NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
59.95 |
61.00 |
1.05 |
1.8% |
55.72 |
| High |
61.60 |
61.45 |
-0.15 |
-0.2% |
60.71 |
| Low |
59.76 |
59.30 |
-0.46 |
-0.8% |
55.33 |
| Close |
60.59 |
59.88 |
-0.71 |
-1.2% |
60.62 |
| Range |
1.84 |
2.15 |
0.31 |
16.8% |
5.38 |
| ATR |
2.20 |
2.20 |
0.00 |
-0.2% |
0.00 |
| Volume |
32,257 |
48,756 |
16,499 |
51.1% |
210,886 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.66 |
65.42 |
61.06 |
|
| R3 |
64.51 |
63.27 |
60.47 |
|
| R2 |
62.36 |
62.36 |
60.27 |
|
| R1 |
61.12 |
61.12 |
60.08 |
60.67 |
| PP |
60.21 |
60.21 |
60.21 |
59.98 |
| S1 |
58.97 |
58.97 |
59.68 |
58.52 |
| S2 |
58.06 |
58.06 |
59.49 |
|
| S3 |
55.91 |
56.82 |
59.29 |
|
| S4 |
53.76 |
54.67 |
58.70 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.03 |
73.20 |
63.58 |
|
| R3 |
69.65 |
67.82 |
62.10 |
|
| R2 |
64.27 |
64.27 |
61.61 |
|
| R1 |
62.44 |
62.44 |
61.11 |
63.36 |
| PP |
58.89 |
58.89 |
58.89 |
59.34 |
| S1 |
57.06 |
57.06 |
60.13 |
57.98 |
| S2 |
53.51 |
53.51 |
59.63 |
|
| S3 |
48.13 |
51.68 |
59.14 |
|
| S4 |
42.75 |
46.30 |
57.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.60 |
57.80 |
3.80 |
6.3% |
2.01 |
3.4% |
55% |
False |
False |
46,815 |
| 10 |
61.60 |
52.51 |
9.09 |
15.2% |
2.07 |
3.5% |
81% |
False |
False |
38,148 |
| 20 |
61.60 |
50.76 |
10.84 |
18.1% |
2.04 |
3.4% |
84% |
False |
False |
30,254 |
| 40 |
61.60 |
50.34 |
11.26 |
18.8% |
2.19 |
3.7% |
85% |
False |
False |
21,168 |
| 60 |
61.60 |
43.34 |
18.26 |
30.5% |
2.28 |
3.8% |
91% |
False |
False |
17,412 |
| 80 |
61.60 |
43.34 |
18.26 |
30.5% |
2.18 |
3.6% |
91% |
False |
False |
14,682 |
| 100 |
61.60 |
43.34 |
18.26 |
30.5% |
2.07 |
3.5% |
91% |
False |
False |
12,455 |
| 120 |
62.08 |
43.34 |
18.74 |
31.3% |
1.86 |
3.1% |
88% |
False |
False |
10,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.59 |
|
2.618 |
67.08 |
|
1.618 |
64.93 |
|
1.000 |
63.60 |
|
0.618 |
62.78 |
|
HIGH |
61.45 |
|
0.618 |
60.63 |
|
0.500 |
60.38 |
|
0.382 |
60.12 |
|
LOW |
59.30 |
|
0.618 |
57.97 |
|
1.000 |
57.15 |
|
1.618 |
55.82 |
|
2.618 |
53.67 |
|
4.250 |
50.16 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
60.38 |
60.15 |
| PP |
60.21 |
60.06 |
| S1 |
60.05 |
59.97 |
|