NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
59.71 |
60.25 |
0.54 |
0.9% |
60.40 |
| High |
60.68 |
60.41 |
-0.27 |
-0.4% |
61.60 |
| Low |
58.48 |
57.52 |
-0.96 |
-1.6% |
57.52 |
| Close |
60.27 |
57.78 |
-2.49 |
-4.1% |
57.78 |
| Range |
2.20 |
2.89 |
0.69 |
31.4% |
4.08 |
| ATR |
2.20 |
2.25 |
0.05 |
2.2% |
0.00 |
| Volume |
52,367 |
37,903 |
-14,464 |
-27.6% |
207,601 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.24 |
65.40 |
59.37 |
|
| R3 |
64.35 |
62.51 |
58.57 |
|
| R2 |
61.46 |
61.46 |
58.31 |
|
| R1 |
59.62 |
59.62 |
58.04 |
59.10 |
| PP |
58.57 |
58.57 |
58.57 |
58.31 |
| S1 |
56.73 |
56.73 |
57.52 |
56.21 |
| S2 |
55.68 |
55.68 |
57.25 |
|
| S3 |
52.79 |
53.84 |
56.99 |
|
| S4 |
49.90 |
50.95 |
56.19 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.21 |
68.57 |
60.02 |
|
| R3 |
67.13 |
64.49 |
58.90 |
|
| R2 |
63.05 |
63.05 |
58.53 |
|
| R1 |
60.41 |
60.41 |
58.15 |
59.69 |
| PP |
58.97 |
58.97 |
58.97 |
58.61 |
| S1 |
56.33 |
56.33 |
57.41 |
55.61 |
| S2 |
54.89 |
54.89 |
57.03 |
|
| S3 |
50.81 |
52.25 |
56.66 |
|
| S4 |
46.73 |
48.17 |
55.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
61.60 |
57.52 |
4.08 |
7.1% |
2.16 |
3.7% |
6% |
False |
True |
41,520 |
| 10 |
61.60 |
55.33 |
6.27 |
10.9% |
2.10 |
3.6% |
39% |
False |
False |
41,848 |
| 20 |
61.60 |
50.76 |
10.84 |
18.8% |
2.18 |
3.8% |
65% |
False |
False |
32,964 |
| 40 |
61.60 |
50.76 |
10.84 |
18.8% |
2.17 |
3.8% |
65% |
False |
False |
22,982 |
| 60 |
61.60 |
43.34 |
18.26 |
31.6% |
2.26 |
3.9% |
79% |
False |
False |
18,639 |
| 80 |
61.60 |
43.34 |
18.26 |
31.6% |
2.19 |
3.8% |
79% |
False |
False |
15,684 |
| 100 |
61.60 |
43.34 |
18.26 |
31.6% |
2.09 |
3.6% |
79% |
False |
False |
13,282 |
| 120 |
62.08 |
43.34 |
18.74 |
32.4% |
1.90 |
3.3% |
77% |
False |
False |
11,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.69 |
|
2.618 |
67.98 |
|
1.618 |
65.09 |
|
1.000 |
63.30 |
|
0.618 |
62.20 |
|
HIGH |
60.41 |
|
0.618 |
59.31 |
|
0.500 |
58.97 |
|
0.382 |
58.62 |
|
LOW |
57.52 |
|
0.618 |
55.73 |
|
1.000 |
54.63 |
|
1.618 |
52.84 |
|
2.618 |
49.95 |
|
4.250 |
45.24 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.97 |
59.49 |
| PP |
58.57 |
58.92 |
| S1 |
58.18 |
58.35 |
|