NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 29-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.11 |
56.00 |
0.89 |
1.6% |
56.99 |
High |
55.24 |
56.72 |
1.48 |
2.7% |
57.41 |
Low |
54.71 |
55.68 |
0.97 |
1.8% |
54.25 |
Close |
55.15 |
56.28 |
1.13 |
2.0% |
56.93 |
Range |
0.53 |
1.04 |
0.51 |
96.2% |
3.16 |
ATR |
1.79 |
1.78 |
-0.02 |
-0.9% |
0.00 |
Volume |
5,423 |
3,298 |
-2,125 |
-39.2% |
19,818 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.35 |
58.85 |
56.85 |
|
R3 |
58.31 |
57.81 |
56.57 |
|
R2 |
57.27 |
57.27 |
56.47 |
|
R1 |
56.77 |
56.77 |
56.38 |
57.02 |
PP |
56.23 |
56.23 |
56.23 |
56.35 |
S1 |
55.73 |
55.73 |
56.18 |
55.98 |
S2 |
55.19 |
55.19 |
56.09 |
|
S3 |
54.15 |
54.69 |
55.99 |
|
S4 |
53.11 |
53.65 |
55.71 |
|
|
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 |
4.9% |
1.30 |
2.3% |
75% |
False |
False |
4,831 |
10 |
59.50 |
54.20 |
5.30 |
9.4% |
1.19 |
2.1% |
39% |
False |
False |
3,985 |
20 |
60.65 |
54.20 |
6.45 |
11.5% |
1.24 |
2.2% |
32% |
False |
False |
4,536 |
40 |
61.22 |
49.00 |
12.22 |
21.7% |
1.52 |
2.7% |
60% |
False |
False |
4,623 |
60 |
61.22 |
45.87 |
15.35 |
27.3% |
1.53 |
2.7% |
68% |
False |
False |
4,356 |
80 |
63.22 |
45.87 |
17.35 |
30.8% |
1.49 |
2.7% |
60% |
False |
False |
4,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.14 |
2.618 |
59.44 |
1.618 |
58.40 |
1.000 |
57.76 |
0.618 |
57.36 |
HIGH |
56.72 |
0.618 |
56.32 |
0.500 |
56.20 |
0.382 |
56.08 |
LOW |
55.68 |
0.618 |
55.04 |
1.000 |
54.64 |
1.618 |
54.00 |
2.618 |
52.96 |
4.250 |
51.26 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.25 |
56.01 |
PP |
56.23 |
55.73 |
S1 |
56.20 |
55.46 |
|