NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
58.49 |
58.10 |
-0.39 |
-0.7% |
52.62 |
| High |
58.63 |
60.08 |
1.45 |
2.5% |
58.75 |
| Low |
56.78 |
57.81 |
1.03 |
1.8% |
52.56 |
| Close |
58.50 |
58.85 |
0.35 |
0.6% |
58.63 |
| Range |
1.85 |
2.27 |
0.42 |
22.7% |
6.19 |
| ATR |
2.47 |
2.46 |
-0.01 |
-0.6% |
0.00 |
| Volume |
291,819 |
290,030 |
-1,789 |
-0.6% |
1,424,966 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.72 |
64.56 |
60.10 |
|
| R3 |
63.45 |
62.29 |
59.47 |
|
| R2 |
61.18 |
61.18 |
59.27 |
|
| R1 |
60.02 |
60.02 |
59.06 |
60.60 |
| PP |
58.91 |
58.91 |
58.91 |
59.21 |
| S1 |
57.75 |
57.75 |
58.64 |
58.33 |
| S2 |
56.64 |
56.64 |
58.43 |
|
| S3 |
54.37 |
55.48 |
58.23 |
|
| S4 |
52.10 |
53.21 |
57.60 |
|
|
| 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 |
60.08 |
53.57 |
6.51 |
11.1% |
2.55 |
4.3% |
81% |
True |
False |
305,656 |
| 10 |
60.08 |
49.12 |
10.96 |
18.6% |
2.34 |
4.0% |
89% |
True |
False |
263,676 |
| 20 |
60.08 |
46.72 |
13.36 |
22.7% |
2.29 |
3.9% |
91% |
True |
False |
241,425 |
| 40 |
60.08 |
46.72 |
13.36 |
22.7% |
2.54 |
4.3% |
91% |
True |
False |
171,752 |
| 60 |
60.08 |
40.85 |
19.23 |
32.7% |
2.68 |
4.6% |
94% |
True |
False |
132,085 |
| 80 |
60.08 |
40.85 |
19.23 |
32.7% |
2.64 |
4.5% |
94% |
True |
False |
107,688 |
| 100 |
60.08 |
40.85 |
19.23 |
32.7% |
2.77 |
4.7% |
94% |
True |
False |
90,663 |
| 120 |
61.33 |
40.85 |
20.48 |
34.8% |
2.88 |
4.9% |
88% |
False |
False |
78,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.73 |
|
2.618 |
66.02 |
|
1.618 |
63.75 |
|
1.000 |
62.35 |
|
0.618 |
61.48 |
|
HIGH |
60.08 |
|
0.618 |
59.21 |
|
0.500 |
58.95 |
|
0.382 |
58.68 |
|
LOW |
57.81 |
|
0.618 |
56.41 |
|
1.000 |
55.54 |
|
1.618 |
54.14 |
|
2.618 |
51.87 |
|
4.250 |
48.16 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.95 |
58.61 |
| PP |
58.91 |
58.36 |
| S1 |
58.88 |
58.12 |
|