NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.34 |
53.50 |
1.16 |
2.2% |
55.90 |
High |
54.25 |
53.55 |
-0.70 |
-1.3% |
55.90 |
Low |
51.68 |
50.82 |
-0.86 |
-1.7% |
50.76 |
Close |
54.10 |
52.69 |
-1.41 |
-2.6% |
54.10 |
Range |
2.57 |
2.73 |
0.16 |
6.2% |
5.14 |
ATR |
2.33 |
2.40 |
0.07 |
2.9% |
0.00 |
Volume |
25,988 |
23,844 |
-2,144 |
-8.2% |
118,549 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.54 |
59.35 |
54.19 |
|
R3 |
57.81 |
56.62 |
53.44 |
|
R2 |
55.08 |
55.08 |
53.19 |
|
R1 |
53.89 |
53.89 |
52.94 |
53.12 |
PP |
52.35 |
52.35 |
52.35 |
51.97 |
S1 |
51.16 |
51.16 |
52.44 |
50.39 |
S2 |
49.62 |
49.62 |
52.19 |
|
S3 |
46.89 |
48.43 |
51.94 |
|
S4 |
44.16 |
45.70 |
51.19 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.01 |
66.69 |
56.93 |
|
R3 |
63.87 |
61.55 |
55.51 |
|
R2 |
58.73 |
58.73 |
55.04 |
|
R1 |
56.41 |
56.41 |
54.57 |
55.00 |
PP |
53.59 |
53.59 |
53.59 |
52.88 |
S1 |
51.27 |
51.27 |
53.63 |
49.86 |
S2 |
48.45 |
48.45 |
53.16 |
|
S3 |
43.31 |
46.13 |
52.69 |
|
S4 |
38.17 |
40.99 |
51.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.25 |
50.76 |
3.49 |
6.6% |
2.06 |
3.9% |
55% |
False |
False |
25,643 |
10 |
58.33 |
50.76 |
7.57 |
14.4% |
2.13 |
4.0% |
25% |
False |
False |
21,385 |
20 |
58.71 |
50.76 |
7.95 |
15.1% |
2.36 |
4.5% |
24% |
False |
False |
17,636 |
40 |
58.71 |
45.00 |
13.71 |
26.0% |
2.31 |
4.4% |
56% |
False |
False |
13,761 |
60 |
58.71 |
43.34 |
15.37 |
29.2% |
2.20 |
4.2% |
61% |
False |
False |
11,589 |
80 |
60.48 |
43.34 |
17.14 |
32.5% |
2.20 |
4.2% |
55% |
False |
False |
9,884 |
100 |
60.48 |
43.34 |
17.14 |
32.5% |
1.92 |
3.7% |
55% |
False |
False |
8,503 |
120 |
76.95 |
43.34 |
33.61 |
63.8% |
1.86 |
3.5% |
28% |
False |
False |
7,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.15 |
2.618 |
60.70 |
1.618 |
57.97 |
1.000 |
56.28 |
0.618 |
55.24 |
HIGH |
53.55 |
0.618 |
52.51 |
0.500 |
52.19 |
0.382 |
51.86 |
LOW |
50.82 |
0.618 |
49.13 |
1.000 |
48.09 |
1.618 |
46.40 |
2.618 |
43.67 |
4.250 |
39.22 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.52 |
52.64 |
PP |
52.35 |
52.59 |
S1 |
52.19 |
52.54 |
|