NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
48.96 |
48.45 |
-0.51 |
-1.0% |
52.13 |
| High |
48.96 |
52.87 |
3.91 |
8.0% |
54.66 |
| Low |
47.26 |
48.45 |
1.19 |
2.5% |
51.62 |
| Close |
48.39 |
52.64 |
4.25 |
8.8% |
52.38 |
| Range |
1.70 |
4.42 |
2.72 |
160.0% |
3.04 |
| ATR |
2.81 |
2.93 |
0.12 |
4.2% |
0.00 |
| Volume |
240,254 |
234,224 |
-6,030 |
-2.5% |
1,103,473 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.58 |
63.03 |
55.07 |
|
| R3 |
60.16 |
58.61 |
53.86 |
|
| R2 |
55.74 |
55.74 |
53.45 |
|
| R1 |
54.19 |
54.19 |
53.05 |
54.97 |
| PP |
51.32 |
51.32 |
51.32 |
51.71 |
| S1 |
49.77 |
49.77 |
52.23 |
50.55 |
| S2 |
46.90 |
46.90 |
51.83 |
|
| S3 |
42.48 |
45.35 |
51.42 |
|
| S4 |
38.06 |
40.93 |
50.21 |
|
|
| 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 |
54.28 |
47.26 |
7.02 |
13.3% |
3.03 |
5.7% |
77% |
False |
False |
214,946 |
| 10 |
54.66 |
47.26 |
7.40 |
14.1% |
2.53 |
4.8% |
73% |
False |
False |
225,875 |
| 20 |
54.66 |
43.74 |
10.92 |
20.7% |
2.89 |
5.5% |
82% |
False |
False |
200,754 |
| 40 |
54.66 |
39.42 |
15.24 |
29.0% |
2.86 |
5.4% |
87% |
False |
False |
142,729 |
| 60 |
56.93 |
39.42 |
17.51 |
33.3% |
2.87 |
5.4% |
75% |
False |
False |
105,645 |
| 80 |
58.31 |
39.42 |
18.89 |
35.9% |
3.01 |
5.7% |
70% |
False |
False |
82,213 |
| 100 |
69.72 |
39.42 |
30.30 |
57.6% |
3.04 |
5.8% |
44% |
False |
False |
67,353 |
| 120 |
86.05 |
39.42 |
46.63 |
88.6% |
3.07 |
5.8% |
28% |
False |
False |
56,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.66 |
|
2.618 |
64.44 |
|
1.618 |
60.02 |
|
1.000 |
57.29 |
|
0.618 |
55.60 |
|
HIGH |
52.87 |
|
0.618 |
51.18 |
|
0.500 |
50.66 |
|
0.382 |
50.14 |
|
LOW |
48.45 |
|
0.618 |
45.72 |
|
1.000 |
44.03 |
|
1.618 |
41.30 |
|
2.618 |
36.88 |
|
4.250 |
29.67 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.98 |
51.78 |
| PP |
51.32 |
50.92 |
| S1 |
50.66 |
50.07 |
|