NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.50 |
53.61 |
-0.89 |
-1.6% |
53.88 |
High |
55.70 |
54.22 |
-1.48 |
-2.7% |
55.85 |
Low |
52.12 |
51.21 |
-0.91 |
-1.7% |
49.05 |
Close |
53.38 |
51.91 |
-1.47 |
-2.8% |
54.68 |
Range |
3.58 |
3.01 |
-0.57 |
-15.9% |
6.80 |
ATR |
2.91 |
2.91 |
0.01 |
0.3% |
0.00 |
Volume |
98,226 |
90,779 |
-7,447 |
-7.6% |
465,271 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.48 |
59.70 |
53.57 |
|
R3 |
58.47 |
56.69 |
52.74 |
|
R2 |
55.46 |
55.46 |
52.46 |
|
R1 |
53.68 |
53.68 |
52.19 |
53.07 |
PP |
52.45 |
52.45 |
52.45 |
52.14 |
S1 |
50.67 |
50.67 |
51.63 |
50.06 |
S2 |
49.44 |
49.44 |
51.36 |
|
S3 |
46.43 |
47.66 |
51.08 |
|
S4 |
43.42 |
44.65 |
50.25 |
|
|
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 |
13.1% |
3.05 |
5.9% |
42% |
False |
False |
101,641 |
10 |
56.10 |
49.05 |
7.05 |
13.6% |
2.90 |
5.6% |
41% |
False |
False |
91,620 |
20 |
56.10 |
45.08 |
11.02 |
21.2% |
2.86 |
5.5% |
62% |
False |
False |
78,258 |
40 |
56.10 |
40.85 |
15.25 |
29.4% |
2.81 |
5.4% |
73% |
False |
False |
63,197 |
60 |
56.10 |
40.85 |
15.25 |
29.4% |
2.75 |
5.3% |
73% |
False |
False |
52,928 |
80 |
59.66 |
40.85 |
18.81 |
36.2% |
2.95 |
5.7% |
59% |
False |
False |
45,223 |
100 |
65.00 |
40.85 |
24.15 |
46.5% |
3.04 |
5.9% |
46% |
False |
False |
39,686 |
120 |
79.12 |
40.85 |
38.27 |
73.7% |
3.20 |
6.2% |
29% |
False |
False |
35,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.01 |
2.618 |
62.10 |
1.618 |
59.09 |
1.000 |
57.23 |
0.618 |
56.08 |
HIGH |
54.22 |
0.618 |
53.07 |
0.500 |
52.72 |
0.382 |
52.36 |
LOW |
51.21 |
0.618 |
49.35 |
1.000 |
48.20 |
1.618 |
46.34 |
2.618 |
43.33 |
4.250 |
38.42 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.72 |
53.53 |
PP |
52.45 |
52.99 |
S1 |
52.18 |
52.45 |
|