NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
62.42 |
62.21 |
-0.21 |
-0.3% |
59.51 |
High |
63.80 |
63.72 |
-0.08 |
-0.1% |
63.80 |
Low |
61.40 |
62.21 |
0.81 |
1.3% |
59.30 |
Close |
62.52 |
63.69 |
1.17 |
1.9% |
63.69 |
Range |
2.40 |
1.51 |
-0.89 |
-37.1% |
4.50 |
ATR |
2.16 |
2.12 |
-0.05 |
-2.2% |
0.00 |
Volume |
27,714 |
37,079 |
9,365 |
33.8% |
137,778 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.74 |
67.22 |
64.52 |
|
R3 |
66.23 |
65.71 |
64.11 |
|
R2 |
64.72 |
64.72 |
63.97 |
|
R1 |
64.20 |
64.20 |
63.83 |
64.46 |
PP |
63.21 |
63.21 |
63.21 |
63.34 |
S1 |
62.69 |
62.69 |
63.55 |
62.95 |
S2 |
61.70 |
61.70 |
63.41 |
|
S3 |
60.19 |
61.18 |
63.27 |
|
S4 |
58.68 |
59.67 |
62.86 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.76 |
74.23 |
66.17 |
|
R3 |
71.26 |
69.73 |
64.93 |
|
R2 |
66.76 |
66.76 |
64.52 |
|
R1 |
65.23 |
65.23 |
64.10 |
66.00 |
PP |
62.26 |
62.26 |
62.26 |
62.65 |
S1 |
60.73 |
60.73 |
63.28 |
61.50 |
S2 |
57.76 |
57.76 |
62.87 |
|
S3 |
53.26 |
56.23 |
62.45 |
|
S4 |
48.76 |
51.73 |
61.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
63.80 |
59.30 |
4.50 |
7.1% |
1.82 |
2.9% |
98% |
False |
False |
27,555 |
10 |
63.80 |
54.92 |
8.88 |
13.9% |
1.96 |
3.1% |
99% |
False |
False |
22,917 |
20 |
63.80 |
54.92 |
8.88 |
13.9% |
1.95 |
3.1% |
99% |
False |
False |
19,843 |
40 |
63.80 |
50.50 |
13.30 |
20.9% |
2.22 |
3.5% |
99% |
False |
False |
20,826 |
60 |
63.80 |
46.14 |
17.66 |
27.7% |
2.32 |
3.6% |
99% |
False |
False |
21,492 |
80 |
63.80 |
46.14 |
17.66 |
27.7% |
2.33 |
3.7% |
99% |
False |
False |
21,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.14 |
2.618 |
67.67 |
1.618 |
66.16 |
1.000 |
65.23 |
0.618 |
64.65 |
HIGH |
63.72 |
0.618 |
63.14 |
0.500 |
62.97 |
0.382 |
62.79 |
LOW |
62.21 |
0.618 |
61.28 |
1.000 |
60.70 |
1.618 |
59.77 |
2.618 |
58.26 |
4.250 |
55.79 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
63.45 |
63.18 |
PP |
63.21 |
62.68 |
S1 |
62.97 |
62.17 |
|