NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
53.61 |
51.20 |
-2.41 |
-4.5% |
53.88 |
High |
54.22 |
53.93 |
-0.29 |
-0.5% |
55.85 |
Low |
51.21 |
50.14 |
-1.07 |
-2.1% |
49.05 |
Close |
51.91 |
52.07 |
0.16 |
0.3% |
54.68 |
Range |
3.01 |
3.79 |
0.78 |
25.9% |
6.80 |
ATR |
2.91 |
2.98 |
0.06 |
2.1% |
0.00 |
Volume |
90,779 |
152,213 |
61,434 |
67.7% |
465,271 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.42 |
61.53 |
54.15 |
|
R3 |
59.63 |
57.74 |
53.11 |
|
R2 |
55.84 |
55.84 |
52.76 |
|
R1 |
53.95 |
53.95 |
52.42 |
54.90 |
PP |
52.05 |
52.05 |
52.05 |
52.52 |
S1 |
50.16 |
50.16 |
51.72 |
51.11 |
S2 |
48.26 |
48.26 |
51.38 |
|
S3 |
44.47 |
46.37 |
51.03 |
|
S4 |
40.68 |
42.58 |
49.99 |
|
|
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 |
50.14 |
5.71 |
11.0% |
3.49 |
6.7% |
34% |
False |
True |
109,309 |
10 |
56.10 |
49.05 |
7.05 |
13.5% |
3.08 |
5.9% |
43% |
False |
False |
99,295 |
20 |
56.10 |
45.11 |
10.99 |
21.1% |
2.89 |
5.5% |
63% |
False |
False |
82,236 |
40 |
56.10 |
40.85 |
15.25 |
29.3% |
2.81 |
5.4% |
74% |
False |
False |
66,140 |
60 |
56.10 |
40.85 |
15.25 |
29.3% |
2.78 |
5.3% |
74% |
False |
False |
55,030 |
80 |
59.66 |
40.85 |
18.81 |
36.1% |
2.93 |
5.6% |
60% |
False |
False |
46,700 |
100 |
65.00 |
40.85 |
24.15 |
46.4% |
3.05 |
5.9% |
46% |
False |
False |
41,076 |
120 |
78.60 |
40.85 |
37.75 |
72.5% |
3.22 |
6.2% |
30% |
False |
False |
36,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.04 |
2.618 |
63.85 |
1.618 |
60.06 |
1.000 |
57.72 |
0.618 |
56.27 |
HIGH |
53.93 |
0.618 |
52.48 |
0.500 |
52.04 |
0.382 |
51.59 |
LOW |
50.14 |
0.618 |
47.80 |
1.000 |
46.35 |
1.618 |
44.01 |
2.618 |
40.22 |
4.250 |
34.03 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.06 |
52.92 |
PP |
52.05 |
52.64 |
S1 |
52.04 |
52.35 |
|