NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
51.45 |
50.10 |
-1.35 |
-2.6% |
52.26 |
High |
51.45 |
50.19 |
-1.26 |
-2.4% |
52.41 |
Low |
48.01 |
48.55 |
0.54 |
1.1% |
46.72 |
Close |
50.14 |
49.92 |
-0.22 |
-0.4% |
51.55 |
Range |
3.44 |
1.64 |
-1.80 |
-52.3% |
5.69 |
ATR |
2.66 |
2.59 |
-0.07 |
-2.7% |
0.00 |
Volume |
230,864 |
265,293 |
34,429 |
14.9% |
1,172,699 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.47 |
53.84 |
50.82 |
|
R3 |
52.83 |
52.20 |
50.37 |
|
R2 |
51.19 |
51.19 |
50.22 |
|
R1 |
50.56 |
50.56 |
50.07 |
50.06 |
PP |
49.55 |
49.55 |
49.55 |
49.30 |
S1 |
48.92 |
48.92 |
49.77 |
48.42 |
S2 |
47.91 |
47.91 |
49.62 |
|
S3 |
46.27 |
47.28 |
49.47 |
|
S4 |
44.63 |
45.64 |
49.02 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.30 |
65.11 |
54.68 |
|
R3 |
61.61 |
59.42 |
53.11 |
|
R2 |
55.92 |
55.92 |
52.59 |
|
R1 |
53.73 |
53.73 |
52.07 |
51.98 |
PP |
50.23 |
50.23 |
50.23 |
49.35 |
S1 |
48.04 |
48.04 |
51.03 |
46.29 |
S2 |
44.54 |
44.54 |
50.51 |
|
S3 |
38.85 |
42.35 |
49.99 |
|
S4 |
33.16 |
36.66 |
48.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
51.75 |
47.70 |
4.05 |
8.1% |
2.14 |
4.3% |
55% |
False |
False |
250,021 |
10 |
53.30 |
46.72 |
6.58 |
13.2% |
2.23 |
4.5% |
49% |
False |
False |
219,174 |
20 |
55.85 |
46.72 |
9.13 |
18.3% |
2.57 |
5.2% |
35% |
False |
False |
175,703 |
40 |
56.10 |
43.03 |
13.07 |
26.2% |
2.69 |
5.4% |
53% |
False |
False |
120,270 |
60 |
56.10 |
40.85 |
15.25 |
30.5% |
2.65 |
5.3% |
59% |
False |
False |
93,961 |
80 |
59.66 |
40.85 |
18.81 |
37.7% |
2.76 |
5.5% |
48% |
False |
False |
77,951 |
100 |
59.66 |
40.85 |
18.81 |
37.7% |
2.88 |
5.8% |
48% |
False |
False |
66,859 |
120 |
76.00 |
40.85 |
35.15 |
70.4% |
3.04 |
6.1% |
26% |
False |
False |
58,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.16 |
2.618 |
54.48 |
1.618 |
52.84 |
1.000 |
51.83 |
0.618 |
51.20 |
HIGH |
50.19 |
0.618 |
49.56 |
0.500 |
49.37 |
0.382 |
49.18 |
LOW |
48.55 |
0.618 |
47.54 |
1.000 |
46.91 |
1.618 |
45.90 |
2.618 |
44.26 |
4.250 |
41.58 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
49.74 |
49.91 |
PP |
49.55 |
49.89 |
S1 |
49.37 |
49.88 |
|