NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.45 |
52.91 |
-1.54 |
-2.8% |
54.50 |
High |
54.81 |
54.15 |
-0.66 |
-1.2% |
55.70 |
Low |
51.61 |
51.96 |
0.35 |
0.7% |
50.14 |
Close |
52.98 |
52.52 |
-0.46 |
-0.9% |
54.69 |
Range |
3.20 |
2.19 |
-1.01 |
-31.6% |
5.56 |
ATR |
2.98 |
2.92 |
-0.06 |
-1.9% |
0.00 |
Volume |
195,974 |
176,007 |
-19,967 |
-10.2% |
545,056 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.45 |
58.17 |
53.72 |
|
R3 |
57.26 |
55.98 |
53.12 |
|
R2 |
55.07 |
55.07 |
52.92 |
|
R1 |
53.79 |
53.79 |
52.72 |
53.34 |
PP |
52.88 |
52.88 |
52.88 |
52.65 |
S1 |
51.60 |
51.60 |
52.32 |
51.15 |
S2 |
50.69 |
50.69 |
52.12 |
|
S3 |
48.50 |
49.41 |
51.92 |
|
S4 |
46.31 |
47.22 |
51.32 |
|
|
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 |
54.83 |
50.14 |
4.69 |
8.9% |
2.96 |
5.6% |
51% |
False |
False |
163,762 |
10 |
55.85 |
49.05 |
6.80 |
12.9% |
2.92 |
5.6% |
51% |
False |
False |
132,231 |
20 |
56.10 |
48.19 |
7.91 |
15.1% |
2.80 |
5.3% |
55% |
False |
False |
102,080 |
40 |
56.10 |
40.85 |
15.25 |
29.0% |
2.88 |
5.5% |
77% |
False |
False |
77,416 |
60 |
56.10 |
40.85 |
15.25 |
29.0% |
2.75 |
5.2% |
77% |
False |
False |
63,109 |
80 |
59.66 |
40.85 |
18.81 |
35.8% |
2.89 |
5.5% |
62% |
False |
False |
52,972 |
100 |
61.33 |
40.85 |
20.48 |
39.0% |
3.00 |
5.7% |
57% |
False |
False |
46,422 |
120 |
77.65 |
40.85 |
36.80 |
70.1% |
3.18 |
6.1% |
32% |
False |
False |
41,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.46 |
2.618 |
59.88 |
1.618 |
57.69 |
1.000 |
56.34 |
0.618 |
55.50 |
HIGH |
54.15 |
0.618 |
53.31 |
0.500 |
53.06 |
0.382 |
52.80 |
LOW |
51.96 |
0.618 |
50.61 |
1.000 |
49.77 |
1.618 |
48.42 |
2.618 |
46.23 |
4.250 |
42.65 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.06 |
53.22 |
PP |
52.88 |
52.99 |
S1 |
52.70 |
52.75 |
|