NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 04-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
Open |
55.52 |
58.40 |
2.88 |
5.2% |
54.04 |
High |
57.77 |
59.79 |
2.02 |
3.5% |
57.77 |
Low |
55.52 |
58.40 |
2.88 |
5.2% |
53.00 |
Close |
57.73 |
59.77 |
2.04 |
3.5% |
57.73 |
Range |
2.25 |
1.39 |
-0.86 |
-38.2% |
4.77 |
ATR |
1.92 |
1.93 |
0.01 |
0.5% |
0.00 |
Volume |
7,189 |
9,073 |
1,884 |
26.2% |
36,520 |
|
Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.49 |
63.02 |
60.53 |
|
R3 |
62.10 |
61.63 |
60.15 |
|
R2 |
60.71 |
60.71 |
60.02 |
|
R1 |
60.24 |
60.24 |
59.90 |
60.48 |
PP |
59.32 |
59.32 |
59.32 |
59.44 |
S1 |
58.85 |
58.85 |
59.64 |
59.09 |
S2 |
57.93 |
57.93 |
59.52 |
|
S3 |
56.54 |
57.46 |
59.39 |
|
S4 |
55.15 |
56.07 |
59.01 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.48 |
68.87 |
60.35 |
|
R3 |
65.71 |
64.10 |
59.04 |
|
R2 |
60.94 |
60.94 |
58.60 |
|
R1 |
59.33 |
59.33 |
58.17 |
60.14 |
PP |
56.17 |
56.17 |
56.17 |
56.57 |
S1 |
54.56 |
54.56 |
57.29 |
55.37 |
S2 |
51.40 |
51.40 |
56.86 |
|
S3 |
46.63 |
49.79 |
56.42 |
|
S4 |
41.86 |
45.02 |
55.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.79 |
53.25 |
6.54 |
10.9% |
1.41 |
2.4% |
100% |
True |
False |
7,278 |
10 |
59.79 |
53.00 |
6.79 |
11.4% |
1.42 |
2.4% |
100% |
True |
False |
7,839 |
20 |
60.45 |
53.00 |
7.45 |
12.5% |
1.62 |
2.7% |
91% |
False |
False |
7,036 |
40 |
60.45 |
48.64 |
11.81 |
19.8% |
1.68 |
2.8% |
94% |
False |
False |
6,802 |
60 |
60.45 |
45.06 |
15.39 |
25.7% |
1.66 |
2.8% |
96% |
False |
False |
6,211 |
80 |
60.45 |
45.06 |
15.39 |
25.7% |
1.55 |
2.6% |
96% |
False |
False |
5,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.70 |
2.618 |
63.43 |
1.618 |
62.04 |
1.000 |
61.18 |
0.618 |
60.65 |
HIGH |
59.79 |
0.618 |
59.26 |
0.500 |
59.10 |
0.382 |
58.93 |
LOW |
58.40 |
0.618 |
57.54 |
1.000 |
57.01 |
1.618 |
56.15 |
2.618 |
54.76 |
4.250 |
52.49 |
|
|
Fisher Pivots for day following 04-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.55 |
58.92 |
PP |
59.32 |
58.07 |
S1 |
59.10 |
57.23 |
|