NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
51.20 |
52.33 |
1.13 |
2.2% |
53.88 |
High |
53.93 |
54.83 |
0.90 |
1.7% |
55.85 |
Low |
50.14 |
52.24 |
2.10 |
4.2% |
49.05 |
Close |
52.07 |
54.69 |
2.62 |
5.0% |
54.68 |
Range |
3.79 |
2.59 |
-1.20 |
-31.7% |
6.80 |
ATR |
2.98 |
2.96 |
-0.02 |
-0.5% |
0.00 |
Volume |
152,213 |
203,838 |
51,625 |
33.9% |
465,271 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.69 |
60.78 |
56.11 |
|
R3 |
59.10 |
58.19 |
55.40 |
|
R2 |
56.51 |
56.51 |
55.16 |
|
R1 |
55.60 |
55.60 |
54.93 |
56.06 |
PP |
53.92 |
53.92 |
53.92 |
54.15 |
S1 |
53.01 |
53.01 |
54.45 |
53.47 |
S2 |
51.33 |
51.33 |
54.22 |
|
S3 |
48.74 |
50.42 |
53.98 |
|
S4 |
46.15 |
47.83 |
53.27 |
|
|
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 |
10.4% |
3.12 |
5.7% |
80% |
False |
False |
130,191 |
10 |
55.85 |
49.05 |
6.80 |
12.4% |
3.03 |
5.5% |
83% |
False |
False |
107,717 |
20 |
56.10 |
45.95 |
10.15 |
18.6% |
2.81 |
5.1% |
86% |
False |
False |
88,666 |
40 |
56.10 |
40.85 |
15.25 |
27.9% |
2.84 |
5.2% |
91% |
False |
False |
70,323 |
60 |
56.10 |
40.85 |
15.25 |
27.9% |
2.77 |
5.1% |
91% |
False |
False |
57,999 |
80 |
59.66 |
40.85 |
18.81 |
34.4% |
2.92 |
5.3% |
74% |
False |
False |
48,909 |
100 |
65.00 |
40.85 |
24.15 |
44.2% |
3.03 |
5.5% |
57% |
False |
False |
42,995 |
120 |
78.60 |
40.85 |
37.75 |
69.0% |
3.20 |
5.9% |
37% |
False |
False |
38,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.84 |
2.618 |
61.61 |
1.618 |
59.02 |
1.000 |
57.42 |
0.618 |
56.43 |
HIGH |
54.83 |
0.618 |
53.84 |
0.500 |
53.54 |
0.382 |
53.23 |
LOW |
52.24 |
0.618 |
50.64 |
1.000 |
49.65 |
1.618 |
48.05 |
2.618 |
45.46 |
4.250 |
41.23 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.31 |
53.96 |
PP |
53.92 |
53.22 |
S1 |
53.54 |
52.49 |
|