NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.40 |
51.39 |
-1.01 |
-1.9% |
52.25 |
High |
53.60 |
51.82 |
-1.78 |
-3.3% |
53.90 |
Low |
49.81 |
48.40 |
-1.41 |
-2.8% |
47.26 |
Close |
51.05 |
49.15 |
-1.90 |
-3.7% |
52.51 |
Range |
3.79 |
3.42 |
-0.37 |
-9.8% |
6.64 |
ATR |
2.99 |
3.02 |
0.03 |
1.0% |
0.00 |
Volume |
212,172 |
228,983 |
16,811 |
7.9% |
1,148,084 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.05 |
58.02 |
51.03 |
|
R3 |
56.63 |
54.60 |
50.09 |
|
R2 |
53.21 |
53.21 |
49.78 |
|
R1 |
51.18 |
51.18 |
49.46 |
50.49 |
PP |
49.79 |
49.79 |
49.79 |
49.44 |
S1 |
47.76 |
47.76 |
48.84 |
47.07 |
S2 |
46.37 |
46.37 |
48.52 |
|
S3 |
42.95 |
44.34 |
48.21 |
|
S4 |
39.53 |
40.92 |
47.27 |
|
|
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 |
13.5% |
3.24 |
6.6% |
28% |
False |
False |
237,180 |
10 |
54.66 |
47.26 |
7.40 |
15.1% |
2.94 |
6.0% |
26% |
False |
False |
228,267 |
20 |
54.66 |
43.74 |
10.92 |
22.2% |
2.96 |
6.0% |
50% |
False |
False |
210,802 |
40 |
54.66 |
39.42 |
15.24 |
31.0% |
2.93 |
6.0% |
64% |
False |
False |
157,225 |
60 |
54.66 |
39.42 |
15.24 |
31.0% |
2.87 |
5.8% |
64% |
False |
False |
116,386 |
80 |
58.31 |
39.42 |
18.89 |
38.4% |
3.04 |
6.2% |
52% |
False |
False |
90,581 |
100 |
64.10 |
39.42 |
24.68 |
50.2% |
3.04 |
6.2% |
39% |
False |
False |
74,272 |
120 |
80.05 |
39.42 |
40.63 |
82.7% |
3.08 |
6.3% |
24% |
False |
False |
62,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.36 |
2.618 |
60.77 |
1.618 |
57.35 |
1.000 |
55.24 |
0.618 |
53.93 |
HIGH |
51.82 |
0.618 |
50.51 |
0.500 |
50.11 |
0.382 |
49.71 |
LOW |
48.40 |
0.618 |
46.29 |
1.000 |
44.98 |
1.618 |
42.87 |
2.618 |
39.45 |
4.250 |
33.87 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
50.11 |
51.15 |
PP |
49.79 |
50.48 |
S1 |
49.47 |
49.82 |
|