NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.86 |
56.41 |
1.55 |
2.8% |
57.00 |
High |
57.00 |
56.88 |
-0.12 |
-0.2% |
57.50 |
Low |
54.58 |
53.87 |
-0.71 |
-1.3% |
52.57 |
Close |
56.90 |
55.33 |
-1.57 |
-2.8% |
56.90 |
Range |
2.42 |
3.01 |
0.59 |
24.4% |
4.93 |
ATR |
2.80 |
2.82 |
0.02 |
0.6% |
0.00 |
Volume |
84,368 |
69,709 |
-14,659 |
-17.4% |
216,457 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.39 |
62.87 |
56.99 |
|
R3 |
61.38 |
59.86 |
56.16 |
|
R2 |
58.37 |
58.37 |
55.88 |
|
R1 |
56.85 |
56.85 |
55.61 |
56.11 |
PP |
55.36 |
55.36 |
55.36 |
54.99 |
S1 |
53.84 |
53.84 |
55.05 |
53.10 |
S2 |
52.35 |
52.35 |
54.78 |
|
S3 |
49.34 |
50.83 |
54.50 |
|
S4 |
46.33 |
47.82 |
53.67 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.45 |
68.60 |
59.61 |
|
R3 |
65.52 |
63.67 |
58.26 |
|
R2 |
60.59 |
60.59 |
57.80 |
|
R1 |
58.74 |
58.74 |
57.35 |
57.20 |
PP |
55.66 |
55.66 |
55.66 |
54.89 |
S1 |
53.81 |
53.81 |
56.45 |
52.27 |
S2 |
50.73 |
50.73 |
56.00 |
|
S3 |
45.80 |
48.88 |
55.54 |
|
S4 |
40.87 |
43.95 |
54.19 |
|
|
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 |
8.9% |
3.01 |
5.4% |
56% |
False |
False |
57,233 |
10 |
57.50 |
50.63 |
6.87 |
12.4% |
2.89 |
5.2% |
68% |
False |
False |
44,544 |
20 |
57.50 |
47.02 |
10.48 |
18.9% |
2.66 |
4.8% |
79% |
False |
False |
32,752 |
40 |
57.50 |
42.19 |
15.31 |
27.7% |
2.71 |
4.9% |
86% |
False |
False |
25,951 |
60 |
57.50 |
42.19 |
15.31 |
27.7% |
2.59 |
4.7% |
86% |
False |
False |
21,600 |
80 |
60.72 |
42.19 |
18.53 |
33.5% |
2.71 |
4.9% |
71% |
False |
False |
18,412 |
100 |
64.57 |
42.19 |
22.38 |
40.4% |
2.75 |
5.0% |
59% |
False |
False |
15,686 |
120 |
78.55 |
42.19 |
36.36 |
65.7% |
2.63 |
4.7% |
36% |
False |
False |
13,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.67 |
2.618 |
64.76 |
1.618 |
61.75 |
1.000 |
59.89 |
0.618 |
58.74 |
HIGH |
56.88 |
0.618 |
55.73 |
0.500 |
55.38 |
0.382 |
55.02 |
LOW |
53.87 |
0.618 |
52.01 |
1.000 |
50.86 |
1.618 |
49.00 |
2.618 |
45.99 |
4.250 |
41.08 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.38 |
55.15 |
PP |
55.36 |
54.97 |
S1 |
55.35 |
54.79 |
|