NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
61.30 |
60.56 |
-0.74 |
-1.2% |
57.21 |
High |
61.56 |
62.45 |
0.89 |
1.4% |
59.76 |
Low |
60.51 |
60.54 |
0.03 |
0.0% |
54.92 |
Close |
60.78 |
62.42 |
1.64 |
2.7% |
59.56 |
Range |
1.05 |
1.91 |
0.86 |
81.9% |
4.84 |
ATR |
2.17 |
2.15 |
-0.02 |
-0.8% |
0.00 |
Volume |
27,987 |
22,198 |
-5,789 |
-20.7% |
91,393 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.53 |
66.89 |
63.47 |
|
R3 |
65.62 |
64.98 |
62.95 |
|
R2 |
63.71 |
63.71 |
62.77 |
|
R1 |
63.07 |
63.07 |
62.60 |
63.39 |
PP |
61.80 |
61.80 |
61.80 |
61.97 |
S1 |
61.16 |
61.16 |
62.24 |
61.48 |
S2 |
59.89 |
59.89 |
62.07 |
|
S3 |
57.98 |
59.25 |
61.89 |
|
S4 |
56.07 |
57.34 |
61.37 |
|
|
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 |
62.45 |
56.46 |
5.99 |
9.6% |
2.00 |
3.2% |
99% |
True |
False |
22,170 |
10 |
62.45 |
54.92 |
7.53 |
12.1% |
1.94 |
3.1% |
100% |
True |
False |
20,621 |
20 |
62.45 |
54.92 |
7.53 |
12.1% |
2.04 |
3.3% |
100% |
True |
False |
18,598 |
40 |
62.45 |
49.46 |
12.99 |
20.8% |
2.27 |
3.6% |
100% |
True |
False |
20,561 |
60 |
62.45 |
46.14 |
16.31 |
26.1% |
2.33 |
3.7% |
100% |
True |
False |
20,976 |
80 |
62.45 |
46.14 |
16.31 |
26.1% |
2.34 |
3.7% |
100% |
True |
False |
20,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.57 |
2.618 |
67.45 |
1.618 |
65.54 |
1.000 |
64.36 |
0.618 |
63.63 |
HIGH |
62.45 |
0.618 |
61.72 |
0.500 |
61.50 |
0.382 |
61.27 |
LOW |
60.54 |
0.618 |
59.36 |
1.000 |
58.63 |
1.618 |
57.45 |
2.618 |
55.54 |
4.250 |
52.42 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.11 |
61.91 |
PP |
61.80 |
61.39 |
S1 |
61.50 |
60.88 |
|