NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
58.66 |
60.74 |
2.08 |
3.5% |
54.04 |
High |
60.80 |
62.24 |
1.44 |
2.4% |
57.77 |
Low |
58.66 |
60.10 |
1.44 |
2.5% |
53.00 |
Close |
60.73 |
60.86 |
0.13 |
0.2% |
57.73 |
Range |
2.14 |
2.14 |
0.00 |
0.0% |
4.77 |
ATR |
1.88 |
1.89 |
0.02 |
1.0% |
0.00 |
Volume |
8,700 |
11,071 |
2,371 |
27.3% |
36,520 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.49 |
66.31 |
62.04 |
|
R3 |
65.35 |
64.17 |
61.45 |
|
R2 |
63.21 |
63.21 |
61.25 |
|
R1 |
62.03 |
62.03 |
61.06 |
62.62 |
PP |
61.07 |
61.07 |
61.07 |
61.36 |
S1 |
59.89 |
59.89 |
60.66 |
60.48 |
S2 |
58.93 |
58.93 |
60.47 |
|
S3 |
56.79 |
57.75 |
60.27 |
|
S4 |
54.65 |
55.61 |
59.68 |
|
|
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 |
62.24 |
55.52 |
6.72 |
11.0% |
1.70 |
2.8% |
79% |
True |
False |
9,785 |
10 |
62.24 |
53.00 |
9.24 |
15.2% |
1.54 |
2.5% |
85% |
True |
False |
8,392 |
20 |
62.24 |
53.00 |
9.24 |
15.2% |
1.52 |
2.5% |
85% |
True |
False |
7,514 |
40 |
62.24 |
49.19 |
13.05 |
21.4% |
1.68 |
2.8% |
89% |
True |
False |
7,089 |
60 |
62.24 |
45.06 |
17.18 |
28.2% |
1.64 |
2.7% |
92% |
True |
False |
6,550 |
80 |
62.24 |
45.06 |
17.18 |
28.2% |
1.58 |
2.6% |
92% |
True |
False |
5,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.34 |
2.618 |
67.84 |
1.618 |
65.70 |
1.000 |
64.38 |
0.618 |
63.56 |
HIGH |
62.24 |
0.618 |
61.42 |
0.500 |
61.17 |
0.382 |
60.92 |
LOW |
60.10 |
0.618 |
58.78 |
1.000 |
57.96 |
1.618 |
56.64 |
2.618 |
54.50 |
4.250 |
51.01 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
61.17 |
60.72 |
PP |
61.07 |
60.59 |
S1 |
60.96 |
60.45 |
|