NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
49.65 |
51.45 |
1.80 |
3.6% |
52.26 |
| High |
51.75 |
51.45 |
-0.30 |
-0.6% |
52.41 |
| Low |
49.06 |
48.01 |
-1.05 |
-2.1% |
46.72 |
| Close |
51.55 |
50.14 |
-1.41 |
-2.7% |
51.55 |
| Range |
2.69 |
3.44 |
0.75 |
27.9% |
5.69 |
| ATR |
2.59 |
2.66 |
0.07 |
2.6% |
0.00 |
| Volume |
227,296 |
230,864 |
3,568 |
1.6% |
1,172,699 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.19 |
58.60 |
52.03 |
|
| R3 |
56.75 |
55.16 |
51.09 |
|
| R2 |
53.31 |
53.31 |
50.77 |
|
| R1 |
51.72 |
51.72 |
50.46 |
50.80 |
| PP |
49.87 |
49.87 |
49.87 |
49.40 |
| S1 |
48.28 |
48.28 |
49.82 |
47.36 |
| S2 |
46.43 |
46.43 |
49.51 |
|
| S3 |
42.99 |
44.84 |
49.19 |
|
| S4 |
39.55 |
41.40 |
48.25 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
67.30 |
65.11 |
54.68 |
|
| R3 |
61.61 |
59.42 |
53.11 |
|
| R2 |
55.92 |
55.92 |
52.59 |
|
| R1 |
53.73 |
53.73 |
52.07 |
51.98 |
| PP |
50.23 |
50.23 |
50.23 |
49.35 |
| S1 |
48.04 |
48.04 |
51.03 |
46.29 |
| S2 |
44.54 |
44.54 |
50.51 |
|
| S3 |
38.85 |
42.35 |
49.99 |
|
| S4 |
33.16 |
36.66 |
48.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.75 |
46.72 |
5.03 |
10.0% |
2.33 |
4.6% |
68% |
False |
False |
247,982 |
| 10 |
54.15 |
46.72 |
7.43 |
14.8% |
2.29 |
4.6% |
46% |
False |
False |
210,245 |
| 20 |
55.85 |
46.72 |
9.13 |
18.2% |
2.69 |
5.4% |
37% |
False |
False |
165,437 |
| 40 |
56.10 |
43.03 |
13.07 |
26.1% |
2.75 |
5.5% |
54% |
False |
False |
114,856 |
| 60 |
56.10 |
40.85 |
15.25 |
30.4% |
2.66 |
5.3% |
61% |
False |
False |
89,984 |
| 80 |
59.66 |
40.85 |
18.81 |
37.5% |
2.83 |
5.7% |
49% |
False |
False |
74,828 |
| 100 |
59.66 |
40.85 |
18.81 |
37.5% |
2.89 |
5.8% |
49% |
False |
False |
64,354 |
| 120 |
76.00 |
40.85 |
35.15 |
70.1% |
3.05 |
6.1% |
26% |
False |
False |
56,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
66.07 |
|
2.618 |
60.46 |
|
1.618 |
57.02 |
|
1.000 |
54.89 |
|
0.618 |
53.58 |
|
HIGH |
51.45 |
|
0.618 |
50.14 |
|
0.500 |
49.73 |
|
0.382 |
49.32 |
|
LOW |
48.01 |
|
0.618 |
45.88 |
|
1.000 |
44.57 |
|
1.618 |
42.44 |
|
2.618 |
39.00 |
|
4.250 |
33.39 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.00 |
50.05 |
| PP |
49.87 |
49.97 |
| S1 |
49.73 |
49.88 |
|