NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
58.76 |
59.12 |
0.36 |
0.6% |
55.72 |
High |
60.52 |
60.71 |
0.19 |
0.3% |
60.71 |
Low |
57.80 |
59.08 |
1.28 |
2.2% |
55.33 |
Close |
59.03 |
60.62 |
1.59 |
2.7% |
60.62 |
Range |
2.72 |
1.63 |
-1.09 |
-40.1% |
5.38 |
ATR |
2.30 |
2.25 |
-0.04 |
-1.9% |
0.00 |
Volume |
60,968 |
55,780 |
-5,188 |
-8.5% |
210,886 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.03 |
64.45 |
61.52 |
|
R3 |
63.40 |
62.82 |
61.07 |
|
R2 |
61.77 |
61.77 |
60.92 |
|
R1 |
61.19 |
61.19 |
60.77 |
61.48 |
PP |
60.14 |
60.14 |
60.14 |
60.28 |
S1 |
59.56 |
59.56 |
60.47 |
59.85 |
S2 |
58.51 |
58.51 |
60.32 |
|
S3 |
56.88 |
57.93 |
60.17 |
|
S4 |
55.25 |
56.30 |
59.72 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.03 |
73.20 |
63.58 |
|
R3 |
69.65 |
67.82 |
62.10 |
|
R2 |
64.27 |
64.27 |
61.61 |
|
R1 |
62.44 |
62.44 |
61.11 |
63.36 |
PP |
58.89 |
58.89 |
58.89 |
59.34 |
S1 |
57.06 |
57.06 |
60.13 |
57.98 |
S2 |
53.51 |
53.51 |
59.63 |
|
S3 |
48.13 |
51.68 |
59.14 |
|
S4 |
42.75 |
46.30 |
57.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.71 |
55.33 |
5.38 |
8.9% |
2.05 |
3.4% |
98% |
True |
False |
42,177 |
10 |
60.71 |
50.82 |
9.89 |
16.3% |
2.15 |
3.5% |
99% |
True |
False |
33,314 |
20 |
60.71 |
50.76 |
9.95 |
16.4% |
2.11 |
3.5% |
99% |
True |
False |
27,152 |
40 |
60.71 |
47.14 |
13.57 |
22.4% |
2.26 |
3.7% |
99% |
True |
False |
18,841 |
60 |
60.71 |
43.34 |
17.37 |
28.7% |
2.24 |
3.7% |
99% |
True |
False |
15,836 |
80 |
60.71 |
43.34 |
17.37 |
28.7% |
2.19 |
3.6% |
99% |
True |
False |
13,399 |
100 |
60.71 |
43.34 |
17.37 |
28.7% |
2.05 |
3.4% |
99% |
True |
False |
11,351 |
120 |
65.27 |
43.34 |
21.93 |
36.2% |
1.87 |
3.1% |
79% |
False |
False |
9,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.64 |
2.618 |
64.98 |
1.618 |
63.35 |
1.000 |
62.34 |
0.618 |
61.72 |
HIGH |
60.71 |
0.618 |
60.09 |
0.500 |
59.90 |
0.382 |
59.70 |
LOW |
59.08 |
0.618 |
58.07 |
1.000 |
57.45 |
1.618 |
56.44 |
2.618 |
54.81 |
4.250 |
52.15 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
60.38 |
59.95 |
PP |
60.14 |
59.27 |
S1 |
59.90 |
58.60 |
|