NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.78 |
55.75 |
0.97 |
1.8% |
57.70 |
High |
55.77 |
56.00 |
0.23 |
0.4% |
57.70 |
Low |
54.72 |
54.66 |
-0.06 |
-0.1% |
53.18 |
Close |
55.30 |
55.43 |
0.13 |
0.2% |
56.03 |
Range |
1.05 |
1.34 |
0.29 |
27.6% |
4.52 |
ATR |
1.93 |
1.89 |
-0.04 |
-2.2% |
0.00 |
Volume |
4,966 |
9,066 |
4,100 |
82.6% |
36,101 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.38 |
58.75 |
56.17 |
|
R3 |
58.04 |
57.41 |
55.80 |
|
R2 |
56.70 |
56.70 |
55.68 |
|
R1 |
56.07 |
56.07 |
55.55 |
55.72 |
PP |
55.36 |
55.36 |
55.36 |
55.19 |
S1 |
54.73 |
54.73 |
55.31 |
54.38 |
S2 |
54.02 |
54.02 |
55.18 |
|
S3 |
52.68 |
53.39 |
55.06 |
|
S4 |
51.34 |
52.05 |
54.69 |
|
|
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 |
5.7% |
1.37 |
2.5% |
76% |
False |
False |
6,998 |
10 |
58.70 |
53.00 |
5.70 |
10.3% |
1.50 |
2.7% |
43% |
False |
False |
6,997 |
20 |
60.45 |
53.00 |
7.45 |
13.4% |
1.57 |
2.8% |
33% |
False |
False |
7,192 |
40 |
60.45 |
48.64 |
11.81 |
21.3% |
1.66 |
3.0% |
57% |
False |
False |
6,703 |
60 |
60.45 |
45.06 |
15.39 |
27.8% |
1.64 |
3.0% |
67% |
False |
False |
6,023 |
80 |
61.35 |
45.06 |
16.29 |
29.4% |
1.53 |
2.8% |
64% |
False |
False |
5,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.70 |
2.618 |
59.51 |
1.618 |
58.17 |
1.000 |
57.34 |
0.618 |
56.83 |
HIGH |
56.00 |
0.618 |
55.49 |
0.500 |
55.33 |
0.382 |
55.17 |
LOW |
54.66 |
0.618 |
53.83 |
1.000 |
53.32 |
1.618 |
52.49 |
2.618 |
51.15 |
4.250 |
48.97 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.40 |
55.16 |
PP |
55.36 |
54.89 |
S1 |
55.33 |
54.63 |
|