NYMEX Light Sweet Crude Oil Future October 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 |
64.36 |
64.64 |
0.28 |
0.4% |
59.32 |
| High |
65.42 |
67.40 |
1.98 |
3.0% |
63.96 |
| Low |
63.92 |
64.63 |
0.71 |
1.1% |
59.26 |
| Close |
65.22 |
67.06 |
1.84 |
2.8% |
63.68 |
| Range |
1.50 |
2.77 |
1.27 |
84.7% |
4.70 |
| ATR |
1.86 |
1.92 |
0.07 |
3.5% |
0.00 |
| Volume |
13,740 |
11,865 |
-1,875 |
-13.6% |
42,825 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.67 |
73.64 |
68.58 |
|
| R3 |
71.90 |
70.87 |
67.82 |
|
| R2 |
69.13 |
69.13 |
67.57 |
|
| R1 |
68.10 |
68.10 |
67.31 |
68.62 |
| PP |
66.36 |
66.36 |
66.36 |
66.62 |
| S1 |
65.33 |
65.33 |
66.81 |
65.85 |
| S2 |
63.59 |
63.59 |
66.55 |
|
| S3 |
60.82 |
62.56 |
66.30 |
|
| S4 |
58.05 |
59.79 |
65.54 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.40 |
74.74 |
66.27 |
|
| R3 |
71.70 |
70.04 |
64.97 |
|
| R2 |
67.00 |
67.00 |
64.54 |
|
| R1 |
65.34 |
65.34 |
64.11 |
66.17 |
| PP |
62.30 |
62.30 |
62.30 |
62.72 |
| S1 |
60.64 |
60.64 |
63.25 |
61.47 |
| S2 |
57.60 |
57.60 |
62.82 |
|
| S3 |
52.90 |
55.94 |
62.39 |
|
| S4 |
48.20 |
51.24 |
61.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.40 |
61.75 |
5.65 |
8.4% |
1.89 |
2.8% |
94% |
True |
False |
10,247 |
| 10 |
67.40 |
59.20 |
8.20 |
12.2% |
1.94 |
2.9% |
96% |
True |
False |
9,434 |
| 20 |
67.40 |
54.66 |
12.74 |
19.0% |
1.78 |
2.7% |
97% |
True |
False |
9,867 |
| 40 |
67.40 |
53.00 |
14.40 |
21.5% |
1.67 |
2.5% |
98% |
True |
False |
8,482 |
| 60 |
67.40 |
48.64 |
18.76 |
28.0% |
1.70 |
2.5% |
98% |
True |
False |
7,688 |
| 80 |
67.40 |
45.06 |
22.34 |
33.3% |
1.66 |
2.5% |
98% |
True |
False |
6,898 |
| 100 |
67.40 |
45.06 |
22.34 |
33.3% |
1.58 |
2.4% |
98% |
True |
False |
6,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.17 |
|
2.618 |
74.65 |
|
1.618 |
71.88 |
|
1.000 |
70.17 |
|
0.618 |
69.11 |
|
HIGH |
67.40 |
|
0.618 |
66.34 |
|
0.500 |
66.02 |
|
0.382 |
65.69 |
|
LOW |
64.63 |
|
0.618 |
62.92 |
|
1.000 |
61.86 |
|
1.618 |
60.15 |
|
2.618 |
57.38 |
|
4.250 |
52.86 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
66.71 |
66.23 |
| PP |
66.36 |
65.40 |
| S1 |
66.02 |
64.58 |
|