NYMEX Light Sweet Crude Oil Future June 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 |
56.50 |
58.49 |
1.99 |
3.5% |
52.62 |
| High |
58.75 |
58.63 |
-0.12 |
-0.2% |
58.75 |
| Low |
56.15 |
56.78 |
0.63 |
1.1% |
52.56 |
| Close |
58.63 |
58.50 |
-0.13 |
-0.2% |
58.63 |
| Range |
2.60 |
1.85 |
-0.75 |
-28.8% |
6.19 |
| ATR |
2.52 |
2.47 |
-0.05 |
-1.9% |
0.00 |
| Volume |
377,826 |
291,819 |
-86,007 |
-22.8% |
1,424,966 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.52 |
62.86 |
59.52 |
|
| R3 |
61.67 |
61.01 |
59.01 |
|
| R2 |
59.82 |
59.82 |
58.84 |
|
| R1 |
59.16 |
59.16 |
58.67 |
59.49 |
| PP |
57.97 |
57.97 |
57.97 |
58.14 |
| S1 |
57.31 |
57.31 |
58.33 |
57.64 |
| S2 |
56.12 |
56.12 |
58.16 |
|
| S3 |
54.27 |
55.46 |
57.99 |
|
| S4 |
52.42 |
53.61 |
57.48 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.22 |
73.11 |
62.03 |
|
| R3 |
69.03 |
66.92 |
60.33 |
|
| R2 |
62.84 |
62.84 |
59.76 |
|
| R1 |
60.73 |
60.73 |
59.20 |
61.79 |
| PP |
56.65 |
56.65 |
56.65 |
57.17 |
| S1 |
54.54 |
54.54 |
58.06 |
55.60 |
| S2 |
50.46 |
50.46 |
57.50 |
|
| S3 |
44.27 |
48.35 |
56.93 |
|
| S4 |
38.08 |
42.16 |
55.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.75 |
53.50 |
5.25 |
9.0% |
2.36 |
4.0% |
95% |
False |
False |
293,607 |
| 10 |
58.75 |
48.55 |
10.20 |
17.4% |
2.28 |
3.9% |
98% |
False |
False |
261,202 |
| 20 |
58.75 |
46.72 |
12.03 |
20.6% |
2.28 |
3.9% |
98% |
False |
False |
235,723 |
| 40 |
58.75 |
45.95 |
12.80 |
21.9% |
2.57 |
4.4% |
98% |
False |
False |
165,553 |
| 60 |
58.75 |
40.85 |
17.90 |
30.6% |
2.68 |
4.6% |
99% |
False |
False |
128,042 |
| 80 |
58.75 |
40.85 |
17.90 |
30.6% |
2.65 |
4.5% |
99% |
False |
False |
104,476 |
| 100 |
59.66 |
40.85 |
18.81 |
32.2% |
2.78 |
4.7% |
94% |
False |
False |
88,019 |
| 120 |
63.70 |
40.85 |
22.85 |
39.1% |
2.90 |
5.0% |
77% |
False |
False |
76,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.49 |
|
2.618 |
63.47 |
|
1.618 |
61.62 |
|
1.000 |
60.48 |
|
0.618 |
59.77 |
|
HIGH |
58.63 |
|
0.618 |
57.92 |
|
0.500 |
57.71 |
|
0.382 |
57.49 |
|
LOW |
56.78 |
|
0.618 |
55.64 |
|
1.000 |
54.93 |
|
1.618 |
53.79 |
|
2.618 |
51.94 |
|
4.250 |
48.92 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.24 |
58.04 |
| PP |
57.97 |
57.57 |
| S1 |
57.71 |
57.11 |
|