NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
51.13 |
52.60 |
1.47 |
2.9% |
54.38 |
| High |
53.09 |
52.60 |
-0.49 |
-0.9% |
54.41 |
| Low |
50.40 |
49.55 |
-0.85 |
-1.7% |
49.07 |
| Close |
52.94 |
51.52 |
-1.42 |
-2.7% |
52.94 |
| Range |
2.69 |
3.05 |
0.36 |
13.4% |
5.34 |
| ATR |
2.46 |
2.52 |
0.07 |
2.7% |
0.00 |
| Volume |
90,781 |
70,061 |
-20,720 |
-22.8% |
393,985 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.37 |
59.00 |
53.20 |
|
| R3 |
57.32 |
55.95 |
52.36 |
|
| R2 |
54.27 |
54.27 |
52.08 |
|
| R1 |
52.90 |
52.90 |
51.80 |
52.06 |
| PP |
51.22 |
51.22 |
51.22 |
50.81 |
| S1 |
49.85 |
49.85 |
51.24 |
49.01 |
| S2 |
48.17 |
48.17 |
50.96 |
|
| S3 |
45.12 |
46.80 |
50.68 |
|
| S4 |
42.07 |
43.75 |
49.84 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.16 |
65.89 |
55.88 |
|
| R3 |
62.82 |
60.55 |
54.41 |
|
| R2 |
57.48 |
57.48 |
53.92 |
|
| R1 |
55.21 |
55.21 |
53.43 |
53.68 |
| PP |
52.14 |
52.14 |
52.14 |
51.37 |
| S1 |
49.87 |
49.87 |
52.45 |
48.34 |
| S2 |
46.80 |
46.80 |
51.96 |
|
| S3 |
41.46 |
44.53 |
51.47 |
|
| S4 |
36.12 |
39.19 |
50.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.09 |
49.07 |
4.02 |
7.8% |
2.16 |
4.2% |
61% |
False |
False |
83,579 |
| 10 |
56.51 |
49.07 |
7.44 |
14.4% |
2.15 |
4.2% |
33% |
False |
False |
68,833 |
| 20 |
57.50 |
49.07 |
8.43 |
16.4% |
2.52 |
4.9% |
29% |
False |
False |
56,689 |
| 40 |
57.50 |
44.27 |
13.23 |
25.7% |
2.56 |
5.0% |
55% |
False |
False |
38,444 |
| 60 |
57.50 |
42.19 |
15.31 |
29.7% |
2.49 |
4.8% |
61% |
False |
False |
30,851 |
| 80 |
60.72 |
42.19 |
18.53 |
36.0% |
2.65 |
5.1% |
50% |
False |
False |
26,141 |
| 100 |
60.72 |
42.19 |
18.53 |
36.0% |
2.72 |
5.3% |
50% |
False |
False |
22,207 |
| 120 |
76.25 |
42.19 |
34.06 |
66.1% |
2.66 |
5.2% |
27% |
False |
False |
19,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
65.56 |
|
2.618 |
60.58 |
|
1.618 |
57.53 |
|
1.000 |
55.65 |
|
0.618 |
54.48 |
|
HIGH |
52.60 |
|
0.618 |
51.43 |
|
0.500 |
51.08 |
|
0.382 |
50.72 |
|
LOW |
49.55 |
|
0.618 |
47.67 |
|
1.000 |
46.50 |
|
1.618 |
44.62 |
|
2.618 |
41.57 |
|
4.250 |
36.59 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.37 |
51.45 |
| PP |
51.22 |
51.39 |
| S1 |
51.08 |
51.32 |
|