NYMEX Light Sweet Crude Oil Future October 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 |
60.74 |
61.76 |
1.02 |
1.7% |
58.40 |
High |
62.24 |
62.30 |
0.06 |
0.1% |
62.30 |
Low |
60.10 |
60.92 |
0.82 |
1.4% |
58.40 |
Close |
60.86 |
62.23 |
1.37 |
2.3% |
62.23 |
Range |
2.14 |
1.38 |
-0.76 |
-35.5% |
3.90 |
ATR |
1.89 |
1.86 |
-0.03 |
-1.7% |
0.00 |
Volume |
11,071 |
17,227 |
6,156 |
55.6% |
58,965 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.96 |
65.47 |
62.99 |
|
R3 |
64.58 |
64.09 |
62.61 |
|
R2 |
63.20 |
63.20 |
62.48 |
|
R1 |
62.71 |
62.71 |
62.36 |
62.96 |
PP |
61.82 |
61.82 |
61.82 |
61.94 |
S1 |
61.33 |
61.33 |
62.10 |
61.58 |
S2 |
60.44 |
60.44 |
61.98 |
|
S3 |
59.06 |
59.95 |
61.85 |
|
S4 |
57.68 |
58.57 |
61.47 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.68 |
71.35 |
64.38 |
|
R3 |
68.78 |
67.45 |
63.30 |
|
R2 |
64.88 |
64.88 |
62.95 |
|
R1 |
63.55 |
63.55 |
62.59 |
64.22 |
PP |
60.98 |
60.98 |
60.98 |
61.31 |
S1 |
59.65 |
59.65 |
61.87 |
60.32 |
S2 |
57.08 |
57.08 |
61.52 |
|
S3 |
53.18 |
55.75 |
61.16 |
|
S4 |
49.28 |
51.85 |
60.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.30 |
58.40 |
3.90 |
6.3% |
1.53 |
2.5% |
98% |
True |
False |
11,793 |
10 |
62.30 |
53.00 |
9.30 |
14.9% |
1.55 |
2.5% |
99% |
True |
False |
9,548 |
20 |
62.30 |
53.00 |
9.30 |
14.9% |
1.52 |
2.4% |
99% |
True |
False |
8,004 |
40 |
62.30 |
49.73 |
12.57 |
20.2% |
1.64 |
2.6% |
99% |
True |
False |
7,346 |
60 |
62.30 |
45.06 |
17.24 |
27.7% |
1.65 |
2.6% |
100% |
True |
False |
6,778 |
80 |
62.30 |
45.06 |
17.24 |
27.7% |
1.59 |
2.6% |
100% |
True |
False |
5,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.17 |
2.618 |
65.91 |
1.618 |
64.53 |
1.000 |
63.68 |
0.618 |
63.15 |
HIGH |
62.30 |
0.618 |
61.77 |
0.500 |
61.61 |
0.382 |
61.45 |
LOW |
60.92 |
0.618 |
60.07 |
1.000 |
59.54 |
1.618 |
58.69 |
2.618 |
57.31 |
4.250 |
55.06 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.02 |
61.65 |
PP |
61.82 |
61.06 |
S1 |
61.61 |
60.48 |
|