NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
49.96 |
52.00 |
2.04 |
4.1% |
52.40 |
| High |
52.45 |
52.15 |
-0.30 |
-0.6% |
53.60 |
| Low |
49.72 |
48.84 |
-0.88 |
-1.8% |
47.37 |
| Close |
52.24 |
50.05 |
-2.19 |
-4.2% |
52.24 |
| Range |
2.73 |
3.31 |
0.58 |
21.2% |
6.23 |
| ATR |
3.08 |
3.11 |
0.02 |
0.7% |
0.00 |
| Volume |
352,611 |
294,835 |
-57,776 |
-16.4% |
1,047,797 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.28 |
58.47 |
51.87 |
|
| R3 |
56.97 |
55.16 |
50.96 |
|
| R2 |
53.66 |
53.66 |
50.66 |
|
| R1 |
51.85 |
51.85 |
50.35 |
51.10 |
| PP |
50.35 |
50.35 |
50.35 |
49.97 |
| S1 |
48.54 |
48.54 |
49.75 |
47.79 |
| S2 |
47.04 |
47.04 |
49.44 |
|
| S3 |
43.73 |
45.23 |
49.14 |
|
| S4 |
40.42 |
41.92 |
48.23 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.76 |
67.23 |
55.67 |
|
| R3 |
63.53 |
61.00 |
53.95 |
|
| R2 |
57.30 |
57.30 |
53.38 |
|
| R1 |
54.77 |
54.77 |
52.81 |
52.92 |
| PP |
51.07 |
51.07 |
51.07 |
50.15 |
| S1 |
48.54 |
48.54 |
51.67 |
46.69 |
| S2 |
44.84 |
44.84 |
51.10 |
|
| S3 |
38.61 |
42.31 |
50.53 |
|
| S4 |
32.38 |
36.08 |
48.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.60 |
47.37 |
6.23 |
12.4% |
3.44 |
6.9% |
43% |
False |
False |
268,526 |
| 10 |
53.90 |
47.26 |
6.64 |
13.3% |
3.26 |
6.5% |
42% |
False |
False |
249,071 |
| 20 |
54.66 |
44.72 |
9.94 |
19.9% |
2.96 |
5.9% |
54% |
False |
False |
226,902 |
| 40 |
54.66 |
39.42 |
15.24 |
30.4% |
2.99 |
6.0% |
70% |
False |
False |
174,579 |
| 60 |
54.66 |
39.42 |
15.24 |
30.4% |
2.91 |
5.8% |
70% |
False |
False |
130,259 |
| 80 |
58.31 |
39.42 |
18.89 |
37.7% |
2.99 |
6.0% |
56% |
False |
False |
101,244 |
| 100 |
62.18 |
39.42 |
22.76 |
45.5% |
3.03 |
6.1% |
47% |
False |
False |
83,133 |
| 120 |
75.91 |
39.42 |
36.49 |
72.9% |
3.07 |
6.1% |
29% |
False |
False |
70,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.22 |
|
2.618 |
60.82 |
|
1.618 |
57.51 |
|
1.000 |
55.46 |
|
0.618 |
54.20 |
|
HIGH |
52.15 |
|
0.618 |
50.89 |
|
0.500 |
50.50 |
|
0.382 |
50.10 |
|
LOW |
48.84 |
|
0.618 |
46.79 |
|
1.000 |
45.53 |
|
1.618 |
43.48 |
|
2.618 |
40.17 |
|
4.250 |
34.77 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.50 |
50.00 |
| PP |
50.35 |
49.96 |
| S1 |
50.20 |
49.91 |
|