NYMEX Light Sweet Crude Oil Future November 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 |
62.26 |
62.13 |
-0.13 |
-0.2% |
59.77 |
High |
63.09 |
62.84 |
-0.25 |
-0.4% |
63.09 |
Low |
60.96 |
61.69 |
0.73 |
1.2% |
59.77 |
Close |
61.74 |
63.01 |
1.27 |
2.1% |
63.01 |
Range |
2.13 |
1.15 |
-0.98 |
-46.0% |
3.32 |
ATR |
1.76 |
1.72 |
-0.04 |
-2.5% |
0.00 |
Volume |
7,420 |
11,980 |
4,560 |
61.5% |
40,094 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.96 |
65.64 |
63.64 |
|
R3 |
64.81 |
64.49 |
63.33 |
|
R2 |
63.66 |
63.66 |
63.22 |
|
R1 |
63.34 |
63.34 |
63.12 |
63.50 |
PP |
62.51 |
62.51 |
62.51 |
62.60 |
S1 |
62.19 |
62.19 |
62.90 |
62.35 |
S2 |
61.36 |
61.36 |
62.80 |
|
S3 |
60.21 |
61.04 |
62.69 |
|
S4 |
59.06 |
59.89 |
62.38 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.92 |
70.78 |
64.84 |
|
R3 |
68.60 |
67.46 |
63.92 |
|
R2 |
65.28 |
65.28 |
63.62 |
|
R1 |
64.14 |
64.14 |
63.31 |
64.71 |
PP |
61.96 |
61.96 |
61.96 |
62.24 |
S1 |
60.82 |
60.82 |
62.71 |
61.39 |
S2 |
58.64 |
58.64 |
62.40 |
|
S3 |
55.32 |
57.50 |
62.10 |
|
S4 |
52.00 |
54.18 |
61.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.09 |
59.77 |
3.32 |
5.3% |
1.29 |
2.0% |
98% |
False |
False |
8,018 |
10 |
63.09 |
54.20 |
8.89 |
14.1% |
1.35 |
2.1% |
99% |
False |
False |
6,497 |
20 |
63.09 |
54.20 |
8.89 |
14.1% |
1.30 |
2.1% |
99% |
False |
False |
5,169 |
40 |
63.09 |
50.25 |
12.84 |
20.4% |
1.45 |
2.3% |
99% |
False |
False |
5,053 |
60 |
63.09 |
45.87 |
17.22 |
27.3% |
1.55 |
2.5% |
100% |
False |
False |
4,873 |
80 |
63.09 |
45.87 |
17.22 |
27.3% |
1.49 |
2.4% |
100% |
False |
False |
4,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.73 |
2.618 |
65.85 |
1.618 |
64.70 |
1.000 |
63.99 |
0.618 |
63.55 |
HIGH |
62.84 |
0.618 |
62.40 |
0.500 |
62.27 |
0.382 |
62.13 |
LOW |
61.69 |
0.618 |
60.98 |
1.000 |
60.54 |
1.618 |
59.83 |
2.618 |
58.68 |
4.250 |
56.80 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.76 |
62.56 |
PP |
62.51 |
62.12 |
S1 |
62.27 |
61.67 |
|