NYMEX Light Sweet Crude Oil Future October 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 |
54.03 |
54.78 |
0.75 |
1.4% |
57.70 |
High |
54.28 |
55.77 |
1.49 |
2.7% |
57.70 |
Low |
53.25 |
54.72 |
1.47 |
2.8% |
53.18 |
Close |
54.17 |
55.30 |
1.13 |
2.1% |
56.03 |
Range |
1.03 |
1.05 |
0.02 |
1.9% |
4.52 |
ATR |
1.96 |
1.93 |
-0.03 |
-1.3% |
0.00 |
Volume |
6,099 |
4,966 |
-1,133 |
-18.6% |
36,101 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.41 |
57.91 |
55.88 |
|
R3 |
57.36 |
56.86 |
55.59 |
|
R2 |
56.31 |
56.31 |
55.49 |
|
R1 |
55.81 |
55.81 |
55.40 |
56.06 |
PP |
55.26 |
55.26 |
55.26 |
55.39 |
S1 |
54.76 |
54.76 |
55.20 |
55.01 |
S2 |
54.21 |
54.21 |
55.11 |
|
S3 |
53.16 |
53.71 |
55.01 |
|
S4 |
52.11 |
52.66 |
54.72 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.20 |
67.13 |
58.52 |
|
R3 |
64.68 |
62.61 |
57.27 |
|
R2 |
60.16 |
60.16 |
56.86 |
|
R1 |
58.09 |
58.09 |
56.44 |
56.87 |
PP |
55.64 |
55.64 |
55.64 |
55.02 |
S1 |
53.57 |
53.57 |
55.62 |
52.35 |
S2 |
51.12 |
51.12 |
55.20 |
|
S3 |
46.60 |
49.05 |
54.79 |
|
S4 |
42.08 |
44.53 |
53.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.18 |
53.00 |
3.18 |
5.8% |
1.26 |
2.3% |
72% |
False |
False |
7,070 |
10 |
58.70 |
53.00 |
5.70 |
10.3% |
1.43 |
2.6% |
40% |
False |
False |
6,632 |
20 |
60.45 |
53.00 |
7.45 |
13.5% |
1.55 |
2.8% |
31% |
False |
False |
7,098 |
40 |
60.45 |
48.64 |
11.81 |
21.4% |
1.66 |
3.0% |
56% |
False |
False |
6,599 |
60 |
60.45 |
45.06 |
15.39 |
27.8% |
1.62 |
2.9% |
67% |
False |
False |
5,908 |
80 |
61.35 |
45.06 |
16.29 |
29.5% |
1.53 |
2.8% |
63% |
False |
False |
5,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.23 |
2.618 |
58.52 |
1.618 |
57.47 |
1.000 |
56.82 |
0.618 |
56.42 |
HIGH |
55.77 |
0.618 |
55.37 |
0.500 |
55.25 |
0.382 |
55.12 |
LOW |
54.72 |
0.618 |
54.07 |
1.000 |
53.67 |
1.618 |
53.02 |
2.618 |
51.97 |
4.250 |
50.26 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.28 |
55.00 |
PP |
55.26 |
54.69 |
S1 |
55.25 |
54.39 |
|