NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
59.29 |
57.73 |
-1.56 |
-2.6% |
52.62 |
| High |
59.90 |
59.00 |
-0.90 |
-1.5% |
58.75 |
| Low |
57.41 |
56.55 |
-0.86 |
-1.5% |
52.56 |
| Close |
58.02 |
58.62 |
0.60 |
1.0% |
58.63 |
| Range |
2.49 |
2.45 |
-0.04 |
-1.6% |
6.19 |
| ATR |
2.46 |
2.46 |
0.00 |
0.0% |
0.00 |
| Volume |
305,957 |
311,802 |
5,845 |
1.9% |
1,424,966 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.41 |
64.46 |
59.97 |
|
| R3 |
62.96 |
62.01 |
59.29 |
|
| R2 |
60.51 |
60.51 |
59.07 |
|
| R1 |
59.56 |
59.56 |
58.84 |
60.04 |
| PP |
58.06 |
58.06 |
58.06 |
58.29 |
| S1 |
57.11 |
57.11 |
58.40 |
57.59 |
| S2 |
55.61 |
55.61 |
58.17 |
|
| S3 |
53.16 |
54.66 |
57.95 |
|
| S4 |
50.71 |
52.21 |
57.27 |
|
|
| 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 |
56.15 |
3.93 |
6.7% |
2.33 |
4.0% |
63% |
False |
False |
315,486 |
| 10 |
60.08 |
50.43 |
9.65 |
16.5% |
2.43 |
4.1% |
85% |
False |
False |
283,287 |
| 20 |
60.08 |
46.72 |
13.36 |
22.8% |
2.37 |
4.0% |
89% |
False |
False |
253,720 |
| 40 |
60.08 |
46.72 |
13.36 |
22.8% |
2.51 |
4.3% |
89% |
False |
False |
184,656 |
| 60 |
60.08 |
40.85 |
19.23 |
32.8% |
2.64 |
4.5% |
92% |
False |
False |
140,842 |
| 80 |
60.08 |
40.85 |
19.23 |
32.8% |
2.62 |
4.5% |
92% |
False |
False |
114,607 |
| 100 |
60.08 |
40.85 |
19.23 |
32.8% |
2.75 |
4.7% |
92% |
False |
False |
96,125 |
| 120 |
61.33 |
40.85 |
20.48 |
34.9% |
2.90 |
4.9% |
87% |
False |
False |
83,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
69.41 |
|
2.618 |
65.41 |
|
1.618 |
62.96 |
|
1.000 |
61.45 |
|
0.618 |
60.51 |
|
HIGH |
59.00 |
|
0.618 |
58.06 |
|
0.500 |
57.78 |
|
0.382 |
57.49 |
|
LOW |
56.55 |
|
0.618 |
55.04 |
|
1.000 |
54.10 |
|
1.618 |
52.59 |
|
2.618 |
50.14 |
|
4.250 |
46.14 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.34 |
58.52 |
| PP |
58.06 |
58.42 |
| S1 |
57.78 |
58.32 |
|