NYMEX Light Sweet Crude Oil Future September 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 |
59.81 |
59.74 |
-0.07 |
-0.1% |
56.45 |
High |
61.50 |
61.55 |
0.05 |
0.1% |
61.55 |
Low |
58.80 |
59.74 |
0.94 |
1.6% |
56.43 |
Close |
59.98 |
61.45 |
1.47 |
2.5% |
61.45 |
Range |
2.70 |
1.81 |
-0.89 |
-33.0% |
5.12 |
ATR |
2.15 |
2.13 |
-0.02 |
-1.1% |
0.00 |
Volume |
28,631 |
27,231 |
-1,400 |
-4.9% |
106,207 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.34 |
65.71 |
62.45 |
|
R3 |
64.53 |
63.90 |
61.95 |
|
R2 |
62.72 |
62.72 |
61.78 |
|
R1 |
62.09 |
62.09 |
61.62 |
62.41 |
PP |
60.91 |
60.91 |
60.91 |
61.07 |
S1 |
60.28 |
60.28 |
61.28 |
60.60 |
S2 |
59.10 |
59.10 |
61.12 |
|
S3 |
57.29 |
58.47 |
60.95 |
|
S4 |
55.48 |
56.66 |
60.45 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.17 |
73.43 |
64.27 |
|
R3 |
70.05 |
68.31 |
62.86 |
|
R2 |
64.93 |
64.93 |
62.39 |
|
R1 |
63.19 |
63.19 |
61.92 |
64.06 |
PP |
59.81 |
59.81 |
59.81 |
60.25 |
S1 |
58.07 |
58.07 |
60.98 |
58.94 |
S2 |
54.69 |
54.69 |
60.51 |
|
S3 |
49.57 |
52.95 |
60.04 |
|
S4 |
44.45 |
47.83 |
58.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.55 |
56.43 |
5.12 |
8.3% |
2.06 |
3.4% |
98% |
True |
False |
21,241 |
10 |
61.55 |
51.96 |
9.59 |
15.6% |
2.01 |
3.3% |
99% |
True |
False |
17,433 |
20 |
61.55 |
51.96 |
9.59 |
15.6% |
1.89 |
3.1% |
99% |
True |
False |
14,093 |
40 |
61.55 |
48.78 |
12.77 |
20.8% |
1.97 |
3.2% |
99% |
True |
False |
12,028 |
60 |
61.55 |
44.19 |
17.36 |
28.3% |
2.14 |
3.5% |
99% |
True |
False |
10,899 |
80 |
61.55 |
44.19 |
17.36 |
28.3% |
2.09 |
3.4% |
99% |
True |
False |
9,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.24 |
2.618 |
66.29 |
1.618 |
64.48 |
1.000 |
63.36 |
0.618 |
62.67 |
HIGH |
61.55 |
0.618 |
60.86 |
0.500 |
60.65 |
0.382 |
60.43 |
LOW |
59.74 |
0.618 |
58.62 |
1.000 |
57.93 |
1.618 |
56.81 |
2.618 |
55.00 |
4.250 |
52.05 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
61.18 |
60.84 |
PP |
60.91 |
60.23 |
S1 |
60.65 |
59.63 |
|