NYMEX Light Sweet Crude Oil Future August 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 |
56.90 |
58.76 |
1.86 |
3.3% |
53.50 |
High |
58.82 |
60.52 |
1.70 |
2.9% |
55.89 |
Low |
56.48 |
57.80 |
1.32 |
2.3% |
50.82 |
Close |
58.76 |
59.03 |
0.27 |
0.5% |
55.73 |
Range |
2.34 |
2.72 |
0.38 |
16.2% |
5.07 |
ATR |
2.27 |
2.30 |
0.03 |
1.4% |
0.00 |
Volume |
36,181 |
60,968 |
24,787 |
68.5% |
122,259 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.28 |
65.87 |
60.53 |
|
R3 |
64.56 |
63.15 |
59.78 |
|
R2 |
61.84 |
61.84 |
59.53 |
|
R1 |
60.43 |
60.43 |
59.28 |
61.14 |
PP |
59.12 |
59.12 |
59.12 |
59.47 |
S1 |
57.71 |
57.71 |
58.78 |
58.42 |
S2 |
56.40 |
56.40 |
58.53 |
|
S3 |
53.68 |
54.99 |
58.28 |
|
S4 |
50.96 |
52.27 |
57.53 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.36 |
67.61 |
58.52 |
|
R3 |
64.29 |
62.54 |
57.12 |
|
R2 |
59.22 |
59.22 |
56.66 |
|
R1 |
57.47 |
57.47 |
56.19 |
58.35 |
PP |
54.15 |
54.15 |
54.15 |
54.58 |
S1 |
52.40 |
52.40 |
55.27 |
53.28 |
S2 |
49.08 |
49.08 |
54.80 |
|
S3 |
44.01 |
47.33 |
54.34 |
|
S4 |
38.94 |
42.26 |
52.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.52 |
52.66 |
7.86 |
13.3% |
2.37 |
4.0% |
81% |
True |
False |
35,546 |
10 |
60.52 |
50.82 |
9.70 |
16.4% |
2.24 |
3.8% |
85% |
True |
False |
30,335 |
20 |
60.52 |
50.76 |
9.76 |
16.5% |
2.19 |
3.7% |
85% |
True |
False |
25,260 |
40 |
60.52 |
47.14 |
13.38 |
22.7% |
2.28 |
3.9% |
89% |
True |
False |
17,741 |
60 |
60.52 |
43.34 |
17.18 |
29.1% |
2.28 |
3.9% |
91% |
True |
False |
14,987 |
80 |
60.52 |
43.34 |
17.18 |
29.1% |
2.17 |
3.7% |
91% |
True |
False |
12,769 |
100 |
60.52 |
43.34 |
17.18 |
29.1% |
2.05 |
3.5% |
91% |
True |
False |
10,825 |
120 |
65.27 |
43.34 |
21.93 |
37.2% |
1.86 |
3.2% |
72% |
False |
False |
9,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.08 |
2.618 |
67.64 |
1.618 |
64.92 |
1.000 |
63.24 |
0.618 |
62.20 |
HIGH |
60.52 |
0.618 |
59.48 |
0.500 |
59.16 |
0.382 |
58.84 |
LOW |
57.80 |
0.618 |
56.12 |
1.000 |
55.08 |
1.618 |
53.40 |
2.618 |
50.68 |
4.250 |
46.24 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.16 |
58.85 |
PP |
59.12 |
58.68 |
S1 |
59.07 |
58.50 |
|