NYMEX Light Sweet Crude Oil Future December 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 |
66.23 |
67.85 |
1.62 |
2.4% |
65.18 |
| High |
68.40 |
69.49 |
1.09 |
1.6% |
69.49 |
| Low |
65.66 |
67.85 |
2.19 |
3.3% |
62.93 |
| Close |
68.12 |
69.20 |
1.08 |
1.6% |
69.20 |
| Range |
2.74 |
1.64 |
-1.10 |
-40.1% |
6.56 |
| ATR |
2.03 |
2.00 |
-0.03 |
-1.4% |
0.00 |
| Volume |
32,437 |
38,121 |
5,684 |
17.5% |
120,712 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.77 |
73.12 |
70.10 |
|
| R3 |
72.13 |
71.48 |
69.65 |
|
| R2 |
70.49 |
70.49 |
69.50 |
|
| R1 |
69.84 |
69.84 |
69.35 |
70.17 |
| PP |
68.85 |
68.85 |
68.85 |
69.01 |
| S1 |
68.20 |
68.20 |
69.05 |
68.53 |
| S2 |
67.21 |
67.21 |
68.90 |
|
| S3 |
65.57 |
66.56 |
68.75 |
|
| S4 |
63.93 |
64.92 |
68.30 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.89 |
84.60 |
72.81 |
|
| R3 |
80.33 |
78.04 |
71.00 |
|
| R2 |
73.77 |
73.77 |
70.40 |
|
| R1 |
71.48 |
71.48 |
69.80 |
72.63 |
| PP |
67.21 |
67.21 |
67.21 |
67.78 |
| S1 |
64.92 |
64.92 |
68.60 |
66.07 |
| S2 |
60.65 |
60.65 |
68.00 |
|
| S3 |
54.09 |
58.36 |
67.40 |
|
| S4 |
47.53 |
51.80 |
65.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.49 |
62.93 |
6.56 |
9.5% |
1.89 |
2.7% |
96% |
True |
False |
28,439 |
| 10 |
69.49 |
60.66 |
8.83 |
12.8% |
1.97 |
2.8% |
97% |
True |
False |
25,648 |
| 20 |
69.49 |
56.51 |
12.98 |
18.8% |
1.96 |
2.8% |
98% |
True |
False |
24,886 |
| 40 |
69.49 |
54.92 |
14.57 |
21.1% |
2.08 |
3.0% |
98% |
True |
False |
21,689 |
| 60 |
69.49 |
49.46 |
20.03 |
28.9% |
2.16 |
3.1% |
99% |
True |
False |
22,152 |
| 80 |
69.49 |
46.14 |
23.35 |
33.7% |
2.24 |
3.2% |
99% |
True |
False |
21,802 |
| 100 |
69.49 |
46.14 |
23.35 |
33.7% |
2.29 |
3.3% |
99% |
True |
False |
21,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.46 |
|
2.618 |
73.78 |
|
1.618 |
72.14 |
|
1.000 |
71.13 |
|
0.618 |
70.50 |
|
HIGH |
69.49 |
|
0.618 |
68.86 |
|
0.500 |
68.67 |
|
0.382 |
68.48 |
|
LOW |
67.85 |
|
0.618 |
66.84 |
|
1.000 |
66.21 |
|
1.618 |
65.20 |
|
2.618 |
63.56 |
|
4.250 |
60.88 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
69.02 |
68.54 |
| PP |
68.85 |
67.88 |
| S1 |
68.67 |
67.23 |
|