NYMEX Light Sweet Crude Oil Future December 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 |
65.35 |
66.23 |
0.88 |
1.3% |
60.90 |
| High |
66.41 |
68.40 |
1.99 |
3.0% |
65.09 |
| Low |
64.96 |
65.66 |
0.70 |
1.1% |
60.77 |
| Close |
66.23 |
68.12 |
1.89 |
2.9% |
64.87 |
| Range |
1.45 |
2.74 |
1.29 |
89.0% |
4.32 |
| ATR |
1.97 |
2.03 |
0.05 |
2.8% |
0.00 |
| Volume |
31,815 |
32,437 |
622 |
2.0% |
111,683 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.61 |
74.61 |
69.63 |
|
| R3 |
72.87 |
71.87 |
68.87 |
|
| R2 |
70.13 |
70.13 |
68.62 |
|
| R1 |
69.13 |
69.13 |
68.37 |
69.63 |
| PP |
67.39 |
67.39 |
67.39 |
67.65 |
| S1 |
66.39 |
66.39 |
67.87 |
66.89 |
| S2 |
64.65 |
64.65 |
67.62 |
|
| S3 |
61.91 |
63.65 |
67.37 |
|
| S4 |
59.17 |
60.91 |
66.61 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.54 |
75.02 |
67.25 |
|
| R3 |
72.22 |
70.70 |
66.06 |
|
| R2 |
67.90 |
67.90 |
65.66 |
|
| R1 |
66.38 |
66.38 |
65.27 |
67.14 |
| PP |
63.58 |
63.58 |
63.58 |
63.96 |
| S1 |
62.06 |
62.06 |
64.47 |
62.82 |
| S2 |
59.26 |
59.26 |
64.08 |
|
| S3 |
54.94 |
57.74 |
63.68 |
|
| S4 |
50.62 |
53.42 |
62.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
68.40 |
62.93 |
5.47 |
8.0% |
1.87 |
2.7% |
95% |
True |
False |
26,132 |
| 10 |
68.40 |
60.66 |
7.74 |
11.4% |
2.00 |
2.9% |
96% |
True |
False |
24,249 |
| 20 |
68.40 |
56.46 |
11.94 |
17.5% |
1.96 |
2.9% |
98% |
True |
False |
24,186 |
| 40 |
68.40 |
54.92 |
13.48 |
19.8% |
2.08 |
3.1% |
98% |
True |
False |
21,457 |
| 60 |
68.40 |
48.76 |
19.64 |
28.8% |
2.19 |
3.2% |
99% |
True |
False |
21,854 |
| 80 |
68.40 |
46.14 |
22.26 |
32.7% |
2.23 |
3.3% |
99% |
True |
False |
21,563 |
| 100 |
68.40 |
46.14 |
22.26 |
32.7% |
2.31 |
3.4% |
99% |
True |
False |
20,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.05 |
|
2.618 |
75.57 |
|
1.618 |
72.83 |
|
1.000 |
71.14 |
|
0.618 |
70.09 |
|
HIGH |
68.40 |
|
0.618 |
67.35 |
|
0.500 |
67.03 |
|
0.382 |
66.71 |
|
LOW |
65.66 |
|
0.618 |
63.97 |
|
1.000 |
62.92 |
|
1.618 |
61.23 |
|
2.618 |
58.49 |
|
4.250 |
54.02 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
67.76 |
67.30 |
| PP |
67.39 |
66.48 |
| S1 |
67.03 |
65.67 |
|