NYMEX Light Sweet Crude Oil Future August 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 |
57.52 |
56.90 |
-0.62 |
-1.1% |
53.50 |
| High |
57.84 |
58.82 |
0.98 |
1.7% |
55.89 |
| Low |
56.65 |
56.48 |
-0.17 |
-0.3% |
50.82 |
| Close |
56.84 |
58.76 |
1.92 |
3.4% |
55.73 |
| Range |
1.19 |
2.34 |
1.15 |
96.6% |
5.07 |
| ATR |
2.26 |
2.27 |
0.01 |
0.2% |
0.00 |
| Volume |
37,711 |
36,181 |
-1,530 |
-4.1% |
122,259 |
|
| Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.04 |
64.24 |
60.05 |
|
| R3 |
62.70 |
61.90 |
59.40 |
|
| R2 |
60.36 |
60.36 |
59.19 |
|
| R1 |
59.56 |
59.56 |
58.97 |
59.96 |
| PP |
58.02 |
58.02 |
58.02 |
58.22 |
| S1 |
57.22 |
57.22 |
58.55 |
57.62 |
| S2 |
55.68 |
55.68 |
58.33 |
|
| S3 |
53.34 |
54.88 |
58.12 |
|
| S4 |
51.00 |
52.54 |
57.47 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.36 |
67.61 |
58.52 |
|
| R3 |
64.29 |
62.54 |
57.12 |
|
| R2 |
59.22 |
59.22 |
56.66 |
|
| R1 |
57.47 |
57.47 |
56.19 |
58.35 |
| PP |
54.15 |
54.15 |
54.15 |
54.58 |
| S1 |
52.40 |
52.40 |
55.27 |
53.28 |
| S2 |
49.08 |
49.08 |
54.80 |
|
| S3 |
44.01 |
47.33 |
54.34 |
|
| S4 |
38.94 |
42.26 |
52.94 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.82 |
52.51 |
6.31 |
10.7% |
2.12 |
3.6% |
99% |
True |
False |
29,481 |
| 10 |
58.82 |
50.82 |
8.00 |
13.6% |
2.09 |
3.6% |
99% |
True |
False |
27,472 |
| 20 |
58.82 |
50.76 |
8.06 |
13.7% |
2.17 |
3.7% |
99% |
True |
False |
23,050 |
| 40 |
58.82 |
47.14 |
11.68 |
19.9% |
2.26 |
3.8% |
99% |
True |
False |
16,622 |
| 60 |
58.82 |
43.34 |
15.48 |
26.3% |
2.26 |
3.9% |
100% |
True |
False |
14,119 |
| 80 |
58.82 |
43.34 |
15.48 |
26.3% |
2.15 |
3.7% |
100% |
True |
False |
12,063 |
| 100 |
60.48 |
43.34 |
17.14 |
29.2% |
2.04 |
3.5% |
90% |
False |
False |
10,237 |
| 120 |
66.38 |
43.34 |
23.04 |
39.2% |
1.84 |
3.1% |
67% |
False |
False |
8,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.77 |
|
2.618 |
64.95 |
|
1.618 |
62.61 |
|
1.000 |
61.16 |
|
0.618 |
60.27 |
|
HIGH |
58.82 |
|
0.618 |
57.93 |
|
0.500 |
57.65 |
|
0.382 |
57.37 |
|
LOW |
56.48 |
|
0.618 |
55.03 |
|
1.000 |
54.14 |
|
1.618 |
52.69 |
|
2.618 |
50.35 |
|
4.250 |
46.54 |
|
|
| Fisher Pivots for day following 06-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
58.39 |
58.20 |
| PP |
58.02 |
57.64 |
| S1 |
57.65 |
57.08 |
|