NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
54.12 |
56.30 |
2.18 |
4.0% |
51.45 |
| High |
56.47 |
58.57 |
2.10 |
3.7% |
53.65 |
| Low |
53.57 |
55.46 |
1.89 |
3.5% |
48.01 |
| Close |
56.34 |
56.71 |
0.37 |
0.7% |
53.20 |
| Range |
2.90 |
3.11 |
0.21 |
7.2% |
5.64 |
| ATR |
2.47 |
2.52 |
0.05 |
1.9% |
0.00 |
| Volume |
234,306 |
334,302 |
99,996 |
42.7% |
1,126,102 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.24 |
64.59 |
58.42 |
|
| R3 |
63.13 |
61.48 |
57.57 |
|
| R2 |
60.02 |
60.02 |
57.28 |
|
| R1 |
58.37 |
58.37 |
57.00 |
59.20 |
| PP |
56.91 |
56.91 |
56.91 |
57.33 |
| S1 |
55.26 |
55.26 |
56.42 |
56.09 |
| S2 |
53.80 |
53.80 |
56.14 |
|
| S3 |
50.69 |
52.15 |
55.85 |
|
| S4 |
47.58 |
49.04 |
55.00 |
|
|
| 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 |
58.57 |
50.43 |
8.14 |
14.4% |
2.53 |
4.5% |
77% |
True |
False |
251,087 |
| 10 |
58.57 |
48.01 |
10.56 |
18.6% |
2.44 |
4.3% |
82% |
True |
False |
240,053 |
| 20 |
58.57 |
46.72 |
11.85 |
20.9% |
2.35 |
4.1% |
84% |
True |
False |
222,232 |
| 40 |
58.57 |
45.11 |
13.46 |
23.7% |
2.62 |
4.6% |
86% |
True |
False |
152,234 |
| 60 |
58.57 |
40.85 |
17.72 |
31.2% |
2.66 |
4.7% |
90% |
True |
False |
118,170 |
| 80 |
58.57 |
40.85 |
17.72 |
31.2% |
2.67 |
4.7% |
90% |
True |
False |
96,831 |
| 100 |
59.66 |
40.85 |
18.81 |
33.2% |
2.82 |
5.0% |
84% |
False |
False |
81,806 |
| 120 |
65.00 |
40.85 |
24.15 |
42.6% |
2.93 |
5.2% |
66% |
False |
False |
71,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.79 |
|
2.618 |
66.71 |
|
1.618 |
63.60 |
|
1.000 |
61.68 |
|
0.618 |
60.49 |
|
HIGH |
58.57 |
|
0.618 |
57.38 |
|
0.500 |
57.02 |
|
0.382 |
56.65 |
|
LOW |
55.46 |
|
0.618 |
53.54 |
|
1.000 |
52.35 |
|
1.618 |
50.43 |
|
2.618 |
47.32 |
|
4.250 |
42.24 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
57.02 |
56.49 |
| PP |
56.91 |
56.26 |
| S1 |
56.81 |
56.04 |
|