NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 28-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.02 |
55.11 |
-0.91 |
-1.6% |
56.99 |
High |
56.15 |
55.24 |
-0.91 |
-1.6% |
57.41 |
Low |
54.20 |
54.71 |
0.51 |
0.9% |
54.25 |
Close |
55.71 |
55.15 |
-0.56 |
-1.0% |
56.93 |
Range |
1.95 |
0.53 |
-1.42 |
-72.8% |
3.16 |
ATR |
1.86 |
1.79 |
-0.06 |
-3.3% |
0.00 |
Volume |
6,146 |
5,423 |
-723 |
-11.8% |
19,818 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.62 |
56.42 |
55.44 |
|
R3 |
56.09 |
55.89 |
55.30 |
|
R2 |
55.56 |
55.56 |
55.25 |
|
R1 |
55.36 |
55.36 |
55.20 |
55.46 |
PP |
55.03 |
55.03 |
55.03 |
55.09 |
S1 |
54.83 |
54.83 |
55.10 |
54.93 |
S2 |
54.50 |
54.50 |
55.05 |
|
S3 |
53.97 |
54.30 |
55.00 |
|
S4 |
53.44 |
53.77 |
54.86 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.68 |
64.46 |
58.67 |
|
R3 |
62.52 |
61.30 |
57.80 |
|
R2 |
59.36 |
59.36 |
57.51 |
|
R1 |
58.14 |
58.14 |
57.22 |
57.17 |
PP |
56.20 |
56.20 |
56.20 |
55.71 |
S1 |
54.98 |
54.98 |
56.64 |
54.01 |
S2 |
53.04 |
53.04 |
56.35 |
|
S3 |
49.88 |
51.82 |
56.06 |
|
S4 |
46.72 |
48.66 |
55.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.97 |
54.20 |
2.77 |
5.0% |
1.24 |
2.2% |
34% |
False |
False |
5,144 |
10 |
59.50 |
54.20 |
5.30 |
9.6% |
1.18 |
2.1% |
18% |
False |
False |
3,970 |
20 |
60.65 |
54.20 |
6.45 |
11.7% |
1.28 |
2.3% |
15% |
False |
False |
4,599 |
40 |
61.22 |
47.48 |
13.74 |
24.9% |
1.53 |
2.8% |
56% |
False |
False |
4,615 |
60 |
61.22 |
45.87 |
15.35 |
27.8% |
1.53 |
2.8% |
60% |
False |
False |
4,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.49 |
2.618 |
56.63 |
1.618 |
56.10 |
1.000 |
55.77 |
0.618 |
55.57 |
HIGH |
55.24 |
0.618 |
55.04 |
0.500 |
54.98 |
0.382 |
54.91 |
LOW |
54.71 |
0.618 |
54.38 |
1.000 |
54.18 |
1.618 |
53.85 |
2.618 |
53.32 |
4.250 |
52.46 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.09 |
55.59 |
PP |
55.03 |
55.44 |
S1 |
54.98 |
55.30 |
|