NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.73 |
53.65 |
-2.08 |
-3.7% |
55.10 |
High |
56.29 |
56.19 |
-0.10 |
-0.2% |
57.24 |
Low |
53.67 |
52.57 |
-1.10 |
-2.0% |
50.63 |
Close |
54.29 |
54.48 |
0.19 |
0.3% |
56.52 |
Range |
2.62 |
3.62 |
1.00 |
38.2% |
6.61 |
ATR |
2.76 |
2.83 |
0.06 |
2.2% |
0.00 |
Volume |
39,364 |
54,718 |
15,354 |
39.0% |
159,277 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.27 |
63.50 |
56.47 |
|
R3 |
61.65 |
59.88 |
55.48 |
|
R2 |
58.03 |
58.03 |
55.14 |
|
R1 |
56.26 |
56.26 |
54.81 |
57.15 |
PP |
54.41 |
54.41 |
54.41 |
54.86 |
S1 |
52.64 |
52.64 |
54.15 |
53.53 |
S2 |
50.79 |
50.79 |
53.82 |
|
S3 |
47.17 |
49.02 |
53.48 |
|
S4 |
43.55 |
45.40 |
52.49 |
|
|
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 |
51.95 |
5.55 |
10.2% |
3.24 |
6.0% |
46% |
False |
False |
40,842 |
10 |
57.50 |
50.63 |
6.87 |
12.6% |
2.78 |
5.1% |
56% |
False |
False |
34,116 |
20 |
57.50 |
46.25 |
11.25 |
20.6% |
2.70 |
5.0% |
73% |
False |
False |
27,041 |
40 |
57.50 |
42.19 |
15.31 |
28.1% |
2.65 |
4.9% |
80% |
False |
False |
22,796 |
60 |
57.50 |
42.19 |
15.31 |
28.1% |
2.60 |
4.8% |
80% |
False |
False |
19,414 |
80 |
60.72 |
42.19 |
18.53 |
34.0% |
2.75 |
5.0% |
66% |
False |
False |
16,664 |
100 |
65.19 |
42.19 |
23.00 |
42.2% |
2.75 |
5.1% |
53% |
False |
False |
14,219 |
120 |
78.55 |
42.19 |
36.36 |
66.7% |
2.62 |
4.8% |
34% |
False |
False |
12,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.58 |
2.618 |
65.67 |
1.618 |
62.05 |
1.000 |
59.81 |
0.618 |
58.43 |
HIGH |
56.19 |
0.618 |
54.81 |
0.500 |
54.38 |
0.382 |
53.95 |
LOW |
52.57 |
0.618 |
50.33 |
1.000 |
48.95 |
1.618 |
46.71 |
2.618 |
43.09 |
4.250 |
37.19 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.45 |
55.04 |
PP |
54.41 |
54.85 |
S1 |
54.38 |
54.67 |
|