NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
53.50 |
52.49 |
-1.01 |
-1.9% |
55.90 |
High |
53.55 |
52.78 |
-0.77 |
-1.4% |
55.90 |
Low |
50.82 |
51.15 |
0.33 |
0.6% |
50.76 |
Close |
52.69 |
52.18 |
-0.51 |
-1.0% |
54.10 |
Range |
2.73 |
1.63 |
-1.10 |
-40.3% |
5.14 |
ATR |
2.40 |
2.35 |
-0.06 |
-2.3% |
0.00 |
Volume |
23,844 |
22,903 |
-941 |
-3.9% |
118,549 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.93 |
56.18 |
53.08 |
|
R3 |
55.30 |
54.55 |
52.63 |
|
R2 |
53.67 |
53.67 |
52.48 |
|
R1 |
52.92 |
52.92 |
52.33 |
52.48 |
PP |
52.04 |
52.04 |
52.04 |
51.82 |
S1 |
51.29 |
51.29 |
52.03 |
50.85 |
S2 |
50.41 |
50.41 |
51.88 |
|
S3 |
48.78 |
49.66 |
51.73 |
|
S4 |
47.15 |
48.03 |
51.28 |
|
|
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 |
50.82 |
3.43 |
6.6% |
1.92 |
3.7% |
40% |
False |
False |
26,543 |
10 |
57.70 |
50.76 |
6.94 |
13.3% |
1.99 |
3.8% |
20% |
False |
False |
21,895 |
20 |
58.71 |
50.76 |
7.95 |
15.2% |
2.34 |
4.5% |
18% |
False |
False |
18,430 |
40 |
58.71 |
45.00 |
13.71 |
26.3% |
2.30 |
4.4% |
52% |
False |
False |
13,986 |
60 |
58.71 |
43.34 |
15.37 |
29.5% |
2.21 |
4.2% |
58% |
False |
False |
11,895 |
80 |
60.48 |
43.34 |
17.14 |
32.8% |
2.20 |
4.2% |
52% |
False |
False |
10,153 |
100 |
60.48 |
43.34 |
17.14 |
32.8% |
1.94 |
3.7% |
52% |
False |
False |
8,713 |
120 |
76.95 |
43.34 |
33.61 |
64.4% |
1.87 |
3.6% |
26% |
False |
False |
7,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.71 |
2.618 |
57.05 |
1.618 |
55.42 |
1.000 |
54.41 |
0.618 |
53.79 |
HIGH |
52.78 |
0.618 |
52.16 |
0.500 |
51.97 |
0.382 |
51.77 |
LOW |
51.15 |
0.618 |
50.14 |
1.000 |
49.52 |
1.618 |
48.51 |
2.618 |
46.88 |
4.250 |
44.22 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.11 |
52.54 |
PP |
52.04 |
52.42 |
S1 |
51.97 |
52.30 |
|