NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
50.79 |
50.95 |
0.16 |
0.3% |
51.45 |
| High |
51.94 |
53.65 |
1.71 |
3.3% |
53.65 |
| Low |
50.21 |
50.43 |
0.22 |
0.4% |
48.01 |
| Close |
51.12 |
53.20 |
2.08 |
4.1% |
53.20 |
| Range |
1.73 |
3.22 |
1.49 |
86.1% |
5.64 |
| ATR |
2.51 |
2.56 |
0.05 |
2.0% |
0.00 |
| Volume |
234,826 |
208,296 |
-26,530 |
-11.3% |
1,126,102 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.09 |
60.86 |
54.97 |
|
| R3 |
58.87 |
57.64 |
54.09 |
|
| R2 |
55.65 |
55.65 |
53.79 |
|
| R1 |
54.42 |
54.42 |
53.50 |
55.04 |
| PP |
52.43 |
52.43 |
52.43 |
52.73 |
| S1 |
51.20 |
51.20 |
52.90 |
51.82 |
| S2 |
49.21 |
49.21 |
52.61 |
|
| S3 |
45.99 |
47.98 |
52.31 |
|
| S4 |
42.77 |
44.76 |
51.43 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.54 |
66.51 |
56.30 |
|
| R3 |
62.90 |
60.87 |
54.75 |
|
| R2 |
57.26 |
57.26 |
54.23 |
|
| R1 |
55.23 |
55.23 |
53.72 |
56.25 |
| PP |
51.62 |
51.62 |
51.62 |
52.13 |
| S1 |
49.59 |
49.59 |
52.68 |
50.61 |
| S2 |
45.98 |
45.98 |
52.17 |
|
| S3 |
40.34 |
43.95 |
51.65 |
|
| S4 |
34.70 |
38.31 |
50.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.65 |
48.01 |
5.64 |
10.6% |
2.47 |
4.6% |
92% |
True |
False |
225,220 |
| 10 |
53.65 |
46.72 |
6.93 |
13.0% |
2.48 |
4.7% |
94% |
True |
False |
229,880 |
| 20 |
55.85 |
46.72 |
9.13 |
17.2% |
2.53 |
4.8% |
71% |
False |
False |
192,231 |
| 40 |
56.10 |
45.08 |
11.02 |
20.7% |
2.65 |
5.0% |
74% |
False |
False |
132,534 |
| 60 |
56.10 |
40.85 |
15.25 |
28.7% |
2.68 |
5.0% |
81% |
False |
False |
103,027 |
| 80 |
57.95 |
40.85 |
17.10 |
32.1% |
2.69 |
5.1% |
72% |
False |
False |
85,084 |
| 100 |
59.66 |
40.85 |
18.81 |
35.4% |
2.86 |
5.4% |
66% |
False |
False |
72,406 |
| 120 |
70.47 |
40.85 |
29.62 |
55.7% |
2.95 |
5.6% |
42% |
False |
False |
63,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.34 |
|
2.618 |
62.08 |
|
1.618 |
58.86 |
|
1.000 |
56.87 |
|
0.618 |
55.64 |
|
HIGH |
53.65 |
|
0.618 |
52.42 |
|
0.500 |
52.04 |
|
0.382 |
51.66 |
|
LOW |
50.43 |
|
0.618 |
48.44 |
|
1.000 |
47.21 |
|
1.618 |
45.22 |
|
2.618 |
42.00 |
|
4.250 |
36.75 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.81 |
52.60 |
| PP |
52.43 |
51.99 |
| S1 |
52.04 |
51.39 |
|