NYMEX Light Sweet Crude Oil Future May 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
49.70 |
49.93 |
0.23 |
0.5% |
52.00 |
High |
50.48 |
51.37 |
0.89 |
1.8% |
52.15 |
Low |
49.11 |
49.41 |
0.30 |
0.6% |
48.84 |
Close |
49.98 |
50.33 |
0.35 |
0.7% |
50.33 |
Range |
1.37 |
1.96 |
0.59 |
43.1% |
3.31 |
ATR |
2.85 |
2.79 |
-0.06 |
-2.2% |
0.00 |
Volume |
228,056 |
196,957 |
-31,099 |
-13.6% |
1,295,014 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.25 |
55.25 |
51.41 |
|
R3 |
54.29 |
53.29 |
50.87 |
|
R2 |
52.33 |
52.33 |
50.69 |
|
R1 |
51.33 |
51.33 |
50.51 |
51.83 |
PP |
50.37 |
50.37 |
50.37 |
50.62 |
S1 |
49.37 |
49.37 |
50.15 |
49.87 |
S2 |
48.41 |
48.41 |
49.97 |
|
S3 |
46.45 |
47.41 |
49.79 |
|
S4 |
44.49 |
45.45 |
49.25 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.37 |
58.66 |
52.15 |
|
R3 |
57.06 |
55.35 |
51.24 |
|
R2 |
53.75 |
53.75 |
50.94 |
|
R1 |
52.04 |
52.04 |
50.63 |
51.24 |
PP |
50.44 |
50.44 |
50.44 |
50.04 |
S1 |
48.73 |
48.73 |
50.03 |
47.93 |
S2 |
47.13 |
47.13 |
49.72 |
|
S3 |
43.82 |
45.42 |
49.42 |
|
S4 |
40.51 |
42.11 |
48.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.15 |
48.84 |
3.31 |
6.6% |
2.16 |
4.3% |
45% |
False |
False |
259,002 |
10 |
53.90 |
47.37 |
6.53 |
13.0% |
2.75 |
5.5% |
45% |
False |
False |
261,308 |
20 |
54.66 |
47.26 |
7.40 |
14.7% |
2.64 |
5.2% |
41% |
False |
False |
243,591 |
40 |
54.66 |
39.95 |
14.71 |
29.2% |
2.87 |
5.7% |
71% |
False |
False |
191,541 |
60 |
54.66 |
39.42 |
15.24 |
30.3% |
2.82 |
5.6% |
72% |
False |
False |
144,746 |
80 |
58.31 |
39.42 |
18.89 |
37.5% |
2.95 |
5.9% |
58% |
False |
False |
113,078 |
100 |
59.89 |
39.42 |
20.47 |
40.7% |
3.00 |
6.0% |
53% |
False |
False |
92,868 |
120 |
75.10 |
39.42 |
35.68 |
70.9% |
3.05 |
6.1% |
31% |
False |
False |
78,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.70 |
2.618 |
56.50 |
1.618 |
54.54 |
1.000 |
53.33 |
0.618 |
52.58 |
HIGH |
51.37 |
0.618 |
50.62 |
0.500 |
50.39 |
0.382 |
50.16 |
LOW |
49.41 |
0.618 |
48.20 |
1.000 |
47.45 |
1.618 |
46.24 |
2.618 |
44.28 |
4.250 |
41.08 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
50.39 |
50.27 |
PP |
50.37 |
50.20 |
S1 |
50.35 |
50.14 |
|