NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
51.92 |
54.26 |
2.34 |
4.5% |
52.60 |
High |
54.81 |
56.27 |
1.46 |
2.7% |
54.81 |
Low |
51.55 |
54.05 |
2.50 |
4.8% |
49.55 |
Close |
54.54 |
56.18 |
1.64 |
3.0% |
54.54 |
Range |
3.26 |
2.22 |
-1.04 |
-31.9% |
5.26 |
ATR |
2.46 |
2.44 |
-0.02 |
-0.7% |
0.00 |
Volume |
76,665 |
82,964 |
6,299 |
8.2% |
399,652 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.16 |
61.39 |
57.40 |
|
R3 |
59.94 |
59.17 |
56.79 |
|
R2 |
57.72 |
57.72 |
56.59 |
|
R1 |
56.95 |
56.95 |
56.38 |
57.34 |
PP |
55.50 |
55.50 |
55.50 |
55.69 |
S1 |
54.73 |
54.73 |
55.98 |
55.12 |
S2 |
53.28 |
53.28 |
55.77 |
|
S3 |
51.06 |
52.51 |
55.57 |
|
S4 |
48.84 |
50.29 |
54.96 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.75 |
66.90 |
57.43 |
|
R3 |
63.49 |
61.64 |
55.99 |
|
R2 |
58.23 |
58.23 |
55.50 |
|
R1 |
56.38 |
56.38 |
55.02 |
57.31 |
PP |
52.97 |
52.97 |
52.97 |
53.43 |
S1 |
51.12 |
51.12 |
54.06 |
52.05 |
S2 |
47.71 |
47.71 |
53.58 |
|
S3 |
42.45 |
45.86 |
53.09 |
|
S4 |
37.19 |
40.60 |
51.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.27 |
49.93 |
6.34 |
11.3% |
2.23 |
4.0% |
99% |
True |
False |
82,511 |
10 |
56.27 |
49.07 |
7.20 |
12.8% |
2.19 |
3.9% |
99% |
True |
False |
83,045 |
20 |
57.50 |
49.07 |
8.43 |
15.0% |
2.39 |
4.2% |
84% |
False |
False |
69,352 |
40 |
57.50 |
46.25 |
11.25 |
20.0% |
2.50 |
4.4% |
88% |
False |
False |
46,615 |
60 |
57.50 |
42.19 |
15.31 |
27.3% |
2.55 |
4.5% |
91% |
False |
False |
36,842 |
80 |
57.50 |
42.19 |
15.31 |
27.3% |
2.49 |
4.4% |
91% |
False |
False |
30,686 |
100 |
60.72 |
42.19 |
18.53 |
33.0% |
2.69 |
4.8% |
75% |
False |
False |
26,095 |
120 |
70.85 |
42.19 |
28.66 |
51.0% |
2.68 |
4.8% |
49% |
False |
False |
22,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.71 |
2.618 |
62.08 |
1.618 |
59.86 |
1.000 |
58.49 |
0.618 |
57.64 |
HIGH |
56.27 |
0.618 |
55.42 |
0.500 |
55.16 |
0.382 |
54.90 |
LOW |
54.05 |
0.618 |
52.68 |
1.000 |
51.83 |
1.618 |
50.46 |
2.618 |
48.24 |
4.250 |
44.62 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
55.84 |
55.40 |
PP |
55.50 |
54.62 |
S1 |
55.16 |
53.84 |
|