NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
53.51 |
53.56 |
0.05 |
0.1% |
56.57 |
High |
53.67 |
54.74 |
1.07 |
2.0% |
56.57 |
Low |
52.24 |
53.49 |
1.25 |
2.4% |
52.14 |
Close |
53.19 |
54.32 |
1.13 |
2.1% |
55.12 |
Range |
1.43 |
1.25 |
-0.18 |
-12.6% |
4.43 |
ATR |
2.18 |
2.13 |
-0.04 |
-2.1% |
0.00 |
Volume |
10,176 |
11,770 |
1,594 |
15.7% |
59,305 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.93 |
57.38 |
55.01 |
|
R3 |
56.68 |
56.13 |
54.66 |
|
R2 |
55.43 |
55.43 |
54.55 |
|
R1 |
54.88 |
54.88 |
54.43 |
55.16 |
PP |
54.18 |
54.18 |
54.18 |
54.32 |
S1 |
53.63 |
53.63 |
54.21 |
53.91 |
S2 |
52.93 |
52.93 |
54.09 |
|
S3 |
51.68 |
52.38 |
53.98 |
|
S4 |
50.43 |
51.13 |
53.63 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.90 |
65.94 |
57.56 |
|
R3 |
63.47 |
61.51 |
56.34 |
|
R2 |
59.04 |
59.04 |
55.93 |
|
R1 |
57.08 |
57.08 |
55.53 |
55.85 |
PP |
54.61 |
54.61 |
54.61 |
53.99 |
S1 |
52.65 |
52.65 |
54.71 |
51.42 |
S2 |
50.18 |
50.18 |
54.31 |
|
S3 |
45.75 |
48.22 |
53.90 |
|
S4 |
41.32 |
43.79 |
52.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.30 |
51.96 |
3.34 |
6.1% |
1.78 |
3.3% |
71% |
False |
False |
13,456 |
10 |
57.79 |
51.96 |
5.83 |
10.7% |
1.73 |
3.2% |
40% |
False |
False |
11,616 |
20 |
59.50 |
51.96 |
7.54 |
13.9% |
1.88 |
3.5% |
31% |
False |
False |
12,115 |
40 |
59.50 |
47.25 |
12.25 |
22.6% |
2.03 |
3.7% |
58% |
False |
False |
10,522 |
60 |
59.50 |
44.19 |
15.31 |
28.2% |
2.10 |
3.9% |
66% |
False |
False |
9,171 |
80 |
61.90 |
44.19 |
17.71 |
32.6% |
2.06 |
3.8% |
57% |
False |
False |
7,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.05 |
2.618 |
58.01 |
1.618 |
56.76 |
1.000 |
55.99 |
0.618 |
55.51 |
HIGH |
54.74 |
0.618 |
54.26 |
0.500 |
54.12 |
0.382 |
53.97 |
LOW |
53.49 |
0.618 |
52.72 |
1.000 |
52.24 |
1.618 |
51.47 |
2.618 |
50.22 |
4.250 |
48.18 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.25 |
54.00 |
PP |
54.18 |
53.67 |
S1 |
54.12 |
53.35 |
|