NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
62.87 |
62.91 |
0.04 |
0.1% |
57.22 |
| High |
63.82 |
65.44 |
1.62 |
2.5% |
62.26 |
| Low |
62.19 |
62.75 |
0.56 |
0.9% |
56.76 |
| Close |
63.45 |
65.08 |
1.63 |
2.6% |
61.67 |
| Range |
1.63 |
2.69 |
1.06 |
65.0% |
5.50 |
| ATR |
2.33 |
2.35 |
0.03 |
1.1% |
0.00 |
| Volume |
267,127 |
261,887 |
-5,240 |
-2.0% |
1,145,891 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.49 |
71.48 |
66.56 |
|
| R3 |
69.80 |
68.79 |
65.82 |
|
| R2 |
67.11 |
67.11 |
65.57 |
|
| R1 |
66.10 |
66.10 |
65.33 |
66.61 |
| PP |
64.42 |
64.42 |
64.42 |
64.68 |
| S1 |
63.41 |
63.41 |
64.83 |
63.92 |
| S2 |
61.73 |
61.73 |
64.59 |
|
| S3 |
59.04 |
60.72 |
64.34 |
|
| S4 |
56.35 |
58.03 |
63.60 |
|
|
| 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 |
65.44 |
59.53 |
5.91 |
9.1% |
2.15 |
3.3% |
94% |
True |
False |
244,550 |
| 10 |
65.44 |
56.74 |
8.70 |
13.4% |
2.36 |
3.6% |
96% |
True |
False |
217,794 |
| 20 |
65.44 |
51.41 |
14.03 |
21.6% |
2.31 |
3.6% |
97% |
True |
False |
173,222 |
| 40 |
65.44 |
49.07 |
16.37 |
25.2% |
2.37 |
3.6% |
98% |
True |
False |
117,540 |
| 60 |
65.44 |
45.30 |
20.14 |
30.9% |
2.45 |
3.8% |
98% |
True |
False |
85,439 |
| 80 |
65.44 |
42.19 |
23.25 |
35.7% |
2.45 |
3.8% |
98% |
True |
False |
68,101 |
| 100 |
65.44 |
42.19 |
23.25 |
35.7% |
2.50 |
3.8% |
98% |
True |
False |
56,921 |
| 120 |
65.44 |
42.19 |
23.25 |
35.7% |
2.65 |
4.1% |
98% |
True |
False |
48,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.87 |
|
2.618 |
72.48 |
|
1.618 |
69.79 |
|
1.000 |
68.13 |
|
0.618 |
67.10 |
|
HIGH |
65.44 |
|
0.618 |
64.41 |
|
0.500 |
64.10 |
|
0.382 |
63.78 |
|
LOW |
62.75 |
|
0.618 |
61.09 |
|
1.000 |
60.06 |
|
1.618 |
58.40 |
|
2.618 |
55.71 |
|
4.250 |
51.32 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
64.75 |
64.22 |
| PP |
64.42 |
63.35 |
| S1 |
64.10 |
62.49 |
|