NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
51.81 |
52.91 |
1.10 |
2.1% |
55.90 |
High |
53.68 |
54.02 |
0.34 |
0.6% |
55.90 |
Low |
51.51 |
52.51 |
1.00 |
1.9% |
50.76 |
Close |
53.31 |
53.40 |
0.09 |
0.2% |
54.10 |
Range |
2.17 |
1.51 |
-0.66 |
-30.4% |
5.14 |
ATR |
2.33 |
2.27 |
-0.06 |
-2.5% |
0.00 |
Volume |
22,243 |
30,643 |
8,400 |
37.8% |
118,549 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.84 |
57.13 |
54.23 |
|
R3 |
56.33 |
55.62 |
53.82 |
|
R2 |
54.82 |
54.82 |
53.68 |
|
R1 |
54.11 |
54.11 |
53.54 |
54.47 |
PP |
53.31 |
53.31 |
53.31 |
53.49 |
S1 |
52.60 |
52.60 |
53.26 |
52.96 |
S2 |
51.80 |
51.80 |
53.12 |
|
S3 |
50.29 |
51.09 |
52.98 |
|
S4 |
48.78 |
49.58 |
52.57 |
|
|
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 |
6.4% |
2.12 |
4.0% |
75% |
False |
False |
25,124 |
10 |
56.71 |
50.76 |
5.95 |
11.1% |
2.06 |
3.9% |
44% |
False |
False |
23,689 |
20 |
58.71 |
50.76 |
7.95 |
14.9% |
2.25 |
4.2% |
33% |
False |
False |
20,186 |
40 |
58.71 |
47.14 |
11.57 |
21.7% |
2.25 |
4.2% |
54% |
False |
False |
14,936 |
60 |
58.71 |
43.34 |
15.37 |
28.8% |
2.21 |
4.1% |
65% |
False |
False |
12,575 |
80 |
60.48 |
43.34 |
17.14 |
32.1% |
2.14 |
4.0% |
59% |
False |
False |
10,768 |
100 |
60.48 |
43.34 |
17.14 |
32.1% |
1.98 |
3.7% |
59% |
False |
False |
9,196 |
120 |
72.08 |
43.34 |
28.74 |
53.8% |
1.84 |
3.4% |
35% |
False |
False |
7,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.44 |
2.618 |
57.97 |
1.618 |
56.46 |
1.000 |
55.53 |
0.618 |
54.95 |
HIGH |
54.02 |
0.618 |
53.44 |
0.500 |
53.27 |
0.382 |
53.09 |
LOW |
52.51 |
0.618 |
51.58 |
1.000 |
51.00 |
1.618 |
50.07 |
2.618 |
48.56 |
4.250 |
46.09 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.36 |
53.13 |
PP |
53.31 |
52.86 |
S1 |
53.27 |
52.59 |
|