NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
54.26 |
56.16 |
1.90 |
3.5% |
52.60 |
High |
56.27 |
56.50 |
0.23 |
0.4% |
54.81 |
Low |
54.05 |
55.20 |
1.15 |
2.1% |
49.55 |
Close |
56.18 |
55.44 |
-0.74 |
-1.3% |
54.54 |
Range |
2.22 |
1.30 |
-0.92 |
-41.4% |
5.26 |
ATR |
2.44 |
2.36 |
-0.08 |
-3.3% |
0.00 |
Volume |
82,964 |
98,058 |
15,094 |
18.2% |
399,652 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.61 |
58.83 |
56.16 |
|
R3 |
58.31 |
57.53 |
55.80 |
|
R2 |
57.01 |
57.01 |
55.68 |
|
R1 |
56.23 |
56.23 |
55.56 |
55.97 |
PP |
55.71 |
55.71 |
55.71 |
55.59 |
S1 |
54.93 |
54.93 |
55.32 |
54.67 |
S2 |
54.41 |
54.41 |
55.20 |
|
S3 |
53.11 |
53.63 |
55.08 |
|
S4 |
51.81 |
52.33 |
54.73 |
|
|
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 |
56.50 |
50.37 |
6.13 |
11.1% |
2.16 |
3.9% |
83% |
True |
False |
85,199 |
10 |
56.50 |
49.55 |
6.95 |
12.5% |
2.09 |
3.8% |
85% |
True |
False |
86,696 |
20 |
57.00 |
49.07 |
7.93 |
14.3% |
2.28 |
4.1% |
80% |
False |
False |
72,355 |
40 |
57.50 |
46.25 |
11.25 |
20.3% |
2.46 |
4.4% |
82% |
False |
False |
48,690 |
60 |
57.50 |
42.19 |
15.31 |
27.6% |
2.52 |
4.5% |
87% |
False |
False |
38,226 |
80 |
57.50 |
42.19 |
15.31 |
27.6% |
2.47 |
4.5% |
87% |
False |
False |
31,755 |
100 |
60.72 |
42.19 |
18.53 |
33.4% |
2.68 |
4.8% |
72% |
False |
False |
27,001 |
120 |
66.15 |
42.19 |
23.96 |
43.2% |
2.65 |
4.8% |
55% |
False |
False |
23,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.03 |
2.618 |
59.90 |
1.618 |
58.60 |
1.000 |
57.80 |
0.618 |
57.30 |
HIGH |
56.50 |
0.618 |
56.00 |
0.500 |
55.85 |
0.382 |
55.70 |
LOW |
55.20 |
0.618 |
54.40 |
1.000 |
53.90 |
1.618 |
53.10 |
2.618 |
51.80 |
4.250 |
49.68 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
55.85 |
54.97 |
PP |
55.71 |
54.50 |
S1 |
55.58 |
54.03 |
|