NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.41 |
55.29 |
-1.12 |
-2.0% |
57.00 |
High |
56.88 |
56.51 |
-0.37 |
-0.7% |
57.50 |
Low |
53.87 |
54.27 |
0.40 |
0.7% |
52.57 |
Close |
55.33 |
54.93 |
-0.40 |
-0.7% |
56.90 |
Range |
3.01 |
2.24 |
-0.77 |
-25.6% |
4.93 |
ATR |
2.82 |
2.78 |
-0.04 |
-1.5% |
0.00 |
Volume |
69,709 |
57,437 |
-12,272 |
-17.6% |
216,457 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.96 |
60.68 |
56.16 |
|
R3 |
59.72 |
58.44 |
55.55 |
|
R2 |
57.48 |
57.48 |
55.34 |
|
R1 |
56.20 |
56.20 |
55.14 |
55.72 |
PP |
55.24 |
55.24 |
55.24 |
55.00 |
S1 |
53.96 |
53.96 |
54.72 |
53.48 |
S2 |
53.00 |
53.00 |
54.52 |
|
S3 |
50.76 |
51.72 |
54.31 |
|
S4 |
48.52 |
49.48 |
53.70 |
|
|
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 |
57.00 |
52.57 |
4.43 |
8.1% |
2.78 |
5.1% |
53% |
False |
False |
61,119 |
10 |
57.50 |
50.63 |
6.87 |
12.5% |
2.75 |
5.0% |
63% |
False |
False |
47,944 |
20 |
57.50 |
49.09 |
8.41 |
15.3% |
2.62 |
4.8% |
69% |
False |
False |
35,057 |
40 |
57.50 |
42.19 |
15.31 |
27.9% |
2.72 |
5.0% |
83% |
False |
False |
26,936 |
60 |
57.50 |
42.19 |
15.31 |
27.9% |
2.57 |
4.7% |
83% |
False |
False |
22,323 |
80 |
60.72 |
42.19 |
18.53 |
33.7% |
2.70 |
4.9% |
69% |
False |
False |
19,079 |
100 |
61.20 |
42.19 |
19.01 |
34.6% |
2.74 |
5.0% |
67% |
False |
False |
16,227 |
120 |
76.25 |
42.19 |
34.06 |
62.0% |
2.64 |
4.8% |
37% |
False |
False |
14,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.03 |
2.618 |
62.37 |
1.618 |
60.13 |
1.000 |
58.75 |
0.618 |
57.89 |
HIGH |
56.51 |
0.618 |
55.65 |
0.500 |
55.39 |
0.382 |
55.13 |
LOW |
54.27 |
0.618 |
52.89 |
1.000 |
52.03 |
1.618 |
50.65 |
2.618 |
48.41 |
4.250 |
44.75 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.39 |
55.44 |
PP |
55.24 |
55.27 |
S1 |
55.08 |
55.10 |
|