NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
49.96 |
49.16 |
-0.80 |
-1.6% |
52.40 |
| High |
51.12 |
50.79 |
-0.33 |
-0.6% |
53.60 |
| Low |
48.85 |
48.91 |
0.06 |
0.1% |
47.37 |
| Close |
49.41 |
49.25 |
-0.16 |
-0.3% |
52.24 |
| Range |
2.27 |
1.88 |
-0.39 |
-17.2% |
6.23 |
| ATR |
3.05 |
2.96 |
-0.08 |
-2.7% |
0.00 |
| Volume |
290,456 |
284,710 |
-5,746 |
-2.0% |
1,047,797 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.29 |
54.15 |
50.28 |
|
| R3 |
53.41 |
52.27 |
49.77 |
|
| R2 |
51.53 |
51.53 |
49.59 |
|
| R1 |
50.39 |
50.39 |
49.42 |
50.96 |
| PP |
49.65 |
49.65 |
49.65 |
49.94 |
| S1 |
48.51 |
48.51 |
49.08 |
49.08 |
| S2 |
47.77 |
47.77 |
48.91 |
|
| S3 |
45.89 |
46.63 |
48.73 |
|
| S4 |
44.01 |
44.75 |
48.22 |
|
|
| 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 |
52.45 |
47.37 |
5.08 |
10.3% |
2.82 |
5.7% |
37% |
False |
False |
295,328 |
| 10 |
53.90 |
47.26 |
6.64 |
13.5% |
3.03 |
6.2% |
30% |
False |
False |
266,254 |
| 20 |
54.66 |
47.20 |
7.46 |
15.1% |
2.81 |
5.7% |
27% |
False |
False |
241,297 |
| 40 |
54.66 |
39.42 |
15.24 |
30.9% |
2.92 |
5.9% |
65% |
False |
False |
184,887 |
| 60 |
54.66 |
39.42 |
15.24 |
30.9% |
2.87 |
5.8% |
65% |
False |
False |
138,824 |
| 80 |
58.31 |
39.42 |
18.89 |
38.4% |
2.98 |
6.0% |
52% |
False |
False |
108,146 |
| 100 |
59.89 |
39.42 |
20.47 |
41.6% |
3.03 |
6.1% |
48% |
False |
False |
88,760 |
| 120 |
75.10 |
39.42 |
35.68 |
72.4% |
3.09 |
6.3% |
28% |
False |
False |
74,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.78 |
|
2.618 |
55.71 |
|
1.618 |
53.83 |
|
1.000 |
52.67 |
|
0.618 |
51.95 |
|
HIGH |
50.79 |
|
0.618 |
50.07 |
|
0.500 |
49.85 |
|
0.382 |
49.63 |
|
LOW |
48.91 |
|
0.618 |
47.75 |
|
1.000 |
47.03 |
|
1.618 |
45.87 |
|
2.618 |
43.99 |
|
4.250 |
40.92 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
49.85 |
50.50 |
| PP |
49.65 |
50.08 |
| S1 |
49.45 |
49.67 |
|