NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.29 |
54.40 |
-0.89 |
-1.6% |
57.00 |
High |
56.51 |
55.53 |
-0.98 |
-1.7% |
57.50 |
Low |
54.27 |
53.67 |
-0.60 |
-1.1% |
52.57 |
Close |
54.93 |
54.09 |
-0.84 |
-1.5% |
56.90 |
Range |
2.24 |
1.86 |
-0.38 |
-17.0% |
4.93 |
ATR |
2.78 |
2.71 |
-0.07 |
-2.4% |
0.00 |
Volume |
57,437 |
69,081 |
11,644 |
20.3% |
216,457 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.01 |
58.91 |
55.11 |
|
R3 |
58.15 |
57.05 |
54.60 |
|
R2 |
56.29 |
56.29 |
54.43 |
|
R1 |
55.19 |
55.19 |
54.26 |
54.81 |
PP |
54.43 |
54.43 |
54.43 |
54.24 |
S1 |
53.33 |
53.33 |
53.92 |
52.95 |
S2 |
52.57 |
52.57 |
53.75 |
|
S3 |
50.71 |
51.47 |
53.58 |
|
S4 |
48.85 |
49.61 |
53.07 |
|
|
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 |
8.2% |
2.63 |
4.9% |
34% |
False |
False |
67,062 |
10 |
57.50 |
50.63 |
6.87 |
12.7% |
2.72 |
5.0% |
50% |
False |
False |
52,183 |
20 |
57.50 |
50.23 |
7.27 |
13.4% |
2.54 |
4.7% |
53% |
False |
False |
37,645 |
40 |
57.50 |
42.19 |
15.31 |
28.3% |
2.64 |
4.9% |
78% |
False |
False |
28,136 |
60 |
57.50 |
42.19 |
15.31 |
28.3% |
2.56 |
4.7% |
78% |
False |
False |
23,273 |
80 |
60.72 |
42.19 |
18.53 |
34.3% |
2.69 |
5.0% |
64% |
False |
False |
19,856 |
100 |
61.20 |
42.19 |
19.01 |
35.1% |
2.74 |
5.1% |
63% |
False |
False |
16,892 |
120 |
76.25 |
42.19 |
34.06 |
63.0% |
2.64 |
4.9% |
35% |
False |
False |
14,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.44 |
2.618 |
60.40 |
1.618 |
58.54 |
1.000 |
57.39 |
0.618 |
56.68 |
HIGH |
55.53 |
0.618 |
54.82 |
0.500 |
54.60 |
0.382 |
54.38 |
LOW |
53.67 |
0.618 |
52.52 |
1.000 |
51.81 |
1.618 |
50.66 |
2.618 |
48.80 |
4.250 |
45.77 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.60 |
55.28 |
PP |
54.43 |
54.88 |
S1 |
54.26 |
54.49 |
|