NYMEX Light Sweet Crude Oil Future December 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 |
56.63 |
55.72 |
-0.91 |
-1.6% |
59.50 |
High |
56.63 |
57.56 |
0.93 |
1.6% |
59.56 |
Low |
55.21 |
55.70 |
0.49 |
0.9% |
54.95 |
Close |
56.08 |
57.21 |
1.13 |
2.0% |
57.79 |
Range |
1.42 |
1.86 |
0.44 |
31.0% |
4.61 |
ATR |
2.25 |
2.22 |
-0.03 |
-1.2% |
0.00 |
Volume |
17,201 |
13,755 |
-3,446 |
-20.0% |
93,982 |
|
Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.40 |
61.67 |
58.23 |
|
R3 |
60.54 |
59.81 |
57.72 |
|
R2 |
58.68 |
58.68 |
57.55 |
|
R1 |
57.95 |
57.95 |
57.38 |
58.32 |
PP |
56.82 |
56.82 |
56.82 |
57.01 |
S1 |
56.09 |
56.09 |
57.04 |
56.46 |
S2 |
54.96 |
54.96 |
56.87 |
|
S3 |
53.10 |
54.23 |
56.70 |
|
S4 |
51.24 |
52.37 |
56.19 |
|
|
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 |
5.4% |
1.87 |
3.3% |
74% |
False |
False |
19,073 |
10 |
60.46 |
54.92 |
5.54 |
9.7% |
1.85 |
3.2% |
41% |
False |
False |
17,403 |
20 |
62.31 |
54.92 |
7.39 |
12.9% |
2.20 |
3.8% |
31% |
False |
False |
18,729 |
40 |
62.31 |
48.76 |
13.55 |
23.7% |
2.31 |
4.0% |
62% |
False |
False |
20,687 |
60 |
62.31 |
46.14 |
16.17 |
28.3% |
2.32 |
4.1% |
68% |
False |
False |
20,688 |
80 |
64.09 |
46.14 |
17.95 |
31.4% |
2.39 |
4.2% |
62% |
False |
False |
20,033 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.47 |
2.618 |
62.43 |
1.618 |
60.57 |
1.000 |
59.42 |
0.618 |
58.71 |
HIGH |
57.56 |
0.618 |
56.85 |
0.500 |
56.63 |
0.382 |
56.41 |
LOW |
55.70 |
0.618 |
54.55 |
1.000 |
53.84 |
1.618 |
52.69 |
2.618 |
50.83 |
4.250 |
47.80 |
|
|
Fisher Pivots for day following 29-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.02 |
56.89 |
PP |
56.82 |
56.56 |
S1 |
56.63 |
56.24 |
|