NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
62.00 |
62.64 |
0.64 |
1.0% |
57.85 |
| High |
62.70 |
63.14 |
0.44 |
0.7% |
62.83 |
| Low |
61.28 |
60.30 |
-0.98 |
-1.6% |
57.57 |
| Close |
62.38 |
63.10 |
0.72 |
1.2% |
62.38 |
| Range |
1.42 |
2.84 |
1.42 |
100.0% |
5.26 |
| ATR |
2.20 |
2.25 |
0.05 |
2.1% |
0.00 |
| Volume |
60,639 |
42,907 |
-17,732 |
-29.2% |
265,454 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.70 |
69.74 |
64.66 |
|
| R3 |
67.86 |
66.90 |
63.88 |
|
| R2 |
65.02 |
65.02 |
63.62 |
|
| R1 |
64.06 |
64.06 |
63.36 |
64.54 |
| PP |
62.18 |
62.18 |
62.18 |
62.42 |
| S1 |
61.22 |
61.22 |
62.84 |
61.70 |
| S2 |
59.34 |
59.34 |
62.58 |
|
| S3 |
56.50 |
58.38 |
62.32 |
|
| S4 |
53.66 |
55.54 |
61.54 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.71 |
74.80 |
65.27 |
|
| R3 |
71.45 |
69.54 |
63.83 |
|
| R2 |
66.19 |
66.19 |
63.34 |
|
| R1 |
64.28 |
64.28 |
62.86 |
65.24 |
| PP |
60.93 |
60.93 |
60.93 |
61.40 |
| S1 |
59.02 |
59.02 |
61.90 |
59.98 |
| S2 |
55.67 |
55.67 |
61.42 |
|
| S3 |
50.41 |
53.76 |
60.93 |
|
| S4 |
45.15 |
48.50 |
59.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
63.14 |
59.63 |
3.51 |
5.6% |
2.07 |
3.3% |
99% |
True |
False |
54,762 |
| 10 |
63.14 |
57.52 |
5.62 |
8.9% |
2.25 |
3.6% |
99% |
True |
False |
47,964 |
| 20 |
63.14 |
51.15 |
11.99 |
19.0% |
2.15 |
3.4% |
100% |
True |
False |
41,263 |
| 40 |
63.14 |
50.76 |
12.38 |
19.6% |
2.26 |
3.6% |
100% |
True |
False |
29,449 |
| 60 |
63.14 |
45.00 |
18.14 |
28.7% |
2.25 |
3.6% |
100% |
True |
False |
22,928 |
| 80 |
63.14 |
43.34 |
19.80 |
31.4% |
2.19 |
3.5% |
100% |
True |
False |
19,008 |
| 100 |
63.14 |
43.34 |
19.80 |
31.4% |
2.19 |
3.5% |
100% |
True |
False |
16,160 |
| 120 |
63.14 |
43.34 |
19.80 |
31.4% |
1.96 |
3.1% |
100% |
True |
False |
13,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.21 |
|
2.618 |
70.58 |
|
1.618 |
67.74 |
|
1.000 |
65.98 |
|
0.618 |
64.90 |
|
HIGH |
63.14 |
|
0.618 |
62.06 |
|
0.500 |
61.72 |
|
0.382 |
61.38 |
|
LOW |
60.30 |
|
0.618 |
58.54 |
|
1.000 |
57.46 |
|
1.618 |
55.70 |
|
2.618 |
52.86 |
|
4.250 |
48.23 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
62.64 |
62.64 |
| PP |
62.18 |
62.18 |
| S1 |
61.72 |
61.72 |
|