |
|
Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.19 |
67.56 |
64.41 |
|
R3 |
66.45 |
65.82 |
63.93 |
|
R2 |
64.71 |
64.71 |
63.77 |
|
R1 |
64.08 |
64.08 |
63.61 |
64.40 |
PP |
62.97 |
62.97 |
62.97 |
63.13 |
S1 |
62.34 |
62.34 |
63.29 |
62.66 |
S2 |
61.23 |
61.23 |
63.13 |
|
S3 |
59.49 |
60.60 |
62.97 |
|
S4 |
57.75 |
58.86 |
62.49 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.76 |
74.23 |
66.17 |
|
R3 |
71.26 |
69.73 |
64.93 |
|
R2 |
66.76 |
66.76 |
64.52 |
|
R1 |
65.23 |
65.23 |
64.10 |
66.00 |
PP |
62.26 |
62.26 |
62.26 |
62.65 |
S1 |
60.73 |
60.73 |
63.28 |
61.50 |
S2 |
57.76 |
57.76 |
62.87 |
|
S3 |
53.26 |
56.23 |
62.45 |
|
S4 |
48.76 |
51.73 |
61.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.80 |
60.51 |
3.29 |
5.2% |
1.72 |
2.7% |
89% |
False |
False |
28,184 |
10 |
63.80 |
55.21 |
8.59 |
13.5% |
1.89 |
3.0% |
96% |
False |
False |
23,254 |
20 |
63.80 |
54.92 |
8.88 |
14.0% |
1.89 |
3.0% |
96% |
False |
False |
20,130 |
40 |
63.80 |
50.50 |
13.30 |
21.0% |
2.22 |
3.5% |
97% |
False |
False |
20,955 |
60 |
63.80 |
46.14 |
17.66 |
27.8% |
2.33 |
3.7% |
98% |
False |
False |
21,571 |
80 |
63.80 |
46.14 |
17.66 |
27.8% |
2.32 |
3.7% |
98% |
False |
False |
21,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.00 |
2.618 |
68.16 |
1.618 |
66.42 |
1.000 |
65.34 |
0.618 |
64.68 |
HIGH |
63.60 |
0.618 |
62.94 |
0.500 |
62.73 |
0.382 |
62.52 |
LOW |
61.86 |
0.618 |
60.78 |
1.000 |
60.12 |
1.618 |
59.04 |
2.618 |
57.30 |
4.250 |
54.47 |
|
|
Fisher Pivots for day following 11-May-2009 |
Pivot |
1 day |
3 day |
R1 |
63.21 |
63.17 |
PP |
62.97 |
62.88 |
S1 |
62.73 |
62.60 |
|