NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.59 |
54.23 |
-0.36 |
-0.7% |
56.41 |
High |
55.20 |
55.28 |
0.08 |
0.1% |
56.88 |
Low |
53.82 |
53.90 |
0.08 |
0.1% |
53.67 |
Close |
54.36 |
54.56 |
0.20 |
0.4% |
54.56 |
Range |
1.38 |
1.38 |
0.00 |
0.0% |
3.21 |
ATR |
2.62 |
2.53 |
-0.09 |
-3.4% |
0.00 |
Volume |
50,486 |
47,288 |
-3,198 |
-6.3% |
294,001 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.72 |
58.02 |
55.32 |
|
R3 |
57.34 |
56.64 |
54.94 |
|
R2 |
55.96 |
55.96 |
54.81 |
|
R1 |
55.26 |
55.26 |
54.69 |
55.61 |
PP |
54.58 |
54.58 |
54.58 |
54.76 |
S1 |
53.88 |
53.88 |
54.43 |
54.23 |
S2 |
53.20 |
53.20 |
54.31 |
|
S3 |
51.82 |
52.50 |
54.18 |
|
S4 |
50.44 |
51.12 |
53.80 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.67 |
62.82 |
56.33 |
|
R3 |
61.46 |
59.61 |
55.44 |
|
R2 |
58.25 |
58.25 |
55.15 |
|
R1 |
56.40 |
56.40 |
54.85 |
55.72 |
PP |
55.04 |
55.04 |
55.04 |
54.70 |
S1 |
53.19 |
53.19 |
54.27 |
52.51 |
S2 |
51.83 |
51.83 |
53.97 |
|
S3 |
48.62 |
49.98 |
53.68 |
|
S4 |
45.41 |
46.77 |
52.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.88 |
53.67 |
3.21 |
5.9% |
1.97 |
3.6% |
28% |
False |
False |
58,800 |
10 |
57.50 |
52.57 |
4.93 |
9.0% |
2.42 |
4.4% |
40% |
False |
False |
54,891 |
20 |
57.50 |
50.63 |
6.87 |
12.6% |
2.36 |
4.3% |
57% |
False |
False |
40,436 |
40 |
57.50 |
42.80 |
14.70 |
26.9% |
2.57 |
4.7% |
80% |
False |
False |
29,664 |
60 |
57.50 |
42.19 |
15.31 |
28.1% |
2.53 |
4.6% |
81% |
False |
False |
24,451 |
80 |
60.72 |
42.19 |
18.53 |
34.0% |
2.67 |
4.9% |
67% |
False |
False |
20,846 |
100 |
61.20 |
42.19 |
19.01 |
34.8% |
2.73 |
5.0% |
65% |
False |
False |
17,806 |
120 |
76.25 |
42.19 |
34.06 |
62.4% |
2.64 |
4.8% |
36% |
False |
False |
15,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.15 |
2.618 |
58.89 |
1.618 |
57.51 |
1.000 |
56.66 |
0.618 |
56.13 |
HIGH |
55.28 |
0.618 |
54.75 |
0.500 |
54.59 |
0.382 |
54.43 |
LOW |
53.90 |
0.618 |
53.05 |
1.000 |
52.52 |
1.618 |
51.67 |
2.618 |
50.29 |
4.250 |
48.04 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.59 |
54.60 |
PP |
54.58 |
54.59 |
S1 |
54.57 |
54.57 |
|