NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
51.39 |
48.47 |
-2.92 |
-5.7% |
52.25 |
High |
51.82 |
51.30 |
-0.52 |
-1.0% |
53.90 |
Low |
48.40 |
47.37 |
-1.03 |
-2.1% |
47.26 |
Close |
49.15 |
49.38 |
0.23 |
0.5% |
52.51 |
Range |
3.42 |
3.93 |
0.51 |
14.9% |
6.64 |
ATR |
3.02 |
3.08 |
0.07 |
2.2% |
0.00 |
Volume |
228,983 |
254,031 |
25,048 |
10.9% |
1,148,084 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.14 |
59.19 |
51.54 |
|
R3 |
57.21 |
55.26 |
50.46 |
|
R2 |
53.28 |
53.28 |
50.10 |
|
R1 |
51.33 |
51.33 |
49.74 |
52.31 |
PP |
49.35 |
49.35 |
49.35 |
49.84 |
S1 |
47.40 |
47.40 |
49.02 |
48.38 |
S2 |
45.42 |
45.42 |
48.66 |
|
S3 |
41.49 |
43.47 |
48.30 |
|
S4 |
37.56 |
39.54 |
47.22 |
|
|
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 |
47.37 |
6.53 |
13.2% |
3.69 |
7.5% |
31% |
False |
True |
239,936 |
10 |
54.66 |
47.26 |
7.40 |
15.0% |
3.11 |
6.3% |
29% |
False |
False |
232,391 |
20 |
54.66 |
43.88 |
10.78 |
21.8% |
2.99 |
6.0% |
51% |
False |
False |
214,920 |
40 |
54.66 |
39.42 |
15.24 |
30.9% |
2.93 |
5.9% |
65% |
False |
False |
162,199 |
60 |
54.66 |
39.42 |
15.24 |
30.9% |
2.89 |
5.9% |
65% |
False |
False |
120,264 |
80 |
58.31 |
39.42 |
18.89 |
38.3% |
3.02 |
6.1% |
53% |
False |
False |
93,526 |
100 |
63.71 |
39.42 |
24.29 |
49.2% |
3.04 |
6.2% |
41% |
False |
False |
76,765 |
120 |
77.15 |
39.42 |
37.73 |
76.4% |
3.09 |
6.2% |
26% |
False |
False |
64,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.00 |
2.618 |
61.59 |
1.618 |
57.66 |
1.000 |
55.23 |
0.618 |
53.73 |
HIGH |
51.30 |
0.618 |
49.80 |
0.500 |
49.34 |
0.382 |
48.87 |
LOW |
47.37 |
0.618 |
44.94 |
1.000 |
43.44 |
1.618 |
41.01 |
2.618 |
37.08 |
4.250 |
30.67 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
49.37 |
50.49 |
PP |
49.35 |
50.12 |
S1 |
49.34 |
49.75 |
|