NYMEX Light Sweet Crude Oil Future July 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
52.60 |
51.32 |
-1.28 |
-2.4% |
54.38 |
| High |
52.60 |
51.59 |
-1.01 |
-1.9% |
54.41 |
| Low |
49.55 |
49.93 |
0.38 |
0.8% |
49.07 |
| Close |
51.52 |
51.09 |
-0.43 |
-0.8% |
52.94 |
| Range |
3.05 |
1.66 |
-1.39 |
-45.6% |
5.34 |
| ATR |
2.52 |
2.46 |
-0.06 |
-2.4% |
0.00 |
| Volume |
70,061 |
84,617 |
14,556 |
20.8% |
393,985 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.85 |
55.13 |
52.00 |
|
| R3 |
54.19 |
53.47 |
51.55 |
|
| R2 |
52.53 |
52.53 |
51.39 |
|
| R1 |
51.81 |
51.81 |
51.24 |
51.34 |
| PP |
50.87 |
50.87 |
50.87 |
50.64 |
| S1 |
50.15 |
50.15 |
50.94 |
49.68 |
| S2 |
49.21 |
49.21 |
50.79 |
|
| S3 |
47.55 |
48.49 |
50.63 |
|
| S4 |
45.89 |
46.83 |
50.18 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.16 |
65.89 |
55.88 |
|
| R3 |
62.82 |
60.55 |
54.41 |
|
| R2 |
57.48 |
57.48 |
53.92 |
|
| R1 |
55.21 |
55.21 |
53.43 |
53.68 |
| PP |
52.14 |
52.14 |
52.14 |
51.37 |
| S1 |
49.87 |
49.87 |
52.45 |
48.34 |
| S2 |
46.80 |
46.80 |
51.96 |
|
| S3 |
41.46 |
44.53 |
51.47 |
|
| S4 |
36.12 |
39.19 |
50.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
53.09 |
49.55 |
3.54 |
6.9% |
2.02 |
4.0% |
44% |
False |
False |
88,193 |
| 10 |
55.53 |
49.07 |
6.46 |
12.6% |
2.09 |
4.1% |
31% |
False |
False |
71,551 |
| 20 |
57.50 |
49.07 |
8.43 |
16.5% |
2.42 |
4.7% |
24% |
False |
False |
59,748 |
| 40 |
57.50 |
44.27 |
13.23 |
25.9% |
2.51 |
4.9% |
52% |
False |
False |
40,131 |
| 60 |
57.50 |
42.19 |
15.31 |
30.0% |
2.49 |
4.9% |
58% |
False |
False |
32,084 |
| 80 |
60.72 |
42.19 |
18.53 |
36.3% |
2.58 |
5.0% |
48% |
False |
False |
27,076 |
| 100 |
60.72 |
42.19 |
18.53 |
36.3% |
2.70 |
5.3% |
48% |
False |
False |
23,022 |
| 120 |
76.25 |
42.19 |
34.06 |
66.7% |
2.67 |
5.2% |
26% |
False |
False |
19,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.65 |
|
2.618 |
55.94 |
|
1.618 |
54.28 |
|
1.000 |
53.25 |
|
0.618 |
52.62 |
|
HIGH |
51.59 |
|
0.618 |
50.96 |
|
0.500 |
50.76 |
|
0.382 |
50.56 |
|
LOW |
49.93 |
|
0.618 |
48.90 |
|
1.000 |
48.27 |
|
1.618 |
47.24 |
|
2.618 |
45.58 |
|
4.250 |
42.88 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.98 |
51.32 |
| PP |
50.87 |
51.24 |
| S1 |
50.76 |
51.17 |
|