NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
61.00 |
59.71 |
-1.29 |
-2.1% |
55.72 |
| High |
61.45 |
60.68 |
-0.77 |
-1.3% |
60.71 |
| Low |
59.30 |
58.48 |
-0.82 |
-1.4% |
55.33 |
| Close |
59.88 |
60.27 |
0.39 |
0.7% |
60.62 |
| Range |
2.15 |
2.20 |
0.05 |
2.3% |
5.38 |
| ATR |
2.20 |
2.20 |
0.00 |
0.0% |
0.00 |
| Volume |
48,756 |
52,367 |
3,611 |
7.4% |
210,886 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.41 |
65.54 |
61.48 |
|
| R3 |
64.21 |
63.34 |
60.88 |
|
| R2 |
62.01 |
62.01 |
60.67 |
|
| R1 |
61.14 |
61.14 |
60.47 |
61.58 |
| PP |
59.81 |
59.81 |
59.81 |
60.03 |
| S1 |
58.94 |
58.94 |
60.07 |
59.38 |
| S2 |
57.61 |
57.61 |
59.87 |
|
| S3 |
55.41 |
56.74 |
59.67 |
|
| S4 |
53.21 |
54.54 |
59.06 |
|
|
| 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 |
58.48 |
3.12 |
5.2% |
1.90 |
3.2% |
57% |
False |
True |
45,095 |
| 10 |
61.60 |
52.66 |
8.94 |
14.8% |
2.14 |
3.5% |
85% |
False |
False |
40,321 |
| 20 |
61.60 |
50.76 |
10.84 |
18.0% |
2.10 |
3.5% |
88% |
False |
False |
32,005 |
| 40 |
61.60 |
50.76 |
10.84 |
18.0% |
2.17 |
3.6% |
88% |
False |
False |
22,289 |
| 60 |
61.60 |
43.34 |
18.26 |
30.3% |
2.26 |
3.7% |
93% |
False |
False |
18,138 |
| 80 |
61.60 |
43.34 |
18.26 |
30.3% |
2.19 |
3.6% |
93% |
False |
False |
15,270 |
| 100 |
61.60 |
43.34 |
18.26 |
30.3% |
2.08 |
3.5% |
93% |
False |
False |
12,945 |
| 120 |
62.08 |
43.34 |
18.74 |
31.1% |
1.88 |
3.1% |
90% |
False |
False |
11,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.03 |
|
2.618 |
66.44 |
|
1.618 |
64.24 |
|
1.000 |
62.88 |
|
0.618 |
62.04 |
|
HIGH |
60.68 |
|
0.618 |
59.84 |
|
0.500 |
59.58 |
|
0.382 |
59.32 |
|
LOW |
58.48 |
|
0.618 |
57.12 |
|
1.000 |
56.28 |
|
1.618 |
54.92 |
|
2.618 |
52.72 |
|
4.250 |
49.13 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
60.04 |
60.19 |
| PP |
59.81 |
60.12 |
| S1 |
59.58 |
60.04 |
|