NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
56.82 |
57.00 |
0.18 |
0.3% |
57.21 |
High |
58.00 |
59.76 |
1.76 |
3.0% |
59.76 |
Low |
56.46 |
56.51 |
0.05 |
0.1% |
54.92 |
Close |
57.33 |
59.56 |
2.23 |
3.9% |
59.56 |
Range |
1.54 |
3.25 |
1.71 |
111.0% |
4.84 |
ATR |
2.17 |
2.25 |
0.08 |
3.5% |
0.00 |
Volume |
24,132 |
13,735 |
-10,397 |
-43.1% |
91,393 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.36 |
67.21 |
61.35 |
|
R3 |
65.11 |
63.96 |
60.45 |
|
R2 |
61.86 |
61.86 |
60.16 |
|
R1 |
60.71 |
60.71 |
59.86 |
61.29 |
PP |
58.61 |
58.61 |
58.61 |
58.90 |
S1 |
57.46 |
57.46 |
59.26 |
58.04 |
S2 |
55.36 |
55.36 |
58.96 |
|
S3 |
52.11 |
54.21 |
58.67 |
|
S4 |
48.86 |
50.96 |
57.77 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.60 |
70.92 |
62.22 |
|
R3 |
67.76 |
66.08 |
60.89 |
|
R2 |
62.92 |
62.92 |
60.45 |
|
R1 |
61.24 |
61.24 |
60.00 |
62.08 |
PP |
58.08 |
58.08 |
58.08 |
58.50 |
S1 |
56.40 |
56.40 |
59.12 |
57.24 |
S2 |
53.24 |
53.24 |
58.67 |
|
S3 |
48.40 |
51.56 |
58.23 |
|
S4 |
43.56 |
46.72 |
56.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.76 |
54.92 |
4.84 |
8.1% |
2.10 |
3.5% |
96% |
True |
False |
18,278 |
10 |
59.76 |
54.92 |
4.84 |
8.1% |
2.07 |
3.5% |
96% |
True |
False |
18,537 |
20 |
62.31 |
54.92 |
7.39 |
12.4% |
2.14 |
3.6% |
63% |
False |
False |
17,854 |
40 |
62.31 |
49.46 |
12.85 |
21.6% |
2.31 |
3.9% |
79% |
False |
False |
20,398 |
60 |
62.31 |
46.14 |
16.17 |
27.1% |
2.36 |
4.0% |
83% |
False |
False |
20,764 |
80 |
62.50 |
46.14 |
16.36 |
27.5% |
2.37 |
4.0% |
82% |
False |
False |
20,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.57 |
2.618 |
68.27 |
1.618 |
65.02 |
1.000 |
63.01 |
0.618 |
61.77 |
HIGH |
59.76 |
0.618 |
58.52 |
0.500 |
58.14 |
0.382 |
57.75 |
LOW |
56.51 |
0.618 |
54.50 |
1.000 |
53.26 |
1.618 |
51.25 |
2.618 |
48.00 |
4.250 |
42.70 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
59.09 |
58.95 |
PP |
58.61 |
58.34 |
S1 |
58.14 |
57.73 |
|