NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
53.65 |
54.86 |
1.21 |
2.3% |
55.10 |
High |
56.19 |
57.00 |
0.81 |
1.4% |
57.24 |
Low |
52.57 |
54.58 |
2.01 |
3.8% |
50.63 |
Close |
54.48 |
56.90 |
2.42 |
4.4% |
56.52 |
Range |
3.62 |
2.42 |
-1.20 |
-33.1% |
6.61 |
ATR |
2.83 |
2.80 |
-0.02 |
-0.8% |
0.00 |
Volume |
54,718 |
84,368 |
29,650 |
54.2% |
159,277 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.42 |
62.58 |
58.23 |
|
R3 |
61.00 |
60.16 |
57.57 |
|
R2 |
58.58 |
58.58 |
57.34 |
|
R1 |
57.74 |
57.74 |
57.12 |
58.16 |
PP |
56.16 |
56.16 |
56.16 |
56.37 |
S1 |
55.32 |
55.32 |
56.68 |
55.74 |
S2 |
53.74 |
53.74 |
56.46 |
|
S3 |
51.32 |
52.90 |
56.23 |
|
S4 |
48.90 |
50.48 |
55.57 |
|
|
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 |
52.57 |
4.93 |
8.7% |
2.86 |
5.0% |
88% |
False |
False |
50,983 |
10 |
57.50 |
50.63 |
6.87 |
12.1% |
2.84 |
5.0% |
91% |
False |
False |
39,726 |
20 |
57.50 |
47.02 |
10.48 |
18.4% |
2.62 |
4.6% |
94% |
False |
False |
30,014 |
40 |
57.50 |
42.19 |
15.31 |
26.9% |
2.67 |
4.7% |
96% |
False |
False |
24,609 |
60 |
57.50 |
42.19 |
15.31 |
26.9% |
2.59 |
4.6% |
96% |
False |
False |
20,683 |
80 |
60.72 |
42.19 |
18.53 |
32.6% |
2.74 |
4.8% |
79% |
False |
False |
17,597 |
100 |
64.57 |
42.19 |
22.38 |
39.3% |
2.74 |
4.8% |
66% |
False |
False |
15,037 |
120 |
78.55 |
42.19 |
36.36 |
63.9% |
2.60 |
4.6% |
40% |
False |
False |
13,007 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.29 |
2.618 |
63.34 |
1.618 |
60.92 |
1.000 |
59.42 |
0.618 |
58.50 |
HIGH |
57.00 |
0.618 |
56.08 |
0.500 |
55.79 |
0.382 |
55.50 |
LOW |
54.58 |
0.618 |
53.08 |
1.000 |
52.16 |
1.618 |
50.66 |
2.618 |
48.24 |
4.250 |
44.30 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.53 |
56.20 |
PP |
56.16 |
55.49 |
S1 |
55.79 |
54.79 |
|