NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.03 |
51.95 |
-0.08 |
-0.2% |
55.92 |
High |
52.06 |
56.27 |
4.21 |
8.1% |
57.29 |
Low |
50.63 |
51.95 |
1.32 |
2.6% |
54.50 |
Close |
51.77 |
56.10 |
4.33 |
8.4% |
55.48 |
Range |
1.43 |
4.32 |
2.89 |
202.1% |
2.79 |
ATR |
2.63 |
2.76 |
0.13 |
5.1% |
0.00 |
Volume |
37,028 |
33,662 |
-3,366 |
-9.1% |
114,028 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.73 |
66.24 |
58.48 |
|
R3 |
63.41 |
61.92 |
57.29 |
|
R2 |
59.09 |
59.09 |
56.89 |
|
R1 |
57.60 |
57.60 |
56.50 |
58.35 |
PP |
54.77 |
54.77 |
54.77 |
55.15 |
S1 |
53.28 |
53.28 |
55.70 |
54.03 |
S2 |
50.45 |
50.45 |
55.31 |
|
S3 |
46.13 |
48.96 |
54.91 |
|
S4 |
41.81 |
44.64 |
53.72 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.13 |
62.59 |
57.01 |
|
R3 |
61.34 |
59.80 |
56.25 |
|
R2 |
58.55 |
58.55 |
55.99 |
|
R1 |
57.01 |
57.01 |
55.74 |
56.39 |
PP |
55.76 |
55.76 |
55.76 |
55.44 |
S1 |
54.22 |
54.22 |
55.22 |
53.60 |
S2 |
52.97 |
52.97 |
54.97 |
|
S3 |
50.18 |
51.43 |
54.71 |
|
S4 |
47.39 |
48.64 |
53.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.93 |
50.63 |
6.30 |
11.2% |
2.81 |
5.0% |
87% |
False |
False |
28,468 |
10 |
57.29 |
50.63 |
6.66 |
11.9% |
2.29 |
4.1% |
82% |
False |
False |
25,981 |
20 |
57.29 |
46.25 |
11.04 |
19.7% |
2.60 |
4.6% |
89% |
False |
False |
22,998 |
40 |
57.29 |
42.19 |
15.10 |
26.9% |
2.62 |
4.7% |
92% |
False |
False |
19,938 |
60 |
59.10 |
42.19 |
16.91 |
30.1% |
2.57 |
4.6% |
82% |
False |
False |
17,340 |
80 |
60.72 |
42.19 |
18.53 |
33.0% |
2.77 |
4.9% |
75% |
False |
False |
14,860 |
100 |
70.85 |
42.19 |
28.66 |
51.1% |
2.72 |
4.9% |
49% |
False |
False |
12,626 |
120 |
85.30 |
42.19 |
43.11 |
76.8% |
2.58 |
4.6% |
32% |
False |
False |
10,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.63 |
2.618 |
67.58 |
1.618 |
63.26 |
1.000 |
60.59 |
0.618 |
58.94 |
HIGH |
56.27 |
0.618 |
54.62 |
0.500 |
54.11 |
0.382 |
53.60 |
LOW |
51.95 |
0.618 |
49.28 |
1.000 |
47.63 |
1.618 |
44.96 |
2.618 |
40.64 |
4.250 |
33.59 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.44 |
55.22 |
PP |
54.77 |
54.33 |
S1 |
54.11 |
53.45 |
|