NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
58.10 |
59.29 |
1.19 |
2.0% |
52.62 |
| High |
60.08 |
59.90 |
-0.18 |
-0.3% |
58.75 |
| Low |
57.81 |
57.41 |
-0.40 |
-0.7% |
52.56 |
| Close |
58.85 |
58.02 |
-0.83 |
-1.4% |
58.63 |
| Range |
2.27 |
2.49 |
0.22 |
9.7% |
6.19 |
| ATR |
2.46 |
2.46 |
0.00 |
0.1% |
0.00 |
| Volume |
290,030 |
305,957 |
15,927 |
5.5% |
1,424,966 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.91 |
64.46 |
59.39 |
|
| R3 |
63.42 |
61.97 |
58.70 |
|
| R2 |
60.93 |
60.93 |
58.48 |
|
| R1 |
59.48 |
59.48 |
58.25 |
58.96 |
| PP |
58.44 |
58.44 |
58.44 |
58.19 |
| S1 |
56.99 |
56.99 |
57.79 |
56.47 |
| S2 |
55.95 |
55.95 |
57.56 |
|
| S3 |
53.46 |
54.50 |
57.34 |
|
| S4 |
50.97 |
52.01 |
56.65 |
|
|
| 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 |
55.46 |
4.62 |
8.0% |
2.46 |
4.2% |
55% |
False |
False |
319,986 |
| 10 |
60.08 |
50.21 |
9.87 |
17.0% |
2.36 |
4.1% |
79% |
False |
False |
275,589 |
| 20 |
60.08 |
46.72 |
13.36 |
23.0% |
2.32 |
4.0% |
85% |
False |
False |
246,200 |
| 40 |
60.08 |
46.72 |
13.36 |
23.0% |
2.52 |
4.3% |
85% |
False |
False |
178,171 |
| 60 |
60.08 |
40.85 |
19.23 |
33.1% |
2.64 |
4.5% |
89% |
False |
False |
136,464 |
| 80 |
60.08 |
40.85 |
19.23 |
33.1% |
2.63 |
4.5% |
89% |
False |
False |
111,072 |
| 100 |
60.08 |
40.85 |
19.23 |
33.1% |
2.75 |
4.7% |
89% |
False |
False |
93,436 |
| 120 |
61.33 |
40.85 |
20.48 |
35.3% |
2.89 |
5.0% |
84% |
False |
False |
81,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.48 |
|
2.618 |
66.42 |
|
1.618 |
63.93 |
|
1.000 |
62.39 |
|
0.618 |
61.44 |
|
HIGH |
59.90 |
|
0.618 |
58.95 |
|
0.500 |
58.66 |
|
0.382 |
58.36 |
|
LOW |
57.41 |
|
0.618 |
55.87 |
|
1.000 |
54.92 |
|
1.618 |
53.38 |
|
2.618 |
50.89 |
|
4.250 |
46.83 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.66 |
58.43 |
| PP |
58.44 |
58.29 |
| S1 |
58.23 |
58.16 |
|