NYMEX Light Sweet Crude Oil Future December 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 |
57.21 |
56.63 |
-0.58 |
-1.0% |
59.50 |
High |
57.33 |
56.63 |
-0.70 |
-1.2% |
59.56 |
Low |
54.92 |
55.21 |
0.29 |
0.5% |
54.95 |
Close |
56.63 |
56.08 |
-0.55 |
-1.0% |
57.79 |
Range |
2.41 |
1.42 |
-0.99 |
-41.1% |
4.61 |
ATR |
2.31 |
2.25 |
-0.06 |
-2.8% |
0.00 |
Volume |
22,570 |
17,201 |
-5,369 |
-23.8% |
93,982 |
|
Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.23 |
59.58 |
56.86 |
|
R3 |
58.81 |
58.16 |
56.47 |
|
R2 |
57.39 |
57.39 |
56.34 |
|
R1 |
56.74 |
56.74 |
56.21 |
56.36 |
PP |
55.97 |
55.97 |
55.97 |
55.78 |
S1 |
55.32 |
55.32 |
55.95 |
54.94 |
S2 |
54.55 |
54.55 |
55.82 |
|
S3 |
53.13 |
53.90 |
55.69 |
|
S4 |
51.71 |
52.48 |
55.30 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.26 |
69.14 |
60.33 |
|
R3 |
66.65 |
64.53 |
59.06 |
|
R2 |
62.04 |
62.04 |
58.64 |
|
R1 |
59.92 |
59.92 |
58.21 |
58.68 |
PP |
57.43 |
57.43 |
57.43 |
56.81 |
S1 |
55.31 |
55.31 |
57.37 |
54.07 |
S2 |
52.82 |
52.82 |
56.94 |
|
S3 |
48.21 |
50.70 |
56.52 |
|
S4 |
43.60 |
46.09 |
55.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.00 |
54.92 |
3.08 |
5.5% |
1.72 |
3.1% |
38% |
False |
False |
20,464 |
10 |
60.51 |
54.92 |
5.59 |
10.0% |
1.83 |
3.3% |
21% |
False |
False |
17,313 |
20 |
62.31 |
54.92 |
7.39 |
13.2% |
2.22 |
4.0% |
16% |
False |
False |
19,205 |
40 |
62.31 |
48.00 |
14.31 |
25.5% |
2.31 |
4.1% |
56% |
False |
False |
20,798 |
60 |
62.31 |
46.14 |
16.17 |
28.8% |
2.33 |
4.2% |
61% |
False |
False |
20,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.67 |
2.618 |
60.35 |
1.618 |
58.93 |
1.000 |
58.05 |
0.618 |
57.51 |
HIGH |
56.63 |
0.618 |
56.09 |
0.500 |
55.92 |
0.382 |
55.75 |
LOW |
55.21 |
0.618 |
54.33 |
1.000 |
53.79 |
1.618 |
52.91 |
2.618 |
51.49 |
4.250 |
49.18 |
|
|
Fisher Pivots for day following 28-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.03 |
56.46 |
PP |
55.97 |
56.33 |
S1 |
55.92 |
56.21 |
|