NYMEX Light Sweet Crude Oil Future December 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 |
55.72 |
56.82 |
1.10 |
2.0% |
59.50 |
High |
57.56 |
58.00 |
0.44 |
0.8% |
59.56 |
Low |
55.70 |
56.46 |
0.76 |
1.4% |
54.95 |
Close |
57.21 |
57.33 |
0.12 |
0.2% |
57.79 |
Range |
1.86 |
1.54 |
-0.32 |
-17.2% |
4.61 |
ATR |
2.22 |
2.17 |
-0.05 |
-2.2% |
0.00 |
Volume |
13,755 |
24,132 |
10,377 |
75.4% |
93,982 |
|
Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.88 |
61.15 |
58.18 |
|
R3 |
60.34 |
59.61 |
57.75 |
|
R2 |
58.80 |
58.80 |
57.61 |
|
R1 |
58.07 |
58.07 |
57.47 |
58.44 |
PP |
57.26 |
57.26 |
57.26 |
57.45 |
S1 |
56.53 |
56.53 |
57.19 |
56.90 |
S2 |
55.72 |
55.72 |
57.05 |
|
S3 |
54.18 |
54.99 |
56.91 |
|
S4 |
52.64 |
53.45 |
56.48 |
|
|
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% |
1.92 |
3.3% |
78% |
True |
False |
19,756 |
10 |
60.46 |
54.92 |
5.54 |
9.7% |
1.88 |
3.3% |
44% |
False |
False |
18,308 |
20 |
62.31 |
54.92 |
7.39 |
12.9% |
2.19 |
3.8% |
33% |
False |
False |
18,492 |
40 |
62.31 |
49.46 |
12.85 |
22.4% |
2.26 |
3.9% |
61% |
False |
False |
20,785 |
60 |
62.31 |
46.14 |
16.17 |
28.2% |
2.33 |
4.1% |
69% |
False |
False |
20,775 |
80 |
64.09 |
46.14 |
17.95 |
31.3% |
2.37 |
4.1% |
62% |
False |
False |
20,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.55 |
2.618 |
62.03 |
1.618 |
60.49 |
1.000 |
59.54 |
0.618 |
58.95 |
HIGH |
58.00 |
0.618 |
57.41 |
0.500 |
57.23 |
0.382 |
57.05 |
LOW |
56.46 |
0.618 |
55.51 |
1.000 |
54.92 |
1.618 |
53.97 |
2.618 |
52.43 |
4.250 |
49.92 |
|
|
Fisher Pivots for day following 30-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.30 |
57.09 |
PP |
57.26 |
56.85 |
S1 |
57.23 |
56.61 |
|