NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
58.54 |
56.47 |
-2.07 |
-3.5% |
58.49 |
| High |
58.88 |
59.33 |
0.45 |
0.8% |
60.08 |
| Low |
56.07 |
56.12 |
0.05 |
0.1% |
56.07 |
| Close |
56.34 |
59.03 |
2.69 |
4.8% |
56.34 |
| Range |
2.81 |
3.21 |
0.40 |
14.2% |
4.01 |
| ATR |
2.49 |
2.54 |
0.05 |
2.1% |
0.00 |
| Volume |
260,456 |
216,088 |
-44,368 |
-17.0% |
1,460,064 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.79 |
66.62 |
60.80 |
|
| R3 |
64.58 |
63.41 |
59.91 |
|
| R2 |
61.37 |
61.37 |
59.62 |
|
| R1 |
60.20 |
60.20 |
59.32 |
60.79 |
| PP |
58.16 |
58.16 |
58.16 |
58.45 |
| S1 |
56.99 |
56.99 |
58.74 |
57.58 |
| S2 |
54.95 |
54.95 |
58.44 |
|
| S3 |
51.74 |
53.78 |
58.15 |
|
| S4 |
48.53 |
50.57 |
57.26 |
|
|
| 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 |
6.8% |
2.65 |
4.5% |
74% |
False |
False |
276,866 |
| 10 |
60.08 |
53.50 |
6.58 |
11.1% |
2.50 |
4.2% |
84% |
False |
False |
285,236 |
| 20 |
60.08 |
46.72 |
13.36 |
22.6% |
2.38 |
4.0% |
92% |
False |
False |
261,813 |
| 40 |
60.08 |
46.72 |
13.36 |
22.6% |
2.53 |
4.3% |
92% |
False |
False |
192,562 |
| 60 |
60.08 |
42.18 |
17.90 |
30.3% |
2.65 |
4.5% |
94% |
False |
False |
147,148 |
| 80 |
60.08 |
40.85 |
19.23 |
32.6% |
2.63 |
4.5% |
95% |
False |
False |
119,642 |
| 100 |
60.08 |
40.85 |
19.23 |
32.6% |
2.76 |
4.7% |
95% |
False |
False |
100,405 |
| 120 |
61.33 |
40.85 |
20.48 |
34.7% |
2.89 |
4.9% |
89% |
False |
False |
87,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.97 |
|
2.618 |
67.73 |
|
1.618 |
64.52 |
|
1.000 |
62.54 |
|
0.618 |
61.31 |
|
HIGH |
59.33 |
|
0.618 |
58.10 |
|
0.500 |
57.73 |
|
0.382 |
57.35 |
|
LOW |
56.12 |
|
0.618 |
54.14 |
|
1.000 |
52.91 |
|
1.618 |
50.93 |
|
2.618 |
47.72 |
|
4.250 |
42.48 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.60 |
58.59 |
| PP |
58.16 |
58.14 |
| S1 |
57.73 |
57.70 |
|