NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 22-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
Open |
64.26 |
64.56 |
0.30 |
0.5% |
60.90 |
High |
64.67 |
65.09 |
0.42 |
0.6% |
65.09 |
Low |
63.13 |
63.79 |
0.66 |
1.0% |
60.77 |
Close |
64.27 |
64.87 |
0.60 |
0.9% |
64.87 |
Range |
1.54 |
1.30 |
-0.24 |
-15.6% |
4.32 |
ATR |
2.04 |
1.99 |
-0.05 |
-2.6% |
0.00 |
Volume |
26,584 |
21,486 |
-5,098 |
-19.2% |
111,683 |
|
Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.48 |
67.98 |
65.59 |
|
R3 |
67.18 |
66.68 |
65.23 |
|
R2 |
65.88 |
65.88 |
65.11 |
|
R1 |
65.38 |
65.38 |
64.99 |
65.63 |
PP |
64.58 |
64.58 |
64.58 |
64.71 |
S1 |
64.08 |
64.08 |
64.75 |
64.33 |
S2 |
63.28 |
63.28 |
64.63 |
|
S3 |
61.98 |
62.78 |
64.51 |
|
S4 |
60.68 |
61.48 |
64.16 |
|
|
Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.54 |
75.02 |
67.25 |
|
R3 |
72.22 |
70.70 |
66.06 |
|
R2 |
67.90 |
67.90 |
65.66 |
|
R1 |
66.38 |
66.38 |
65.27 |
67.14 |
PP |
63.58 |
63.58 |
63.58 |
63.96 |
S1 |
62.06 |
62.06 |
64.47 |
62.82 |
S2 |
59.26 |
59.26 |
64.08 |
|
S3 |
54.94 |
57.74 |
63.68 |
|
S4 |
50.62 |
53.42 |
62.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
65.09 |
60.77 |
4.32 |
6.7% |
1.80 |
2.8% |
95% |
True |
False |
22,336 |
10 |
65.09 |
60.66 |
4.43 |
6.8% |
1.87 |
2.9% |
95% |
True |
False |
22,549 |
20 |
65.09 |
54.92 |
10.17 |
15.7% |
1.92 |
3.0% |
98% |
True |
False |
22,733 |
40 |
65.09 |
54.92 |
10.17 |
15.7% |
2.10 |
3.2% |
98% |
True |
False |
20,691 |
60 |
65.09 |
48.00 |
17.09 |
26.3% |
2.22 |
3.4% |
99% |
True |
False |
21,591 |
80 |
65.09 |
46.14 |
18.95 |
29.2% |
2.22 |
3.4% |
99% |
True |
False |
21,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.62 |
2.618 |
68.49 |
1.618 |
67.19 |
1.000 |
66.39 |
0.618 |
65.89 |
HIGH |
65.09 |
0.618 |
64.59 |
0.500 |
64.44 |
0.382 |
64.29 |
LOW |
63.79 |
0.618 |
62.99 |
1.000 |
62.49 |
1.618 |
61.69 |
2.618 |
60.39 |
4.250 |
58.27 |
|
|
Fisher Pivots for day following 22-May-2009 |
Pivot |
1 day |
3 day |
R1 |
64.73 |
64.62 |
PP |
64.58 |
64.36 |
S1 |
64.44 |
64.11 |
|