NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
63.24 |
63.59 |
0.35 |
0.6% |
57.85 |
| High |
64.47 |
66.21 |
1.74 |
2.7% |
62.83 |
| Low |
62.83 |
63.49 |
0.66 |
1.1% |
57.57 |
| Close |
64.16 |
65.87 |
1.71 |
2.7% |
62.38 |
| Range |
1.64 |
2.72 |
1.08 |
65.9% |
5.26 |
| ATR |
2.21 |
2.24 |
0.04 |
1.7% |
0.00 |
| Volume |
67,019 |
64,126 |
-2,893 |
-4.3% |
265,454 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.35 |
72.33 |
67.37 |
|
| R3 |
70.63 |
69.61 |
66.62 |
|
| R2 |
67.91 |
67.91 |
66.37 |
|
| R1 |
66.89 |
66.89 |
66.12 |
67.40 |
| PP |
65.19 |
65.19 |
65.19 |
65.45 |
| S1 |
64.17 |
64.17 |
65.62 |
64.68 |
| S2 |
62.47 |
62.47 |
65.37 |
|
| S3 |
59.75 |
61.45 |
65.12 |
|
| S4 |
57.03 |
58.73 |
64.37 |
|
|
| 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 |
66.21 |
60.30 |
5.91 |
9.0% |
2.08 |
3.2% |
94% |
True |
False |
62,610 |
| 10 |
66.21 |
57.52 |
8.69 |
13.2% |
2.28 |
3.5% |
96% |
True |
False |
52,977 |
| 20 |
66.21 |
52.51 |
13.70 |
20.8% |
2.18 |
3.3% |
98% |
True |
False |
45,563 |
| 40 |
66.21 |
50.76 |
15.45 |
23.5% |
2.23 |
3.4% |
98% |
True |
False |
32,351 |
| 60 |
66.21 |
45.00 |
21.21 |
32.2% |
2.24 |
3.4% |
98% |
True |
False |
24,744 |
| 80 |
66.21 |
43.34 |
22.87 |
34.7% |
2.21 |
3.3% |
99% |
True |
False |
20,517 |
| 100 |
66.21 |
43.34 |
22.87 |
34.7% |
2.15 |
3.3% |
99% |
True |
False |
17,449 |
| 120 |
66.21 |
43.34 |
22.87 |
34.7% |
2.00 |
3.0% |
99% |
True |
False |
15,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.77 |
|
2.618 |
73.33 |
|
1.618 |
70.61 |
|
1.000 |
68.93 |
|
0.618 |
67.89 |
|
HIGH |
66.21 |
|
0.618 |
65.17 |
|
0.500 |
64.85 |
|
0.382 |
64.53 |
|
LOW |
63.49 |
|
0.618 |
61.81 |
|
1.000 |
60.77 |
|
1.618 |
59.09 |
|
2.618 |
56.37 |
|
4.250 |
51.93 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
65.53 |
65.00 |
| PP |
65.19 |
64.13 |
| S1 |
64.85 |
63.26 |
|