NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.21 |
52.00 |
-0.21 |
-0.4% |
54.45 |
High |
53.00 |
53.21 |
0.21 |
0.4% |
54.81 |
Low |
51.60 |
51.64 |
0.04 |
0.1% |
51.45 |
Close |
52.16 |
52.47 |
0.31 |
0.6% |
52.47 |
Range |
1.40 |
1.57 |
0.17 |
12.1% |
3.36 |
ATR |
2.74 |
2.66 |
-0.08 |
-3.1% |
0.00 |
Volume |
161,407 |
151,035 |
-10,372 |
-6.4% |
894,867 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.15 |
56.38 |
53.33 |
|
R3 |
55.58 |
54.81 |
52.90 |
|
R2 |
54.01 |
54.01 |
52.76 |
|
R1 |
53.24 |
53.24 |
52.61 |
53.63 |
PP |
52.44 |
52.44 |
52.44 |
52.63 |
S1 |
51.67 |
51.67 |
52.33 |
52.06 |
S2 |
50.87 |
50.87 |
52.18 |
|
S3 |
49.30 |
50.10 |
52.04 |
|
S4 |
47.73 |
48.53 |
51.61 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.99 |
61.09 |
54.32 |
|
R3 |
59.63 |
57.73 |
53.39 |
|
R2 |
56.27 |
56.27 |
53.09 |
|
R1 |
54.37 |
54.37 |
52.78 |
53.64 |
PP |
52.91 |
52.91 |
52.91 |
52.55 |
S1 |
51.01 |
51.01 |
52.16 |
50.28 |
S2 |
49.55 |
49.55 |
51.85 |
|
S3 |
46.19 |
47.65 |
51.55 |
|
S4 |
42.83 |
44.29 |
50.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.81 |
51.45 |
3.36 |
6.4% |
2.04 |
3.9% |
30% |
False |
False |
178,973 |
10 |
55.85 |
50.14 |
5.71 |
10.9% |
2.58 |
4.9% |
41% |
False |
False |
154,582 |
20 |
56.10 |
49.05 |
7.05 |
13.4% |
2.55 |
4.9% |
49% |
False |
False |
119,274 |
40 |
56.10 |
41.46 |
14.64 |
27.9% |
2.74 |
5.2% |
75% |
False |
False |
86,961 |
60 |
56.10 |
40.85 |
15.25 |
29.1% |
2.69 |
5.1% |
76% |
False |
False |
70,124 |
80 |
59.66 |
40.85 |
18.81 |
35.8% |
2.84 |
5.4% |
62% |
False |
False |
58,244 |
100 |
61.33 |
40.85 |
20.48 |
39.0% |
2.97 |
5.7% |
57% |
False |
False |
51,255 |
120 |
76.00 |
40.85 |
35.15 |
67.0% |
3.13 |
6.0% |
33% |
False |
False |
45,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.88 |
2.618 |
57.32 |
1.618 |
55.75 |
1.000 |
54.78 |
0.618 |
54.18 |
HIGH |
53.21 |
0.618 |
52.61 |
0.500 |
52.43 |
0.382 |
52.24 |
LOW |
51.64 |
0.618 |
50.67 |
1.000 |
50.07 |
1.618 |
49.10 |
2.618 |
47.53 |
4.250 |
44.97 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.46 |
52.44 |
PP |
52.44 |
52.41 |
S1 |
52.43 |
52.38 |
|