NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
60.25 |
57.85 |
-2.40 |
-4.0% |
60.40 |
| High |
60.41 |
60.62 |
0.21 |
0.3% |
61.60 |
| Low |
57.52 |
57.57 |
0.05 |
0.1% |
57.52 |
| Close |
57.78 |
60.29 |
2.51 |
4.3% |
57.78 |
| Range |
2.89 |
3.05 |
0.16 |
5.5% |
4.08 |
| ATR |
2.25 |
2.31 |
0.06 |
2.5% |
0.00 |
| Volume |
37,903 |
34,550 |
-3,353 |
-8.8% |
207,601 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.64 |
67.52 |
61.97 |
|
| R3 |
65.59 |
64.47 |
61.13 |
|
| R2 |
62.54 |
62.54 |
60.85 |
|
| R1 |
61.42 |
61.42 |
60.57 |
61.98 |
| PP |
59.49 |
59.49 |
59.49 |
59.78 |
| S1 |
58.37 |
58.37 |
60.01 |
58.93 |
| S2 |
56.44 |
56.44 |
59.73 |
|
| S3 |
53.39 |
55.32 |
59.45 |
|
| S4 |
50.34 |
52.27 |
58.61 |
|
|
| 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 |
6.8% |
2.43 |
4.0% |
68% |
False |
False |
41,166 |
| 10 |
61.60 |
56.48 |
5.12 |
8.5% |
2.17 |
3.6% |
74% |
False |
False |
43,279 |
| 20 |
61.60 |
50.76 |
10.84 |
18.0% |
2.15 |
3.6% |
88% |
False |
False |
33,983 |
| 40 |
61.60 |
50.76 |
10.84 |
18.0% |
2.18 |
3.6% |
88% |
False |
False |
23,602 |
| 60 |
61.60 |
44.00 |
17.60 |
29.2% |
2.26 |
3.8% |
93% |
False |
False |
19,131 |
| 80 |
61.60 |
43.34 |
18.26 |
30.3% |
2.21 |
3.7% |
93% |
False |
False |
16,017 |
| 100 |
61.60 |
43.34 |
18.26 |
30.3% |
2.12 |
3.5% |
93% |
False |
False |
13,589 |
| 120 |
62.08 |
43.34 |
18.74 |
31.1% |
1.91 |
3.2% |
90% |
False |
False |
11,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.58 |
|
2.618 |
68.60 |
|
1.618 |
65.55 |
|
1.000 |
63.67 |
|
0.618 |
62.50 |
|
HIGH |
60.62 |
|
0.618 |
59.45 |
|
0.500 |
59.10 |
|
0.382 |
58.74 |
|
LOW |
57.57 |
|
0.618 |
55.69 |
|
1.000 |
54.52 |
|
1.618 |
52.64 |
|
2.618 |
49.59 |
|
4.250 |
44.61 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
59.89 |
59.89 |
| PP |
59.49 |
59.50 |
| S1 |
59.10 |
59.10 |
|