NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
55.59 |
57.59 |
2.00 |
3.6% |
52.60 |
High |
57.67 |
59.65 |
1.98 |
3.4% |
54.81 |
Low |
55.10 |
56.75 |
1.65 |
3.0% |
49.55 |
Close |
57.59 |
58.02 |
0.43 |
0.7% |
54.54 |
Range |
2.57 |
2.90 |
0.33 |
12.8% |
5.26 |
ATR |
2.38 |
2.41 |
0.04 |
1.6% |
0.00 |
Volume |
113,293 |
171,789 |
58,496 |
51.6% |
399,652 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.84 |
65.33 |
59.62 |
|
R3 |
63.94 |
62.43 |
58.82 |
|
R2 |
61.04 |
61.04 |
58.55 |
|
R1 |
59.53 |
59.53 |
58.29 |
60.29 |
PP |
58.14 |
58.14 |
58.14 |
58.52 |
S1 |
56.63 |
56.63 |
57.75 |
57.39 |
S2 |
55.24 |
55.24 |
57.49 |
|
S3 |
52.34 |
53.73 |
57.22 |
|
S4 |
49.44 |
50.83 |
56.43 |
|
|
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 |
59.65 |
51.55 |
8.10 |
14.0% |
2.45 |
4.2% |
80% |
True |
False |
108,553 |
10 |
59.65 |
49.55 |
10.10 |
17.4% |
2.37 |
4.1% |
84% |
True |
False |
95,653 |
20 |
59.65 |
49.07 |
10.58 |
18.2% |
2.24 |
3.9% |
85% |
True |
False |
81,905 |
40 |
59.65 |
46.25 |
13.40 |
23.1% |
2.47 |
4.3% |
88% |
True |
False |
54,473 |
60 |
59.65 |
42.19 |
17.46 |
30.1% |
2.51 |
4.3% |
91% |
True |
False |
42,499 |
80 |
59.65 |
42.19 |
17.46 |
30.1% |
2.51 |
4.3% |
91% |
True |
False |
35,037 |
100 |
60.72 |
42.19 |
18.53 |
31.9% |
2.65 |
4.6% |
85% |
False |
False |
29,712 |
120 |
65.19 |
42.19 |
23.00 |
39.6% |
2.67 |
4.6% |
69% |
False |
False |
25,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.98 |
2.618 |
67.24 |
1.618 |
64.34 |
1.000 |
62.55 |
0.618 |
61.44 |
HIGH |
59.65 |
0.618 |
58.54 |
0.500 |
58.20 |
0.382 |
57.86 |
LOW |
56.75 |
0.618 |
54.96 |
1.000 |
53.85 |
1.618 |
52.06 |
2.618 |
49.16 |
4.250 |
44.43 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
58.20 |
57.81 |
PP |
58.14 |
57.59 |
S1 |
58.08 |
57.38 |
|