NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 07-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
Open |
60.56 |
62.42 |
1.86 |
3.1% |
57.21 |
High |
62.45 |
63.80 |
1.35 |
2.2% |
59.76 |
Low |
60.54 |
61.40 |
0.86 |
1.4% |
54.92 |
Close |
62.42 |
62.52 |
0.10 |
0.2% |
59.56 |
Range |
1.91 |
2.40 |
0.49 |
25.7% |
4.84 |
ATR |
2.15 |
2.16 |
0.02 |
0.8% |
0.00 |
Volume |
22,198 |
27,714 |
5,516 |
24.8% |
91,393 |
|
Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.77 |
68.55 |
63.84 |
|
R3 |
67.37 |
66.15 |
63.18 |
|
R2 |
64.97 |
64.97 |
62.96 |
|
R1 |
63.75 |
63.75 |
62.74 |
64.36 |
PP |
62.57 |
62.57 |
62.57 |
62.88 |
S1 |
61.35 |
61.35 |
62.30 |
61.96 |
S2 |
60.17 |
60.17 |
62.08 |
|
S3 |
57.77 |
58.95 |
61.86 |
|
S4 |
55.37 |
56.55 |
61.20 |
|
|
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 |
63.80 |
56.51 |
7.29 |
11.7% |
2.17 |
3.5% |
82% |
True |
False |
22,886 |
10 |
63.80 |
54.92 |
8.88 |
14.2% |
2.04 |
3.3% |
86% |
True |
False |
21,321 |
20 |
63.80 |
54.92 |
8.88 |
14.2% |
1.98 |
3.2% |
86% |
True |
False |
19,087 |
40 |
63.80 |
49.66 |
14.14 |
22.6% |
2.27 |
3.6% |
91% |
True |
False |
20,640 |
60 |
63.80 |
46.14 |
17.66 |
28.2% |
2.32 |
3.7% |
93% |
True |
False |
21,181 |
80 |
63.80 |
46.14 |
17.66 |
28.2% |
2.34 |
3.7% |
93% |
True |
False |
20,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.00 |
2.618 |
70.08 |
1.618 |
67.68 |
1.000 |
66.20 |
0.618 |
65.28 |
HIGH |
63.80 |
0.618 |
62.88 |
0.500 |
62.60 |
0.382 |
62.32 |
LOW |
61.40 |
0.618 |
59.92 |
1.000 |
59.00 |
1.618 |
57.52 |
2.618 |
55.12 |
4.250 |
51.20 |
|
|
Fisher Pivots for day following 07-May-2009 |
Pivot |
1 day |
3 day |
R1 |
62.60 |
62.40 |
PP |
62.57 |
62.28 |
S1 |
62.55 |
62.16 |
|