NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
48.47 |
49.96 |
1.49 |
3.1% |
52.25 |
High |
51.30 |
52.45 |
1.15 |
2.2% |
53.90 |
Low |
47.37 |
49.72 |
2.35 |
5.0% |
47.26 |
Close |
49.38 |
52.24 |
2.86 |
5.8% |
52.51 |
Range |
3.93 |
2.73 |
-1.20 |
-30.5% |
6.64 |
ATR |
3.08 |
3.08 |
0.00 |
0.0% |
0.00 |
Volume |
254,031 |
352,611 |
98,580 |
38.8% |
1,148,084 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.66 |
58.68 |
53.74 |
|
R3 |
56.93 |
55.95 |
52.99 |
|
R2 |
54.20 |
54.20 |
52.74 |
|
R1 |
53.22 |
53.22 |
52.49 |
53.71 |
PP |
51.47 |
51.47 |
51.47 |
51.72 |
S1 |
50.49 |
50.49 |
51.99 |
50.98 |
S2 |
48.74 |
48.74 |
51.74 |
|
S3 |
46.01 |
47.76 |
51.49 |
|
S4 |
43.28 |
45.03 |
50.74 |
|
|
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 |
12.5% |
3.35 |
6.4% |
75% |
False |
False |
263,613 |
10 |
54.28 |
47.26 |
7.02 |
13.4% |
3.19 |
6.1% |
71% |
False |
False |
239,279 |
20 |
54.66 |
44.72 |
9.94 |
19.0% |
2.91 |
5.6% |
76% |
False |
False |
222,343 |
40 |
54.66 |
39.42 |
15.24 |
29.2% |
2.95 |
5.6% |
84% |
False |
False |
169,189 |
60 |
54.66 |
39.42 |
15.24 |
29.2% |
2.89 |
5.5% |
84% |
False |
False |
125,782 |
80 |
58.31 |
39.42 |
18.89 |
36.2% |
3.01 |
5.8% |
68% |
False |
False |
97,706 |
100 |
63.11 |
39.42 |
23.69 |
45.3% |
3.02 |
5.8% |
54% |
False |
False |
80,242 |
120 |
76.16 |
39.42 |
36.74 |
70.3% |
3.07 |
5.9% |
35% |
False |
False |
67,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.05 |
2.618 |
59.60 |
1.618 |
56.87 |
1.000 |
55.18 |
0.618 |
54.14 |
HIGH |
52.45 |
0.618 |
51.41 |
0.500 |
51.09 |
0.382 |
50.76 |
LOW |
49.72 |
0.618 |
48.03 |
1.000 |
46.99 |
1.618 |
45.30 |
2.618 |
42.57 |
4.250 |
38.12 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
51.86 |
51.46 |
PP |
51.47 |
50.69 |
S1 |
51.09 |
49.91 |
|