NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
48.64 |
48.96 |
0.32 |
0.7% |
52.13 |
| High |
50.00 |
48.96 |
-1.04 |
-2.1% |
54.66 |
| Low |
47.77 |
47.26 |
-0.51 |
-1.1% |
51.62 |
| Close |
49.66 |
48.39 |
-1.27 |
-2.6% |
52.38 |
| Range |
2.23 |
1.70 |
-0.53 |
-23.8% |
3.04 |
| ATR |
2.84 |
2.81 |
-0.03 |
-1.1% |
0.00 |
| Volume |
222,171 |
240,254 |
18,083 |
8.1% |
1,103,473 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
53.30 |
52.55 |
49.33 |
|
| R3 |
51.60 |
50.85 |
48.86 |
|
| R2 |
49.90 |
49.90 |
48.70 |
|
| R1 |
49.15 |
49.15 |
48.55 |
48.68 |
| PP |
48.20 |
48.20 |
48.20 |
47.97 |
| S1 |
47.45 |
47.45 |
48.23 |
46.98 |
| S2 |
46.50 |
46.50 |
48.08 |
|
| S3 |
44.80 |
45.75 |
47.92 |
|
| S4 |
43.10 |
44.05 |
47.46 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.01 |
60.23 |
54.05 |
|
| R3 |
58.97 |
57.19 |
53.22 |
|
| R2 |
55.93 |
55.93 |
52.94 |
|
| R1 |
54.15 |
54.15 |
52.66 |
55.04 |
| PP |
52.89 |
52.89 |
52.89 |
53.33 |
| S1 |
51.11 |
51.11 |
52.10 |
52.00 |
| S2 |
49.85 |
49.85 |
51.82 |
|
| S3 |
46.81 |
48.07 |
51.54 |
|
| S4 |
43.77 |
45.03 |
50.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.66 |
47.26 |
7.40 |
15.3% |
2.52 |
5.2% |
15% |
False |
True |
224,846 |
| 10 |
54.66 |
47.26 |
7.40 |
15.3% |
2.43 |
5.0% |
15% |
False |
True |
223,704 |
| 20 |
54.66 |
43.74 |
10.92 |
22.6% |
2.79 |
5.8% |
43% |
False |
False |
195,762 |
| 40 |
54.66 |
39.42 |
15.24 |
31.5% |
2.79 |
5.8% |
59% |
False |
False |
137,904 |
| 60 |
58.31 |
39.42 |
18.89 |
39.0% |
2.84 |
5.9% |
47% |
False |
False |
102,021 |
| 80 |
58.31 |
39.42 |
18.89 |
39.0% |
2.99 |
6.2% |
47% |
False |
False |
79,490 |
| 100 |
69.72 |
39.42 |
30.30 |
62.6% |
3.04 |
6.3% |
30% |
False |
False |
65,115 |
| 120 |
89.02 |
39.42 |
49.60 |
102.5% |
3.05 |
6.3% |
18% |
False |
False |
55,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
56.19 |
|
2.618 |
53.41 |
|
1.618 |
51.71 |
|
1.000 |
50.66 |
|
0.618 |
50.01 |
|
HIGH |
48.96 |
|
0.618 |
48.31 |
|
0.500 |
48.11 |
|
0.382 |
47.91 |
|
LOW |
47.26 |
|
0.618 |
46.21 |
|
1.000 |
45.56 |
|
1.618 |
44.51 |
|
2.618 |
42.81 |
|
4.250 |
40.04 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
48.30 |
49.76 |
| PP |
48.20 |
49.30 |
| S1 |
48.11 |
48.85 |
|