NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
50.95 |
52.62 |
1.67 |
3.3% |
51.45 |
| High |
53.65 |
54.64 |
0.99 |
1.8% |
53.65 |
| Low |
50.43 |
52.56 |
2.13 |
4.2% |
48.01 |
| Close |
53.20 |
54.47 |
1.27 |
2.4% |
53.20 |
| Range |
3.22 |
2.08 |
-1.14 |
-35.4% |
5.64 |
| ATR |
2.56 |
2.52 |
-0.03 |
-1.3% |
0.00 |
| Volume |
208,296 |
248,750 |
40,454 |
19.4% |
1,126,102 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60.13 |
59.38 |
55.61 |
|
| R3 |
58.05 |
57.30 |
55.04 |
|
| R2 |
55.97 |
55.97 |
54.85 |
|
| R1 |
55.22 |
55.22 |
54.66 |
55.60 |
| PP |
53.89 |
53.89 |
53.89 |
54.08 |
| S1 |
53.14 |
53.14 |
54.28 |
53.52 |
| S2 |
51.81 |
51.81 |
54.09 |
|
| S3 |
49.73 |
51.06 |
53.90 |
|
| S4 |
47.65 |
48.98 |
53.33 |
|
|
| 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 |
54.64 |
48.55 |
6.09 |
11.2% |
2.19 |
4.0% |
97% |
True |
False |
228,797 |
| 10 |
54.64 |
46.72 |
7.92 |
14.5% |
2.26 |
4.2% |
98% |
True |
False |
238,390 |
| 20 |
55.70 |
46.72 |
8.98 |
16.5% |
2.50 |
4.6% |
86% |
False |
False |
199,373 |
| 40 |
56.10 |
45.08 |
11.02 |
20.2% |
2.65 |
4.9% |
85% |
False |
False |
137,441 |
| 60 |
56.10 |
40.85 |
15.25 |
28.0% |
2.68 |
4.9% |
89% |
False |
False |
106,733 |
| 80 |
56.10 |
40.85 |
15.25 |
28.0% |
2.66 |
4.9% |
89% |
False |
False |
87,862 |
| 100 |
59.66 |
40.85 |
18.81 |
34.5% |
2.85 |
5.2% |
72% |
False |
False |
74,631 |
| 120 |
70.47 |
40.85 |
29.62 |
54.4% |
2.96 |
5.4% |
46% |
False |
False |
64,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
63.48 |
|
2.618 |
60.09 |
|
1.618 |
58.01 |
|
1.000 |
56.72 |
|
0.618 |
55.93 |
|
HIGH |
54.64 |
|
0.618 |
53.85 |
|
0.500 |
53.60 |
|
0.382 |
53.35 |
|
LOW |
52.56 |
|
0.618 |
51.27 |
|
1.000 |
50.48 |
|
1.618 |
49.19 |
|
2.618 |
47.11 |
|
4.250 |
43.72 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
54.18 |
53.79 |
| PP |
53.89 |
53.11 |
| S1 |
53.60 |
52.43 |
|