NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
57.85 |
60.40 |
2.55 |
4.4% |
60.40 |
| High |
60.62 |
61.65 |
1.03 |
1.7% |
61.60 |
| Low |
57.57 |
59.63 |
2.06 |
3.6% |
57.52 |
| Close |
60.29 |
60.81 |
0.52 |
0.9% |
57.78 |
| Range |
3.05 |
2.02 |
-1.03 |
-33.8% |
4.08 |
| ATR |
2.31 |
2.29 |
-0.02 |
-0.9% |
0.00 |
| Volume |
34,550 |
38,377 |
3,827 |
11.1% |
207,601 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.76 |
65.80 |
61.92 |
|
| R3 |
64.74 |
63.78 |
61.37 |
|
| R2 |
62.72 |
62.72 |
61.18 |
|
| R1 |
61.76 |
61.76 |
61.00 |
62.24 |
| PP |
60.70 |
60.70 |
60.70 |
60.94 |
| S1 |
59.74 |
59.74 |
60.62 |
60.22 |
| S2 |
58.68 |
58.68 |
60.44 |
|
| S3 |
56.66 |
57.72 |
60.25 |
|
| S4 |
54.64 |
55.70 |
59.70 |
|
|
| 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 |
61.65 |
57.52 |
4.13 |
6.8% |
2.46 |
4.0% |
80% |
True |
False |
42,390 |
| 10 |
61.65 |
56.48 |
5.17 |
8.5% |
2.25 |
3.7% |
84% |
True |
False |
43,345 |
| 20 |
61.65 |
50.82 |
10.83 |
17.8% |
2.13 |
3.5% |
92% |
True |
False |
34,982 |
| 40 |
61.65 |
50.76 |
10.89 |
17.9% |
2.20 |
3.6% |
92% |
True |
False |
24,314 |
| 60 |
61.65 |
44.41 |
17.24 |
28.4% |
2.27 |
3.7% |
95% |
True |
False |
19,633 |
| 80 |
61.65 |
43.34 |
18.31 |
30.1% |
2.21 |
3.6% |
95% |
True |
False |
16,429 |
| 100 |
61.65 |
43.34 |
18.31 |
30.1% |
2.14 |
3.5% |
95% |
True |
False |
13,907 |
| 120 |
62.08 |
43.34 |
18.74 |
30.8% |
1.92 |
3.2% |
93% |
False |
False |
12,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.24 |
|
2.618 |
66.94 |
|
1.618 |
64.92 |
|
1.000 |
63.67 |
|
0.618 |
62.90 |
|
HIGH |
61.65 |
|
0.618 |
60.88 |
|
0.500 |
60.64 |
|
0.382 |
60.40 |
|
LOW |
59.63 |
|
0.618 |
58.38 |
|
1.000 |
57.61 |
|
1.618 |
56.36 |
|
2.618 |
54.34 |
|
4.250 |
51.05 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
60.75 |
60.40 |
| PP |
60.70 |
59.99 |
| S1 |
60.64 |
59.59 |
|