NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
56.16 |
55.59 |
-0.57 |
-1.0% |
52.60 |
High |
56.50 |
57.67 |
1.17 |
2.1% |
54.81 |
Low |
55.20 |
55.10 |
-0.10 |
-0.2% |
49.55 |
Close |
55.44 |
57.59 |
2.15 |
3.9% |
54.54 |
Range |
1.30 |
2.57 |
1.27 |
97.7% |
5.26 |
ATR |
2.36 |
2.38 |
0.01 |
0.6% |
0.00 |
Volume |
98,058 |
113,293 |
15,235 |
15.5% |
399,652 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.50 |
63.61 |
59.00 |
|
R3 |
61.93 |
61.04 |
58.30 |
|
R2 |
59.36 |
59.36 |
58.06 |
|
R1 |
58.47 |
58.47 |
57.83 |
58.92 |
PP |
56.79 |
56.79 |
56.79 |
57.01 |
S1 |
55.90 |
55.90 |
57.35 |
56.35 |
S2 |
54.22 |
54.22 |
57.12 |
|
S3 |
51.65 |
53.33 |
56.88 |
|
S4 |
49.08 |
50.76 |
56.18 |
|
|
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 |
57.67 |
51.41 |
6.26 |
10.9% |
2.18 |
3.8% |
99% |
True |
False |
94,077 |
10 |
57.67 |
49.55 |
8.12 |
14.1% |
2.20 |
3.8% |
99% |
True |
False |
87,999 |
20 |
57.67 |
49.07 |
8.60 |
14.9% |
2.28 |
4.0% |
99% |
True |
False |
76,051 |
40 |
57.67 |
46.25 |
11.42 |
19.8% |
2.47 |
4.3% |
99% |
True |
False |
50,759 |
60 |
57.67 |
42.19 |
15.48 |
26.9% |
2.53 |
4.4% |
99% |
True |
False |
39,813 |
80 |
57.67 |
42.19 |
15.48 |
26.9% |
2.49 |
4.3% |
99% |
True |
False |
33,023 |
100 |
60.72 |
42.19 |
18.53 |
32.2% |
2.67 |
4.6% |
83% |
False |
False |
28,078 |
120 |
65.19 |
42.19 |
23.00 |
39.9% |
2.66 |
4.6% |
67% |
False |
False |
24,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.59 |
2.618 |
64.40 |
1.618 |
61.83 |
1.000 |
60.24 |
0.618 |
59.26 |
HIGH |
57.67 |
0.618 |
56.69 |
0.500 |
56.39 |
0.382 |
56.08 |
LOW |
55.10 |
0.618 |
53.51 |
1.000 |
52.53 |
1.618 |
50.94 |
2.618 |
48.37 |
4.250 |
44.18 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
57.19 |
57.01 |
PP |
56.79 |
56.44 |
S1 |
56.39 |
55.86 |
|