NYMEX Light Sweet Crude Oil Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
64.69 |
66.25 |
1.56 |
2.4% |
63.46 |
| High |
66.85 |
67.98 |
1.13 |
1.7% |
67.98 |
| Low |
64.10 |
66.22 |
2.12 |
3.3% |
61.03 |
| Close |
66.55 |
67.72 |
1.17 |
1.8% |
67.72 |
| Range |
2.75 |
1.76 |
-0.99 |
-36.0% |
6.95 |
| ATR |
2.15 |
2.12 |
-0.03 |
-1.3% |
0.00 |
| Volume |
22,543 |
32,704 |
10,161 |
45.1% |
105,851 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.59 |
71.91 |
68.69 |
|
| R3 |
70.83 |
70.15 |
68.20 |
|
| R2 |
69.07 |
69.07 |
68.04 |
|
| R1 |
68.39 |
68.39 |
67.88 |
68.73 |
| PP |
67.31 |
67.31 |
67.31 |
67.48 |
| S1 |
66.63 |
66.63 |
67.56 |
66.97 |
| S2 |
65.55 |
65.55 |
67.40 |
|
| S3 |
63.79 |
64.87 |
67.24 |
|
| S4 |
62.03 |
63.11 |
66.75 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.43 |
84.02 |
71.54 |
|
| R3 |
79.48 |
77.07 |
69.63 |
|
| R2 |
72.53 |
72.53 |
68.99 |
|
| R1 |
70.12 |
70.12 |
68.36 |
71.33 |
| PP |
65.58 |
65.58 |
65.58 |
66.18 |
| S1 |
63.17 |
63.17 |
67.08 |
64.38 |
| S2 |
58.63 |
58.63 |
66.45 |
|
| S3 |
51.68 |
56.22 |
65.81 |
|
| S4 |
44.73 |
49.27 |
63.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.98 |
61.03 |
6.95 |
10.3% |
2.03 |
3.0% |
96% |
True |
False |
26,199 |
| 10 |
67.98 |
58.36 |
9.62 |
14.2% |
2.15 |
3.2% |
97% |
True |
False |
23,923 |
| 20 |
67.98 |
53.76 |
14.22 |
21.0% |
2.14 |
3.2% |
98% |
True |
False |
21,860 |
| 40 |
67.98 |
51.96 |
16.02 |
23.7% |
2.02 |
3.0% |
98% |
True |
False |
16,930 |
| 60 |
67.98 |
47.85 |
20.13 |
29.7% |
2.04 |
3.0% |
99% |
True |
False |
14,401 |
| 80 |
67.98 |
44.19 |
23.79 |
35.1% |
2.12 |
3.1% |
99% |
True |
False |
12,503 |
| 100 |
67.98 |
44.19 |
23.79 |
35.1% |
2.07 |
3.1% |
99% |
True |
False |
10,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.46 |
|
2.618 |
72.59 |
|
1.618 |
70.83 |
|
1.000 |
69.74 |
|
0.618 |
69.07 |
|
HIGH |
67.98 |
|
0.618 |
67.31 |
|
0.500 |
67.10 |
|
0.382 |
66.89 |
|
LOW |
66.22 |
|
0.618 |
65.13 |
|
1.000 |
64.46 |
|
1.618 |
63.37 |
|
2.618 |
61.61 |
|
4.250 |
58.74 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.51 |
67.05 |
| PP |
67.31 |
66.38 |
| S1 |
67.10 |
65.71 |
|