NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.18 |
54.50 |
0.32 |
0.6% |
53.88 |
High |
55.85 |
55.70 |
-0.15 |
-0.3% |
55.85 |
Low |
53.20 |
52.12 |
-1.08 |
-2.0% |
49.05 |
Close |
54.68 |
53.38 |
-1.30 |
-2.4% |
54.68 |
Range |
2.65 |
3.58 |
0.93 |
35.1% |
6.80 |
ATR |
2.85 |
2.91 |
0.05 |
1.8% |
0.00 |
Volume |
105,900 |
98,226 |
-7,674 |
-7.2% |
465,271 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.47 |
62.51 |
55.35 |
|
R3 |
60.89 |
58.93 |
54.36 |
|
R2 |
57.31 |
57.31 |
54.04 |
|
R1 |
55.35 |
55.35 |
53.71 |
54.54 |
PP |
53.73 |
53.73 |
53.73 |
53.33 |
S1 |
51.77 |
51.77 |
53.05 |
50.96 |
S2 |
50.15 |
50.15 |
52.72 |
|
S3 |
46.57 |
48.19 |
52.40 |
|
S4 |
42.99 |
44.61 |
51.41 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.59 |
70.94 |
58.42 |
|
R3 |
66.79 |
64.14 |
56.55 |
|
R2 |
59.99 |
59.99 |
55.93 |
|
R1 |
57.34 |
57.34 |
55.30 |
58.67 |
PP |
53.19 |
53.19 |
53.19 |
53.86 |
S1 |
50.54 |
50.54 |
54.06 |
51.87 |
S2 |
46.39 |
46.39 |
53.43 |
|
S3 |
39.59 |
43.74 |
52.81 |
|
S4 |
32.79 |
36.94 |
50.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.85 |
49.05 |
6.80 |
12.7% |
2.88 |
5.4% |
64% |
False |
False |
100,701 |
10 |
56.10 |
49.05 |
7.05 |
13.2% |
2.74 |
5.1% |
61% |
False |
False |
90,438 |
20 |
56.10 |
45.08 |
11.02 |
20.6% |
2.83 |
5.3% |
75% |
False |
False |
77,724 |
40 |
56.10 |
40.85 |
15.25 |
28.6% |
2.79 |
5.2% |
82% |
False |
False |
62,096 |
60 |
56.10 |
40.85 |
15.25 |
28.6% |
2.73 |
5.1% |
82% |
False |
False |
51,817 |
80 |
59.66 |
40.85 |
18.81 |
35.2% |
2.95 |
5.5% |
67% |
False |
False |
44,346 |
100 |
65.80 |
40.85 |
24.95 |
46.7% |
3.03 |
5.7% |
50% |
False |
False |
38,923 |
120 |
87.13 |
40.85 |
46.28 |
86.7% |
3.23 |
6.0% |
27% |
False |
False |
34,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.92 |
2.618 |
65.07 |
1.618 |
61.49 |
1.000 |
59.28 |
0.618 |
57.91 |
HIGH |
55.70 |
0.618 |
54.33 |
0.500 |
53.91 |
0.382 |
53.49 |
LOW |
52.12 |
0.618 |
49.91 |
1.000 |
48.54 |
1.618 |
46.33 |
2.618 |
42.75 |
4.250 |
36.91 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.91 |
53.28 |
PP |
53.73 |
53.17 |
S1 |
53.56 |
53.07 |
|