NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.91 |
51.93 |
-0.98 |
-1.9% |
54.50 |
High |
54.15 |
53.30 |
-0.85 |
-1.6% |
55.70 |
Low |
51.96 |
51.45 |
-0.51 |
-1.0% |
50.14 |
Close |
52.52 |
51.77 |
-0.75 |
-1.4% |
54.69 |
Range |
2.19 |
1.85 |
-0.34 |
-15.5% |
5.56 |
ATR |
2.92 |
2.84 |
-0.08 |
-2.6% |
0.00 |
Volume |
176,007 |
210,444 |
34,437 |
19.6% |
545,056 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.72 |
56.60 |
52.79 |
|
R3 |
55.87 |
54.75 |
52.28 |
|
R2 |
54.02 |
54.02 |
52.11 |
|
R1 |
52.90 |
52.90 |
51.94 |
52.54 |
PP |
52.17 |
52.17 |
52.17 |
51.99 |
S1 |
51.05 |
51.05 |
51.60 |
50.69 |
S2 |
50.32 |
50.32 |
51.43 |
|
S3 |
48.47 |
49.20 |
51.26 |
|
S4 |
46.62 |
47.35 |
50.75 |
|
|
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 |
9.1% |
2.72 |
5.3% |
35% |
False |
False |
187,695 |
10 |
55.85 |
49.05 |
6.80 |
13.1% |
2.89 |
5.6% |
40% |
False |
False |
144,668 |
20 |
56.10 |
49.05 |
7.05 |
13.6% |
2.72 |
5.2% |
39% |
False |
False |
110,142 |
40 |
56.10 |
40.85 |
15.25 |
29.5% |
2.80 |
5.4% |
72% |
False |
False |
81,596 |
60 |
56.10 |
40.85 |
15.25 |
29.5% |
2.74 |
5.3% |
72% |
False |
False |
66,029 |
80 |
59.66 |
40.85 |
18.81 |
36.3% |
2.86 |
5.5% |
58% |
False |
False |
55,245 |
100 |
61.33 |
40.85 |
20.48 |
39.6% |
3.01 |
5.8% |
53% |
False |
False |
48,445 |
120 |
76.00 |
40.85 |
35.15 |
67.9% |
3.16 |
6.1% |
31% |
False |
False |
42,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.16 |
2.618 |
58.14 |
1.618 |
56.29 |
1.000 |
55.15 |
0.618 |
54.44 |
HIGH |
53.30 |
0.618 |
52.59 |
0.500 |
52.38 |
0.382 |
52.16 |
LOW |
51.45 |
0.618 |
50.31 |
1.000 |
49.60 |
1.618 |
48.46 |
2.618 |
46.61 |
4.250 |
43.59 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.38 |
53.13 |
PP |
52.17 |
52.68 |
S1 |
51.97 |
52.22 |
|