NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
51.32 |
50.46 |
-0.86 |
-1.7% |
54.38 |
High |
51.59 |
52.80 |
1.21 |
2.3% |
54.41 |
Low |
49.93 |
50.37 |
0.44 |
0.9% |
49.07 |
Close |
51.09 |
52.21 |
1.12 |
2.2% |
52.94 |
Range |
1.66 |
2.43 |
0.77 |
46.4% |
5.34 |
ATR |
2.46 |
2.46 |
0.00 |
-0.1% |
0.00 |
Volume |
84,617 |
68,904 |
-15,713 |
-18.6% |
393,985 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.08 |
58.08 |
53.55 |
|
R3 |
56.65 |
55.65 |
52.88 |
|
R2 |
54.22 |
54.22 |
52.66 |
|
R1 |
53.22 |
53.22 |
52.43 |
53.72 |
PP |
51.79 |
51.79 |
51.79 |
52.05 |
S1 |
50.79 |
50.79 |
51.99 |
51.29 |
S2 |
49.36 |
49.36 |
51.76 |
|
S3 |
46.93 |
48.36 |
51.54 |
|
S4 |
44.50 |
45.93 |
50.87 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.16 |
65.89 |
55.88 |
|
R3 |
62.82 |
60.55 |
54.41 |
|
R2 |
57.48 |
57.48 |
53.92 |
|
R1 |
55.21 |
55.21 |
53.43 |
53.68 |
PP |
52.14 |
52.14 |
52.14 |
51.37 |
S1 |
49.87 |
49.87 |
52.45 |
48.34 |
S2 |
46.80 |
46.80 |
51.96 |
|
S3 |
41.46 |
44.53 |
51.47 |
|
S4 |
36.12 |
39.19 |
50.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
53.09 |
49.55 |
3.54 |
6.8% |
2.22 |
4.3% |
75% |
False |
False |
81,922 |
10 |
55.28 |
49.07 |
6.21 |
11.9% |
2.15 |
4.1% |
51% |
False |
False |
71,534 |
20 |
57.50 |
49.07 |
8.43 |
16.1% |
2.43 |
4.7% |
37% |
False |
False |
61,858 |
40 |
57.50 |
45.30 |
12.20 |
23.4% |
2.52 |
4.8% |
57% |
False |
False |
41,547 |
60 |
57.50 |
42.19 |
15.31 |
29.3% |
2.50 |
4.8% |
65% |
False |
False |
33,061 |
80 |
60.72 |
42.19 |
18.53 |
35.5% |
2.54 |
4.9% |
54% |
False |
False |
27,845 |
100 |
60.72 |
42.19 |
18.53 |
35.5% |
2.71 |
5.2% |
54% |
False |
False |
23,666 |
120 |
72.11 |
42.19 |
29.92 |
57.3% |
2.66 |
5.1% |
33% |
False |
False |
20,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.13 |
2.618 |
59.16 |
1.618 |
56.73 |
1.000 |
55.23 |
0.618 |
54.30 |
HIGH |
52.80 |
0.618 |
51.87 |
0.500 |
51.59 |
0.382 |
51.30 |
LOW |
50.37 |
0.618 |
48.87 |
1.000 |
47.94 |
1.618 |
46.44 |
2.618 |
44.01 |
4.250 |
40.04 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.00 |
51.87 |
PP |
51.79 |
51.52 |
S1 |
51.59 |
51.18 |
|