NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.60 |
57.00 |
1.40 |
2.5% |
55.10 |
High |
57.24 |
57.50 |
0.26 |
0.5% |
57.24 |
Low |
54.97 |
54.11 |
-0.86 |
-1.6% |
50.63 |
Close |
56.52 |
55.40 |
-1.12 |
-2.0% |
56.52 |
Range |
2.27 |
3.39 |
1.12 |
49.3% |
6.61 |
ATR |
2.73 |
2.78 |
0.05 |
1.7% |
0.00 |
Volume |
38,461 |
38,007 |
-454 |
-1.2% |
159,277 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.84 |
64.01 |
57.26 |
|
R3 |
62.45 |
60.62 |
56.33 |
|
R2 |
59.06 |
59.06 |
56.02 |
|
R1 |
57.23 |
57.23 |
55.71 |
56.45 |
PP |
55.67 |
55.67 |
55.67 |
55.28 |
S1 |
53.84 |
53.84 |
55.09 |
53.06 |
S2 |
52.28 |
52.28 |
54.78 |
|
S3 |
48.89 |
50.45 |
54.47 |
|
S4 |
45.50 |
47.06 |
53.54 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.63 |
72.18 |
60.16 |
|
R3 |
68.02 |
65.57 |
58.34 |
|
R2 |
61.41 |
61.41 |
57.73 |
|
R1 |
58.96 |
58.96 |
57.13 |
60.19 |
PP |
54.80 |
54.80 |
54.80 |
55.41 |
S1 |
52.35 |
52.35 |
55.91 |
53.58 |
S2 |
48.19 |
48.19 |
55.31 |
|
S3 |
41.58 |
45.74 |
54.70 |
|
S4 |
34.97 |
39.13 |
52.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.50 |
50.63 |
6.87 |
12.4% |
2.72 |
4.9% |
69% |
True |
False |
34,769 |
10 |
57.50 |
50.63 |
6.87 |
12.4% |
2.48 |
4.5% |
69% |
True |
False |
29,488 |
20 |
57.50 |
46.25 |
11.25 |
20.3% |
2.64 |
4.8% |
81% |
True |
False |
25,025 |
40 |
57.50 |
42.19 |
15.31 |
27.6% |
2.64 |
4.8% |
86% |
True |
False |
21,162 |
60 |
57.50 |
42.19 |
15.31 |
27.6% |
2.54 |
4.6% |
86% |
True |
False |
18,221 |
80 |
60.72 |
42.19 |
18.53 |
33.4% |
2.77 |
5.0% |
71% |
False |
False |
15,662 |
100 |
66.15 |
42.19 |
23.96 |
43.2% |
2.72 |
4.9% |
55% |
False |
False |
13,335 |
120 |
85.30 |
42.19 |
43.11 |
77.8% |
2.60 |
4.7% |
31% |
False |
False |
11,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.91 |
2.618 |
66.38 |
1.618 |
62.99 |
1.000 |
60.89 |
0.618 |
59.60 |
HIGH |
57.50 |
0.618 |
56.21 |
0.500 |
55.81 |
0.382 |
55.40 |
LOW |
54.11 |
0.618 |
52.01 |
1.000 |
50.72 |
1.618 |
48.62 |
2.618 |
45.23 |
4.250 |
39.70 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.81 |
55.18 |
PP |
55.67 |
54.95 |
S1 |
55.54 |
54.73 |
|