NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
61.68 |
61.05 |
-0.63 |
-1.0% |
57.22 |
| High |
61.87 |
61.98 |
0.11 |
0.2% |
62.26 |
| Low |
59.92 |
60.50 |
0.58 |
1.0% |
56.76 |
| Close |
61.05 |
61.67 |
0.62 |
1.0% |
61.67 |
| Range |
1.95 |
1.48 |
-0.47 |
-24.1% |
5.50 |
| ATR |
2.40 |
2.33 |
-0.07 |
-2.7% |
0.00 |
| Volume |
270,022 |
237,412 |
-32,610 |
-12.1% |
1,145,891 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.82 |
65.23 |
62.48 |
|
| R3 |
64.34 |
63.75 |
62.08 |
|
| R2 |
62.86 |
62.86 |
61.94 |
|
| R1 |
62.27 |
62.27 |
61.81 |
62.57 |
| PP |
61.38 |
61.38 |
61.38 |
61.53 |
| S1 |
60.79 |
60.79 |
61.53 |
61.09 |
| S2 |
59.90 |
59.90 |
61.40 |
|
| S3 |
58.42 |
59.31 |
61.26 |
|
| S4 |
56.94 |
57.83 |
60.86 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.73 |
74.70 |
64.70 |
|
| R3 |
71.23 |
69.20 |
63.18 |
|
| R2 |
65.73 |
65.73 |
62.68 |
|
| R1 |
63.70 |
63.70 |
62.17 |
64.72 |
| PP |
60.23 |
60.23 |
60.23 |
60.74 |
| S1 |
58.20 |
58.20 |
61.17 |
59.22 |
| S2 |
54.73 |
54.73 |
60.66 |
|
| S3 |
49.23 |
52.70 |
60.16 |
|
| S4 |
43.73 |
47.20 |
58.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
62.26 |
56.76 |
5.50 |
8.9% |
2.21 |
3.6% |
89% |
False |
False |
229,178 |
| 10 |
62.26 |
56.74 |
5.52 |
9.0% |
2.26 |
3.7% |
89% |
False |
False |
193,038 |
| 20 |
62.26 |
49.55 |
12.71 |
20.6% |
2.30 |
3.7% |
95% |
False |
False |
148,636 |
| 40 |
62.26 |
49.07 |
13.19 |
21.4% |
2.40 |
3.9% |
96% |
False |
False |
101,449 |
| 60 |
62.26 |
44.27 |
17.99 |
29.2% |
2.46 |
4.0% |
97% |
False |
False |
74,451 |
| 80 |
62.26 |
42.19 |
20.07 |
32.5% |
2.43 |
3.9% |
97% |
False |
False |
59,572 |
| 100 |
62.26 |
42.19 |
20.07 |
32.5% |
2.57 |
4.2% |
97% |
False |
False |
50,002 |
| 120 |
62.26 |
42.19 |
20.07 |
32.5% |
2.65 |
4.3% |
97% |
False |
False |
42,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.27 |
|
2.618 |
65.85 |
|
1.618 |
64.37 |
|
1.000 |
63.46 |
|
0.618 |
62.89 |
|
HIGH |
61.98 |
|
0.618 |
61.41 |
|
0.500 |
61.24 |
|
0.382 |
61.07 |
|
LOW |
60.50 |
|
0.618 |
59.59 |
|
1.000 |
59.02 |
|
1.618 |
58.11 |
|
2.618 |
56.63 |
|
4.250 |
54.21 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
61.53 |
61.47 |
| PP |
61.38 |
61.26 |
| S1 |
61.24 |
61.06 |
|