NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.36 |
52.40 |
0.04 |
0.1% |
52.25 |
High |
53.90 |
53.60 |
-0.30 |
-0.6% |
53.90 |
Low |
51.02 |
49.81 |
-1.21 |
-2.4% |
47.26 |
Close |
52.51 |
51.05 |
-1.46 |
-2.8% |
52.51 |
Range |
2.88 |
3.79 |
0.91 |
31.6% |
6.64 |
ATR |
2.93 |
2.99 |
0.06 |
2.1% |
0.00 |
Volume |
270,270 |
212,172 |
-58,098 |
-21.5% |
1,148,084 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.86 |
60.74 |
53.13 |
|
R3 |
59.07 |
56.95 |
52.09 |
|
R2 |
55.28 |
55.28 |
51.74 |
|
R1 |
53.16 |
53.16 |
51.40 |
52.33 |
PP |
51.49 |
51.49 |
51.49 |
51.07 |
S1 |
49.37 |
49.37 |
50.70 |
48.54 |
S2 |
47.70 |
47.70 |
50.36 |
|
S3 |
43.91 |
45.58 |
50.01 |
|
S4 |
40.12 |
41.79 |
48.97 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.14 |
68.47 |
56.16 |
|
R3 |
64.50 |
61.83 |
54.34 |
|
R2 |
57.86 |
57.86 |
53.73 |
|
R1 |
55.19 |
55.19 |
53.12 |
56.53 |
PP |
51.22 |
51.22 |
51.22 |
51.89 |
S1 |
48.55 |
48.55 |
51.90 |
49.89 |
S2 |
44.58 |
44.58 |
51.29 |
|
S3 |
37.94 |
41.91 |
50.68 |
|
S4 |
31.30 |
35.27 |
48.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.90 |
47.26 |
6.64 |
13.0% |
3.00 |
5.9% |
57% |
False |
False |
235,818 |
10 |
54.66 |
47.26 |
7.40 |
14.5% |
2.78 |
5.4% |
51% |
False |
False |
228,357 |
20 |
54.66 |
43.74 |
10.92 |
21.4% |
2.93 |
5.7% |
67% |
False |
False |
210,941 |
40 |
54.66 |
39.42 |
15.24 |
29.9% |
2.90 |
5.7% |
76% |
False |
False |
153,145 |
60 |
54.66 |
39.42 |
15.24 |
29.9% |
2.85 |
5.6% |
76% |
False |
False |
112,960 |
80 |
58.31 |
39.42 |
18.89 |
37.0% |
3.03 |
5.9% |
62% |
False |
False |
87,841 |
100 |
65.96 |
39.42 |
26.54 |
52.0% |
3.03 |
5.9% |
44% |
False |
False |
72,054 |
120 |
86.05 |
39.42 |
46.63 |
91.3% |
3.09 |
6.0% |
25% |
False |
False |
60,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.71 |
2.618 |
63.52 |
1.618 |
59.73 |
1.000 |
57.39 |
0.618 |
55.94 |
HIGH |
53.60 |
0.618 |
52.15 |
0.500 |
51.71 |
0.382 |
51.26 |
LOW |
49.81 |
0.618 |
47.47 |
1.000 |
46.02 |
1.618 |
43.68 |
2.618 |
39.89 |
4.250 |
33.70 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
51.71 |
51.18 |
PP |
51.49 |
51.13 |
S1 |
51.27 |
51.09 |
|