NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
57.00 |
55.73 |
-1.27 |
-2.2% |
55.10 |
High |
57.50 |
56.29 |
-1.21 |
-2.1% |
57.24 |
Low |
54.11 |
53.67 |
-0.44 |
-0.8% |
50.63 |
Close |
55.40 |
54.29 |
-1.11 |
-2.0% |
56.52 |
Range |
3.39 |
2.62 |
-0.77 |
-22.7% |
6.61 |
ATR |
2.78 |
2.76 |
-0.01 |
-0.4% |
0.00 |
Volume |
38,007 |
39,364 |
1,357 |
3.6% |
159,277 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.61 |
61.07 |
55.73 |
|
R3 |
59.99 |
58.45 |
55.01 |
|
R2 |
57.37 |
57.37 |
54.77 |
|
R1 |
55.83 |
55.83 |
54.53 |
55.29 |
PP |
54.75 |
54.75 |
54.75 |
54.48 |
S1 |
53.21 |
53.21 |
54.05 |
52.67 |
S2 |
52.13 |
52.13 |
53.81 |
|
S3 |
49.51 |
50.59 |
53.57 |
|
S4 |
46.89 |
47.97 |
52.85 |
|
|
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 |
12.7% |
2.81 |
5.2% |
53% |
False |
False |
37,304 |
10 |
57.50 |
50.63 |
6.87 |
12.7% |
2.62 |
4.8% |
53% |
False |
False |
30,706 |
20 |
57.50 |
46.25 |
11.25 |
20.7% |
2.66 |
4.9% |
71% |
False |
False |
25,467 |
40 |
57.50 |
42.19 |
15.31 |
28.2% |
2.65 |
4.9% |
79% |
False |
False |
21,694 |
60 |
57.50 |
42.19 |
15.31 |
28.2% |
2.56 |
4.7% |
79% |
False |
False |
18,680 |
80 |
60.72 |
42.19 |
18.53 |
34.1% |
2.77 |
5.1% |
65% |
False |
False |
16,085 |
100 |
65.19 |
42.19 |
23.00 |
42.4% |
2.73 |
5.0% |
53% |
False |
False |
13,707 |
120 |
78.55 |
42.19 |
36.36 |
67.0% |
2.59 |
4.8% |
33% |
False |
False |
11,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.43 |
2.618 |
63.15 |
1.618 |
60.53 |
1.000 |
58.91 |
0.618 |
57.91 |
HIGH |
56.29 |
0.618 |
55.29 |
0.500 |
54.98 |
0.382 |
54.67 |
LOW |
53.67 |
0.618 |
52.05 |
1.000 |
51.05 |
1.618 |
49.43 |
2.618 |
46.81 |
4.250 |
42.54 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.98 |
55.59 |
PP |
54.75 |
55.15 |
S1 |
54.52 |
54.72 |
|