NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
52.49 |
51.81 |
-0.68 |
-1.3% |
55.90 |
| High |
52.78 |
53.68 |
0.90 |
1.7% |
55.90 |
| Low |
51.15 |
51.51 |
0.36 |
0.7% |
50.76 |
| Close |
52.18 |
53.31 |
1.13 |
2.2% |
54.10 |
| Range |
1.63 |
2.17 |
0.54 |
33.1% |
5.14 |
| ATR |
2.35 |
2.33 |
-0.01 |
-0.5% |
0.00 |
| Volume |
22,903 |
22,243 |
-660 |
-2.9% |
118,549 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.34 |
58.50 |
54.50 |
|
| R3 |
57.17 |
56.33 |
53.91 |
|
| R2 |
55.00 |
55.00 |
53.71 |
|
| R1 |
54.16 |
54.16 |
53.51 |
54.58 |
| PP |
52.83 |
52.83 |
52.83 |
53.05 |
| S1 |
51.99 |
51.99 |
53.11 |
52.41 |
| S2 |
50.66 |
50.66 |
52.91 |
|
| S3 |
48.49 |
49.82 |
52.71 |
|
| S4 |
46.32 |
47.65 |
52.12 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.01 |
66.69 |
56.93 |
|
| R3 |
63.87 |
61.55 |
55.51 |
|
| R2 |
58.73 |
58.73 |
55.04 |
|
| R1 |
56.41 |
56.41 |
54.57 |
55.00 |
| PP |
53.59 |
53.59 |
53.59 |
52.88 |
| S1 |
51.27 |
51.27 |
53.63 |
49.86 |
| S2 |
48.45 |
48.45 |
53.16 |
|
| S3 |
43.31 |
46.13 |
52.69 |
|
| S4 |
38.17 |
40.99 |
51.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.25 |
50.82 |
3.43 |
6.4% |
2.06 |
3.9% |
73% |
False |
False |
25,463 |
| 10 |
56.71 |
50.76 |
5.95 |
11.2% |
2.02 |
3.8% |
43% |
False |
False |
22,359 |
| 20 |
58.71 |
50.76 |
7.95 |
14.9% |
2.29 |
4.3% |
32% |
False |
False |
19,139 |
| 40 |
58.71 |
45.00 |
13.71 |
25.7% |
2.27 |
4.2% |
61% |
False |
False |
14,335 |
| 60 |
58.71 |
43.34 |
15.37 |
28.8% |
2.22 |
4.2% |
65% |
False |
False |
12,169 |
| 80 |
60.48 |
43.34 |
17.14 |
32.2% |
2.15 |
4.0% |
58% |
False |
False |
10,421 |
| 100 |
60.48 |
43.34 |
17.14 |
32.2% |
1.96 |
3.7% |
58% |
False |
False |
8,915 |
| 120 |
76.95 |
43.34 |
33.61 |
63.0% |
1.88 |
3.5% |
30% |
False |
False |
7,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.90 |
|
2.618 |
59.36 |
|
1.618 |
57.19 |
|
1.000 |
55.85 |
|
0.618 |
55.02 |
|
HIGH |
53.68 |
|
0.618 |
52.85 |
|
0.500 |
52.60 |
|
0.382 |
52.34 |
|
LOW |
51.51 |
|
0.618 |
50.17 |
|
1.000 |
49.34 |
|
1.618 |
48.00 |
|
2.618 |
45.83 |
|
4.250 |
42.29 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.07 |
52.96 |
| PP |
52.83 |
52.60 |
| S1 |
52.60 |
52.25 |
|