NYMEX Light Sweet Crude Oil Future May 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
49.93 |
50.16 |
0.23 |
0.5% |
52.00 |
| High |
51.37 |
50.31 |
-1.06 |
-2.1% |
52.15 |
| Low |
49.41 |
45.44 |
-3.97 |
-8.0% |
48.84 |
| Close |
50.33 |
45.88 |
-4.45 |
-8.8% |
50.33 |
| Range |
1.96 |
4.87 |
2.91 |
148.5% |
3.31 |
| ATR |
2.79 |
2.94 |
0.15 |
5.4% |
0.00 |
| Volume |
196,957 |
137,021 |
-59,936 |
-30.4% |
1,295,014 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
61.82 |
58.72 |
48.56 |
|
| R3 |
56.95 |
53.85 |
47.22 |
|
| R2 |
52.08 |
52.08 |
46.77 |
|
| R1 |
48.98 |
48.98 |
46.33 |
48.10 |
| PP |
47.21 |
47.21 |
47.21 |
46.77 |
| S1 |
44.11 |
44.11 |
45.43 |
43.23 |
| S2 |
42.34 |
42.34 |
44.99 |
|
| S3 |
37.47 |
39.24 |
44.54 |
|
| S4 |
32.60 |
34.37 |
43.20 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.37 |
58.66 |
52.15 |
|
| R3 |
57.06 |
55.35 |
51.24 |
|
| R2 |
53.75 |
53.75 |
50.94 |
|
| R1 |
52.04 |
52.04 |
50.63 |
51.24 |
| PP |
50.44 |
50.44 |
50.44 |
50.04 |
| S1 |
48.73 |
48.73 |
50.03 |
47.93 |
| S2 |
47.13 |
47.13 |
49.72 |
|
| S3 |
43.82 |
45.42 |
49.42 |
|
| S4 |
40.51 |
42.11 |
48.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.37 |
45.44 |
5.93 |
12.9% |
2.47 |
5.4% |
7% |
False |
True |
227,440 |
| 10 |
53.60 |
45.44 |
8.16 |
17.8% |
2.95 |
6.4% |
5% |
False |
True |
247,983 |
| 20 |
54.66 |
45.44 |
9.22 |
20.1% |
2.80 |
6.1% |
5% |
False |
True |
236,569 |
| 40 |
54.66 |
40.63 |
14.03 |
30.6% |
2.93 |
6.4% |
37% |
False |
False |
192,521 |
| 60 |
54.66 |
39.42 |
15.24 |
33.2% |
2.85 |
6.2% |
42% |
False |
False |
146,388 |
| 80 |
58.31 |
39.42 |
18.89 |
41.2% |
2.97 |
6.5% |
34% |
False |
False |
114,685 |
| 100 |
59.89 |
39.42 |
20.47 |
44.6% |
3.03 |
6.6% |
32% |
False |
False |
94,129 |
| 120 |
75.10 |
39.42 |
35.68 |
77.8% |
3.08 |
6.7% |
18% |
False |
False |
79,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.01 |
|
2.618 |
63.06 |
|
1.618 |
58.19 |
|
1.000 |
55.18 |
|
0.618 |
53.32 |
|
HIGH |
50.31 |
|
0.618 |
48.45 |
|
0.500 |
47.88 |
|
0.382 |
47.30 |
|
LOW |
45.44 |
|
0.618 |
42.43 |
|
1.000 |
40.57 |
|
1.618 |
37.56 |
|
2.618 |
32.69 |
|
4.250 |
24.74 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
47.88 |
48.41 |
| PP |
47.21 |
47.56 |
| S1 |
46.55 |
46.72 |
|