NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 05-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
Open |
59.51 |
61.30 |
1.79 |
3.0% |
57.21 |
High |
61.55 |
61.56 |
0.01 |
0.0% |
59.76 |
Low |
59.30 |
60.51 |
1.21 |
2.0% |
54.92 |
Close |
61.49 |
60.78 |
-0.71 |
-1.2% |
59.56 |
Range |
2.25 |
1.05 |
-1.20 |
-53.3% |
4.84 |
ATR |
2.25 |
2.17 |
-0.09 |
-3.8% |
0.00 |
Volume |
22,800 |
27,987 |
5,187 |
22.8% |
91,393 |
|
Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.10 |
63.49 |
61.36 |
|
R3 |
63.05 |
62.44 |
61.07 |
|
R2 |
62.00 |
62.00 |
60.97 |
|
R1 |
61.39 |
61.39 |
60.88 |
61.17 |
PP |
60.95 |
60.95 |
60.95 |
60.84 |
S1 |
60.34 |
60.34 |
60.68 |
60.12 |
S2 |
59.90 |
59.90 |
60.59 |
|
S3 |
58.85 |
59.29 |
60.49 |
|
S4 |
57.80 |
58.24 |
60.20 |
|
|
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 |
61.56 |
55.70 |
5.86 |
9.6% |
1.99 |
3.3% |
87% |
True |
False |
20,481 |
10 |
61.56 |
54.92 |
6.64 |
10.9% |
1.86 |
3.1% |
88% |
True |
False |
20,472 |
20 |
62.25 |
54.92 |
7.33 |
12.1% |
2.05 |
3.4% |
80% |
False |
False |
18,366 |
40 |
62.31 |
49.46 |
12.85 |
21.1% |
2.28 |
3.8% |
88% |
False |
False |
20,658 |
60 |
62.31 |
46.14 |
16.17 |
26.6% |
2.34 |
3.8% |
91% |
False |
False |
21,051 |
80 |
62.31 |
46.14 |
16.17 |
26.6% |
2.33 |
3.8% |
91% |
False |
False |
20,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.02 |
2.618 |
64.31 |
1.618 |
63.26 |
1.000 |
62.61 |
0.618 |
62.21 |
HIGH |
61.56 |
0.618 |
61.16 |
0.500 |
61.04 |
0.382 |
60.91 |
LOW |
60.51 |
0.618 |
59.86 |
1.000 |
59.46 |
1.618 |
58.81 |
2.618 |
57.76 |
4.250 |
56.05 |
|
|
Fisher Pivots for day following 05-May-2009 |
Pivot |
1 day |
3 day |
R1 |
61.04 |
60.20 |
PP |
60.95 |
59.62 |
S1 |
60.87 |
59.04 |
|