NYMEX Light Sweet Crude Oil Future June 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
48.49 |
49.65 |
1.16 |
2.4% |
52.26 |
High |
49.92 |
51.75 |
1.83 |
3.7% |
52.41 |
Low |
48.37 |
49.06 |
0.69 |
1.4% |
46.72 |
Close |
49.62 |
51.55 |
1.93 |
3.9% |
51.55 |
Range |
1.55 |
2.69 |
1.14 |
73.5% |
5.69 |
ATR |
2.58 |
2.59 |
0.01 |
0.3% |
0.00 |
Volume |
238,729 |
227,296 |
-11,433 |
-4.8% |
1,172,699 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.86 |
57.89 |
53.03 |
|
R3 |
56.17 |
55.20 |
52.29 |
|
R2 |
53.48 |
53.48 |
52.04 |
|
R1 |
52.51 |
52.51 |
51.80 |
53.00 |
PP |
50.79 |
50.79 |
50.79 |
51.03 |
S1 |
49.82 |
49.82 |
51.30 |
50.31 |
S2 |
48.10 |
48.10 |
51.06 |
|
S3 |
45.41 |
47.13 |
50.81 |
|
S4 |
42.72 |
44.44 |
50.07 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.30 |
65.11 |
54.68 |
|
R3 |
61.61 |
59.42 |
53.11 |
|
R2 |
55.92 |
55.92 |
52.59 |
|
R1 |
53.73 |
53.73 |
52.07 |
51.98 |
PP |
50.23 |
50.23 |
50.23 |
49.35 |
S1 |
48.04 |
48.04 |
51.03 |
46.29 |
S2 |
44.54 |
44.54 |
50.51 |
|
S3 |
38.85 |
42.35 |
49.99 |
|
S4 |
33.16 |
36.66 |
48.42 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
52.41 |
46.72 |
5.69 |
11.0% |
2.48 |
4.8% |
85% |
False |
False |
234,539 |
10 |
54.81 |
46.72 |
8.09 |
15.7% |
2.26 |
4.4% |
60% |
False |
False |
206,756 |
20 |
55.85 |
46.72 |
9.13 |
17.7% |
2.65 |
5.1% |
53% |
False |
False |
157,236 |
40 |
56.10 |
43.03 |
13.07 |
25.4% |
2.72 |
5.3% |
65% |
False |
False |
110,448 |
60 |
56.10 |
40.85 |
15.25 |
29.6% |
2.63 |
5.1% |
70% |
False |
False |
86,703 |
80 |
59.66 |
40.85 |
18.81 |
36.5% |
2.81 |
5.5% |
57% |
False |
False |
72,102 |
100 |
59.66 |
40.85 |
18.81 |
36.5% |
2.90 |
5.6% |
57% |
False |
False |
62,143 |
120 |
76.00 |
40.85 |
35.15 |
68.2% |
3.06 |
5.9% |
30% |
False |
False |
54,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.18 |
2.618 |
58.79 |
1.618 |
56.10 |
1.000 |
54.44 |
0.618 |
53.41 |
HIGH |
51.75 |
0.618 |
50.72 |
0.500 |
50.41 |
0.382 |
50.09 |
LOW |
49.06 |
0.618 |
47.40 |
1.000 |
46.37 |
1.618 |
44.71 |
2.618 |
42.02 |
4.250 |
37.63 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
51.17 |
50.94 |
PP |
50.79 |
50.33 |
S1 |
50.41 |
49.73 |
|