NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 06-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
| Open |
54.46 |
54.12 |
-0.34 |
-0.6% |
51.45 |
| High |
54.83 |
56.47 |
1.64 |
3.0% |
53.65 |
| Low |
53.50 |
53.57 |
0.07 |
0.1% |
48.01 |
| Close |
53.84 |
56.34 |
2.50 |
4.6% |
53.20 |
| Range |
1.33 |
2.90 |
1.57 |
118.0% |
5.64 |
| ATR |
2.44 |
2.47 |
0.03 |
1.4% |
0.00 |
| Volume |
229,782 |
234,306 |
4,524 |
2.0% |
1,126,102 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.16 |
63.15 |
57.94 |
|
| R3 |
61.26 |
60.25 |
57.14 |
|
| R2 |
58.36 |
58.36 |
56.87 |
|
| R1 |
57.35 |
57.35 |
56.61 |
57.86 |
| PP |
55.46 |
55.46 |
55.46 |
55.71 |
| S1 |
54.45 |
54.45 |
56.07 |
54.96 |
| S2 |
52.56 |
52.56 |
55.81 |
|
| S3 |
49.66 |
51.55 |
55.54 |
|
| S4 |
46.76 |
48.65 |
54.75 |
|
|
| 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 |
56.47 |
50.21 |
6.26 |
11.1% |
2.25 |
4.0% |
98% |
True |
False |
231,192 |
| 10 |
56.47 |
48.01 |
8.46 |
15.0% |
2.29 |
4.1% |
98% |
True |
False |
230,496 |
| 20 |
56.47 |
46.72 |
9.75 |
17.3% |
2.38 |
4.2% |
99% |
True |
False |
213,127 |
| 40 |
56.47 |
45.08 |
11.39 |
20.2% |
2.62 |
4.7% |
99% |
True |
False |
145,693 |
| 60 |
56.47 |
40.85 |
15.62 |
27.7% |
2.67 |
4.7% |
99% |
True |
False |
113,174 |
| 80 |
56.47 |
40.85 |
15.62 |
27.7% |
2.66 |
4.7% |
99% |
True |
False |
92,978 |
| 100 |
59.66 |
40.85 |
18.81 |
33.4% |
2.84 |
5.0% |
82% |
False |
False |
78,804 |
| 120 |
65.00 |
40.85 |
24.15 |
42.9% |
2.93 |
5.2% |
64% |
False |
False |
68,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.80 |
|
2.618 |
64.06 |
|
1.618 |
61.16 |
|
1.000 |
59.37 |
|
0.618 |
58.26 |
|
HIGH |
56.47 |
|
0.618 |
55.36 |
|
0.500 |
55.02 |
|
0.382 |
54.68 |
|
LOW |
53.57 |
|
0.618 |
51.78 |
|
1.000 |
50.67 |
|
1.618 |
48.88 |
|
2.618 |
45.98 |
|
4.250 |
41.25 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
55.90 |
55.73 |
| PP |
55.46 |
55.12 |
| S1 |
55.02 |
54.52 |
|