NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.00 |
49.96 |
-2.04 |
-3.9% |
52.40 |
High |
52.15 |
51.12 |
-1.03 |
-2.0% |
53.60 |
Low |
48.84 |
48.85 |
0.01 |
0.0% |
47.37 |
Close |
50.05 |
49.41 |
-0.64 |
-1.3% |
52.24 |
Range |
3.31 |
2.27 |
-1.04 |
-31.4% |
6.23 |
ATR |
3.11 |
3.05 |
-0.06 |
-1.9% |
0.00 |
Volume |
294,835 |
290,456 |
-4,379 |
-1.5% |
1,047,797 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.60 |
55.28 |
50.66 |
|
R3 |
54.33 |
53.01 |
50.03 |
|
R2 |
52.06 |
52.06 |
49.83 |
|
R1 |
50.74 |
50.74 |
49.62 |
50.27 |
PP |
49.79 |
49.79 |
49.79 |
49.56 |
S1 |
48.47 |
48.47 |
49.20 |
48.00 |
S2 |
47.52 |
47.52 |
48.99 |
|
S3 |
45.25 |
46.20 |
48.79 |
|
S4 |
42.98 |
43.93 |
48.16 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.76 |
67.23 |
55.67 |
|
R3 |
63.53 |
61.00 |
53.95 |
|
R2 |
57.30 |
57.30 |
53.38 |
|
R1 |
54.77 |
54.77 |
52.81 |
52.92 |
PP |
51.07 |
51.07 |
51.07 |
50.15 |
S1 |
48.54 |
48.54 |
51.67 |
46.69 |
S2 |
44.84 |
44.84 |
51.10 |
|
S3 |
38.61 |
42.31 |
50.53 |
|
S4 |
32.38 |
36.08 |
48.81 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.45 |
47.37 |
5.08 |
10.3% |
3.13 |
6.3% |
40% |
False |
False |
284,183 |
10 |
53.90 |
47.26 |
6.64 |
13.4% |
3.07 |
6.2% |
32% |
False |
False |
260,000 |
20 |
54.66 |
47.20 |
7.46 |
15.1% |
2.89 |
5.8% |
30% |
False |
False |
235,109 |
40 |
54.66 |
39.42 |
15.24 |
30.8% |
3.00 |
6.1% |
66% |
False |
False |
179,718 |
60 |
54.66 |
39.42 |
15.24 |
30.8% |
2.88 |
5.8% |
66% |
False |
False |
134,548 |
80 |
58.31 |
39.42 |
18.89 |
38.2% |
2.99 |
6.1% |
53% |
False |
False |
104,777 |
100 |
59.89 |
39.42 |
20.47 |
41.4% |
3.02 |
6.1% |
49% |
False |
False |
85,954 |
120 |
75.10 |
39.42 |
35.68 |
72.2% |
3.08 |
6.2% |
28% |
False |
False |
72,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.77 |
2.618 |
57.06 |
1.618 |
54.79 |
1.000 |
53.39 |
0.618 |
52.52 |
HIGH |
51.12 |
0.618 |
50.25 |
0.500 |
49.99 |
0.382 |
49.72 |
LOW |
48.85 |
0.618 |
47.45 |
1.000 |
46.58 |
1.618 |
45.18 |
2.618 |
42.91 |
4.250 |
39.20 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
49.99 |
50.65 |
PP |
49.79 |
50.23 |
S1 |
49.60 |
49.82 |
|