NYMEX Light Sweet Crude Oil Future December 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 |
64.00 |
62.78 |
-1.22 |
-1.9% |
59.51 |
High |
64.36 |
63.70 |
-0.66 |
-1.0% |
63.80 |
Low |
62.45 |
61.76 |
-0.69 |
-1.1% |
59.30 |
Close |
63.02 |
63.35 |
0.33 |
0.5% |
63.69 |
Range |
1.91 |
1.94 |
0.03 |
1.6% |
4.50 |
ATR |
2.05 |
2.04 |
-0.01 |
-0.4% |
0.00 |
Volume |
21,197 |
24,132 |
2,935 |
13.8% |
137,778 |
|
Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.76 |
67.99 |
64.42 |
|
R3 |
66.82 |
66.05 |
63.88 |
|
R2 |
64.88 |
64.88 |
63.71 |
|
R1 |
64.11 |
64.11 |
63.53 |
64.50 |
PP |
62.94 |
62.94 |
62.94 |
63.13 |
S1 |
62.17 |
62.17 |
63.17 |
62.56 |
S2 |
61.00 |
61.00 |
62.99 |
|
S3 |
59.06 |
60.23 |
62.82 |
|
S4 |
57.12 |
58.29 |
62.28 |
|
|
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 |
64.47 |
61.76 |
2.71 |
4.3% |
1.73 |
2.7% |
59% |
False |
True |
25,360 |
10 |
64.47 |
56.51 |
7.96 |
12.6% |
1.95 |
3.1% |
86% |
False |
False |
24,123 |
20 |
64.47 |
54.92 |
9.55 |
15.1% |
1.91 |
3.0% |
88% |
False |
False |
21,216 |
40 |
64.47 |
54.92 |
9.55 |
15.1% |
2.12 |
3.3% |
88% |
False |
False |
21,079 |
60 |
64.47 |
46.14 |
18.33 |
28.9% |
2.27 |
3.6% |
94% |
False |
False |
21,640 |
80 |
64.47 |
46.14 |
18.33 |
28.9% |
2.28 |
3.6% |
94% |
False |
False |
21,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.95 |
2.618 |
68.78 |
1.618 |
66.84 |
1.000 |
65.64 |
0.618 |
64.90 |
HIGH |
63.70 |
0.618 |
62.96 |
0.500 |
62.73 |
0.382 |
62.50 |
LOW |
61.76 |
0.618 |
60.56 |
1.000 |
59.82 |
1.618 |
58.62 |
2.618 |
56.68 |
4.250 |
53.52 |
|
|
Fisher Pivots for day following 14-May-2009 |
Pivot |
1 day |
3 day |
R1 |
63.14 |
63.27 |
PP |
62.94 |
63.19 |
S1 |
62.73 |
63.12 |
|