NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
58.75 |
58.11 |
-0.64 |
-1.1% |
54.50 |
High |
59.00 |
59.88 |
0.88 |
1.5% |
56.95 |
Low |
57.82 |
57.70 |
-0.12 |
-0.2% |
51.96 |
Close |
58.04 |
59.82 |
1.78 |
3.1% |
56.78 |
Range |
1.18 |
2.18 |
1.00 |
84.7% |
4.99 |
ATR |
2.11 |
2.11 |
0.01 |
0.2% |
0.00 |
Volume |
22,221 |
15,367 |
-6,854 |
-30.8% |
68,132 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.67 |
64.93 |
61.02 |
|
R3 |
63.49 |
62.75 |
60.42 |
|
R2 |
61.31 |
61.31 |
60.22 |
|
R1 |
60.57 |
60.57 |
60.02 |
60.94 |
PP |
59.13 |
59.13 |
59.13 |
59.32 |
S1 |
58.39 |
58.39 |
59.62 |
58.76 |
S2 |
56.95 |
56.95 |
59.42 |
|
S3 |
54.77 |
56.21 |
59.22 |
|
S4 |
52.59 |
54.03 |
58.62 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.20 |
68.48 |
59.52 |
|
R3 |
65.21 |
63.49 |
58.15 |
|
R2 |
60.22 |
60.22 |
57.69 |
|
R1 |
58.50 |
58.50 |
57.24 |
59.36 |
PP |
55.23 |
55.23 |
55.23 |
55.66 |
S1 |
53.51 |
53.51 |
56.32 |
54.37 |
S2 |
50.24 |
50.24 |
55.87 |
|
S3 |
45.25 |
48.52 |
55.41 |
|
S4 |
40.26 |
43.53 |
54.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.88 |
53.57 |
6.31 |
10.5% |
2.08 |
3.5% |
99% |
True |
False |
15,736 |
10 |
59.88 |
51.96 |
7.92 |
13.2% |
1.93 |
3.2% |
99% |
True |
False |
14,596 |
20 |
59.88 |
51.96 |
7.92 |
13.2% |
1.90 |
3.2% |
99% |
True |
False |
12,705 |
40 |
59.88 |
47.85 |
12.03 |
20.1% |
2.01 |
3.4% |
100% |
True |
False |
11,066 |
60 |
59.88 |
44.19 |
15.69 |
26.2% |
2.14 |
3.6% |
100% |
True |
False |
10,154 |
80 |
59.88 |
44.19 |
15.69 |
26.2% |
2.07 |
3.5% |
100% |
True |
False |
8,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.15 |
2.618 |
65.59 |
1.618 |
63.41 |
1.000 |
62.06 |
0.618 |
61.23 |
HIGH |
59.88 |
0.618 |
59.05 |
0.500 |
58.79 |
0.382 |
58.53 |
LOW |
57.70 |
0.618 |
56.35 |
1.000 |
55.52 |
1.618 |
54.17 |
2.618 |
51.99 |
4.250 |
48.44 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.48 |
59.27 |
PP |
59.13 |
58.71 |
S1 |
58.79 |
58.16 |
|