NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
57.73 |
58.54 |
0.81 |
1.4% |
58.49 |
| High |
59.00 |
58.88 |
-0.12 |
-0.2% |
60.08 |
| Low |
56.55 |
56.07 |
-0.48 |
-0.8% |
56.07 |
| Close |
58.62 |
56.34 |
-2.28 |
-3.9% |
56.34 |
| Range |
2.45 |
2.81 |
0.36 |
14.7% |
4.01 |
| ATR |
2.46 |
2.49 |
0.02 |
1.0% |
0.00 |
| Volume |
311,802 |
260,456 |
-51,346 |
-16.5% |
1,460,064 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.53 |
63.74 |
57.89 |
|
| R3 |
62.72 |
60.93 |
57.11 |
|
| R2 |
59.91 |
59.91 |
56.86 |
|
| R1 |
58.12 |
58.12 |
56.60 |
57.61 |
| PP |
57.10 |
57.10 |
57.10 |
56.84 |
| S1 |
55.31 |
55.31 |
56.08 |
54.80 |
| S2 |
54.29 |
54.29 |
55.82 |
|
| S3 |
51.48 |
52.50 |
55.57 |
|
| S4 |
48.67 |
49.69 |
54.79 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.53 |
66.94 |
58.55 |
|
| R3 |
65.52 |
62.93 |
57.44 |
|
| R2 |
61.51 |
61.51 |
57.08 |
|
| R1 |
58.92 |
58.92 |
56.71 |
58.21 |
| PP |
57.50 |
57.50 |
57.50 |
57.14 |
| S1 |
54.91 |
54.91 |
55.97 |
54.20 |
| S2 |
53.49 |
53.49 |
55.60 |
|
| S3 |
49.48 |
50.90 |
55.24 |
|
| S4 |
45.47 |
46.89 |
54.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
60.08 |
56.07 |
4.01 |
7.1% |
2.37 |
4.2% |
7% |
False |
True |
292,012 |
| 10 |
60.08 |
52.56 |
7.52 |
13.3% |
2.39 |
4.2% |
50% |
False |
False |
288,503 |
| 20 |
60.08 |
46.72 |
13.36 |
23.7% |
2.43 |
4.3% |
72% |
False |
False |
259,191 |
| 40 |
60.08 |
46.72 |
13.36 |
23.7% |
2.49 |
4.4% |
72% |
False |
False |
189,232 |
| 60 |
60.08 |
41.46 |
18.62 |
33.0% |
2.64 |
4.7% |
80% |
False |
False |
144,371 |
| 80 |
60.08 |
40.85 |
19.23 |
34.1% |
2.63 |
4.7% |
81% |
False |
False |
117,390 |
| 100 |
60.08 |
40.85 |
19.23 |
34.1% |
2.76 |
4.9% |
81% |
False |
False |
98,434 |
| 120 |
61.33 |
40.85 |
20.48 |
36.4% |
2.88 |
5.1% |
76% |
False |
False |
85,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.82 |
|
2.618 |
66.24 |
|
1.618 |
63.43 |
|
1.000 |
61.69 |
|
0.618 |
60.62 |
|
HIGH |
58.88 |
|
0.618 |
57.81 |
|
0.500 |
57.48 |
|
0.382 |
57.14 |
|
LOW |
56.07 |
|
0.618 |
54.33 |
|
1.000 |
53.26 |
|
1.618 |
51.52 |
|
2.618 |
48.71 |
|
4.250 |
44.13 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
57.48 |
57.99 |
| PP |
57.10 |
57.44 |
| S1 |
56.72 |
56.89 |
|