NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
49.16 |
49.70 |
0.54 |
1.1% |
52.40 |
High |
50.79 |
50.48 |
-0.31 |
-0.6% |
53.60 |
Low |
48.91 |
49.11 |
0.20 |
0.4% |
47.37 |
Close |
49.25 |
49.98 |
0.73 |
1.5% |
52.24 |
Range |
1.88 |
1.37 |
-0.51 |
-27.1% |
6.23 |
ATR |
2.96 |
2.85 |
-0.11 |
-3.8% |
0.00 |
Volume |
284,710 |
228,056 |
-56,654 |
-19.9% |
1,047,797 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
53.97 |
53.34 |
50.73 |
|
R3 |
52.60 |
51.97 |
50.36 |
|
R2 |
51.23 |
51.23 |
50.23 |
|
R1 |
50.60 |
50.60 |
50.11 |
50.92 |
PP |
49.86 |
49.86 |
49.86 |
50.01 |
S1 |
49.23 |
49.23 |
49.85 |
49.55 |
S2 |
48.49 |
48.49 |
49.73 |
|
S3 |
47.12 |
47.86 |
49.60 |
|
S4 |
45.75 |
46.49 |
49.23 |
|
|
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 |
48.84 |
3.61 |
7.2% |
2.31 |
4.6% |
32% |
False |
False |
290,133 |
10 |
53.90 |
47.37 |
6.53 |
13.1% |
3.00 |
6.0% |
40% |
False |
False |
265,034 |
20 |
54.66 |
47.26 |
7.40 |
14.8% |
2.71 |
5.4% |
37% |
False |
False |
244,369 |
40 |
54.66 |
39.42 |
15.24 |
30.5% |
2.90 |
5.8% |
69% |
False |
False |
188,685 |
60 |
54.66 |
39.42 |
15.24 |
30.5% |
2.83 |
5.7% |
69% |
False |
False |
142,177 |
80 |
58.31 |
39.42 |
18.89 |
37.8% |
2.95 |
5.9% |
56% |
False |
False |
110,808 |
100 |
59.89 |
39.42 |
20.47 |
41.0% |
3.03 |
6.1% |
52% |
False |
False |
90,987 |
120 |
75.10 |
39.42 |
35.68 |
71.4% |
3.05 |
6.1% |
30% |
False |
False |
76,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
56.30 |
2.618 |
54.07 |
1.618 |
52.70 |
1.000 |
51.85 |
0.618 |
51.33 |
HIGH |
50.48 |
0.618 |
49.96 |
0.500 |
49.80 |
0.382 |
49.63 |
LOW |
49.11 |
0.618 |
48.26 |
1.000 |
47.74 |
1.618 |
46.89 |
2.618 |
45.52 |
4.250 |
43.29 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
49.92 |
49.99 |
PP |
49.86 |
49.98 |
S1 |
49.80 |
49.98 |
|