NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.33 |
54.45 |
2.12 |
4.1% |
54.50 |
High |
54.83 |
54.81 |
-0.02 |
0.0% |
55.70 |
Low |
52.24 |
51.61 |
-0.63 |
-1.2% |
50.14 |
Close |
54.69 |
52.98 |
-1.71 |
-3.1% |
54.69 |
Range |
2.59 |
3.20 |
0.61 |
23.6% |
5.56 |
ATR |
2.96 |
2.98 |
0.02 |
0.6% |
0.00 |
Volume |
203,838 |
195,974 |
-7,864 |
-3.9% |
545,056 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.73 |
61.06 |
54.74 |
|
R3 |
59.53 |
57.86 |
53.86 |
|
R2 |
56.33 |
56.33 |
53.57 |
|
R1 |
54.66 |
54.66 |
53.27 |
53.90 |
PP |
53.13 |
53.13 |
53.13 |
52.75 |
S1 |
51.46 |
51.46 |
52.69 |
50.70 |
S2 |
49.93 |
49.93 |
52.39 |
|
S3 |
46.73 |
48.26 |
52.10 |
|
S4 |
43.53 |
45.06 |
51.22 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.19 |
68.00 |
57.75 |
|
R3 |
64.63 |
62.44 |
56.22 |
|
R2 |
59.07 |
59.07 |
55.71 |
|
R1 |
56.88 |
56.88 |
55.20 |
57.98 |
PP |
53.51 |
53.51 |
53.51 |
54.06 |
S1 |
51.32 |
51.32 |
54.18 |
52.42 |
S2 |
47.95 |
47.95 |
53.67 |
|
S3 |
42.39 |
45.76 |
53.16 |
|
S4 |
36.83 |
40.20 |
51.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.70 |
50.14 |
5.56 |
10.5% |
3.23 |
6.1% |
51% |
False |
False |
148,206 |
10 |
55.85 |
49.05 |
6.80 |
12.8% |
3.10 |
5.8% |
58% |
False |
False |
120,630 |
20 |
56.10 |
45.95 |
10.15 |
19.2% |
2.86 |
5.4% |
69% |
False |
False |
95,382 |
40 |
56.10 |
40.85 |
15.25 |
28.8% |
2.88 |
5.4% |
80% |
False |
False |
74,201 |
60 |
56.10 |
40.85 |
15.25 |
28.8% |
2.78 |
5.2% |
80% |
False |
False |
60,727 |
80 |
59.66 |
40.85 |
18.81 |
35.5% |
2.90 |
5.5% |
64% |
False |
False |
51,093 |
100 |
63.70 |
40.85 |
22.85 |
43.1% |
3.02 |
5.7% |
53% |
False |
False |
44,795 |
120 |
78.60 |
40.85 |
37.75 |
71.3% |
3.19 |
6.0% |
32% |
False |
False |
39,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
68.41 |
2.618 |
63.19 |
1.618 |
59.99 |
1.000 |
58.01 |
0.618 |
56.79 |
HIGH |
54.81 |
0.618 |
53.59 |
0.500 |
53.21 |
0.382 |
52.83 |
LOW |
51.61 |
0.618 |
49.63 |
1.000 |
48.41 |
1.618 |
46.43 |
2.618 |
43.23 |
4.250 |
38.01 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.21 |
52.82 |
PP |
53.13 |
52.65 |
S1 |
53.06 |
52.49 |
|