NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
50.46 |
51.95 |
1.49 |
3.0% |
54.38 |
High |
52.80 |
52.98 |
0.18 |
0.3% |
54.41 |
Low |
50.37 |
51.41 |
1.04 |
2.1% |
49.07 |
Close |
52.21 |
52.28 |
0.07 |
0.1% |
52.94 |
Range |
2.43 |
1.57 |
-0.86 |
-35.4% |
5.34 |
ATR |
2.46 |
2.40 |
-0.06 |
-2.6% |
0.00 |
Volume |
68,904 |
99,405 |
30,501 |
44.3% |
393,985 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.93 |
56.18 |
53.14 |
|
R3 |
55.36 |
54.61 |
52.71 |
|
R2 |
53.79 |
53.79 |
52.57 |
|
R1 |
53.04 |
53.04 |
52.42 |
53.42 |
PP |
52.22 |
52.22 |
52.22 |
52.41 |
S1 |
51.47 |
51.47 |
52.14 |
51.85 |
S2 |
50.65 |
50.65 |
51.99 |
|
S3 |
49.08 |
49.90 |
51.85 |
|
S4 |
47.51 |
48.33 |
51.42 |
|
|
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% |
2.28 |
4.4% |
77% |
False |
False |
82,753 |
10 |
55.28 |
49.07 |
6.21 |
11.9% |
2.17 |
4.2% |
52% |
False |
False |
76,426 |
20 |
57.50 |
49.07 |
8.43 |
16.1% |
2.44 |
4.7% |
38% |
False |
False |
64,977 |
40 |
57.50 |
46.25 |
11.25 |
21.5% |
2.46 |
4.7% |
54% |
False |
False |
43,672 |
60 |
57.50 |
42.19 |
15.31 |
29.3% |
2.51 |
4.8% |
66% |
False |
False |
34,552 |
80 |
60.72 |
42.19 |
18.53 |
35.4% |
2.52 |
4.8% |
54% |
False |
False |
28,974 |
100 |
60.72 |
42.19 |
18.53 |
35.4% |
2.70 |
5.2% |
54% |
False |
False |
24,615 |
120 |
70.85 |
42.19 |
28.66 |
54.8% |
2.66 |
5.1% |
35% |
False |
False |
21,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.65 |
2.618 |
57.09 |
1.618 |
55.52 |
1.000 |
54.55 |
0.618 |
53.95 |
HIGH |
52.98 |
0.618 |
52.38 |
0.500 |
52.20 |
0.382 |
52.01 |
LOW |
51.41 |
0.618 |
50.44 |
1.000 |
49.84 |
1.618 |
48.87 |
2.618 |
47.30 |
4.250 |
44.74 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.25 |
52.01 |
PP |
52.22 |
51.73 |
S1 |
52.20 |
51.46 |
|