NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 30-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.00 |
56.58 |
0.58 |
1.0% |
56.99 |
High |
56.72 |
56.70 |
-0.02 |
0.0% |
57.41 |
Low |
55.68 |
56.02 |
0.34 |
0.6% |
54.25 |
Close |
56.28 |
56.41 |
0.13 |
0.2% |
56.93 |
Range |
1.04 |
0.68 |
-0.36 |
-34.6% |
3.16 |
ATR |
1.78 |
1.70 |
-0.08 |
-4.4% |
0.00 |
Volume |
3,298 |
6,123 |
2,825 |
85.7% |
19,818 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.42 |
58.09 |
56.78 |
|
R3 |
57.74 |
57.41 |
56.60 |
|
R2 |
57.06 |
57.06 |
56.53 |
|
R1 |
56.73 |
56.73 |
56.47 |
56.56 |
PP |
56.38 |
56.38 |
56.38 |
56.29 |
S1 |
56.05 |
56.05 |
56.35 |
55.88 |
S2 |
55.70 |
55.70 |
56.29 |
|
S3 |
55.02 |
55.37 |
56.22 |
|
S4 |
54.34 |
54.69 |
56.04 |
|
|
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% |
1.22 |
2.2% |
80% |
False |
False |
4,978 |
10 |
59.50 |
54.20 |
5.30 |
9.4% |
1.21 |
2.1% |
42% |
False |
False |
4,275 |
20 |
60.65 |
54.20 |
6.45 |
11.4% |
1.22 |
2.2% |
34% |
False |
False |
4,552 |
40 |
61.22 |
49.00 |
12.22 |
21.7% |
1.49 |
2.6% |
61% |
False |
False |
4,654 |
60 |
61.22 |
45.87 |
15.35 |
27.2% |
1.55 |
2.7% |
69% |
False |
False |
4,426 |
80 |
63.22 |
45.87 |
17.35 |
30.8% |
1.47 |
2.6% |
61% |
False |
False |
4,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.59 |
2.618 |
58.48 |
1.618 |
57.80 |
1.000 |
57.38 |
0.618 |
57.12 |
HIGH |
56.70 |
0.618 |
56.44 |
0.500 |
56.36 |
0.382 |
56.28 |
LOW |
56.02 |
0.618 |
55.60 |
1.000 |
55.34 |
1.618 |
54.92 |
2.618 |
54.24 |
4.250 |
53.13 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.39 |
56.18 |
PP |
56.38 |
55.95 |
S1 |
56.36 |
55.72 |
|