NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.23 |
54.38 |
0.15 |
0.3% |
56.41 |
High |
55.28 |
54.41 |
-0.87 |
-1.6% |
56.88 |
Low |
53.90 |
50.53 |
-3.37 |
-6.3% |
53.67 |
Close |
54.56 |
50.77 |
-3.79 |
-6.9% |
54.56 |
Range |
1.38 |
3.88 |
2.50 |
181.2% |
3.21 |
ATR |
2.53 |
2.64 |
0.11 |
4.2% |
0.00 |
Volume |
47,288 |
46,150 |
-1,138 |
-2.4% |
294,001 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.54 |
61.04 |
52.90 |
|
R3 |
59.66 |
57.16 |
51.84 |
|
R2 |
55.78 |
55.78 |
51.48 |
|
R1 |
53.28 |
53.28 |
51.13 |
52.59 |
PP |
51.90 |
51.90 |
51.90 |
51.56 |
S1 |
49.40 |
49.40 |
50.41 |
48.71 |
S2 |
48.02 |
48.02 |
50.06 |
|
S3 |
44.14 |
45.52 |
49.70 |
|
S4 |
40.26 |
41.64 |
48.64 |
|
|
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 |
56.51 |
50.53 |
5.98 |
11.8% |
2.15 |
4.2% |
4% |
False |
True |
54,088 |
10 |
57.50 |
50.53 |
6.97 |
13.7% |
2.58 |
5.1% |
3% |
False |
True |
55,660 |
20 |
57.50 |
50.53 |
6.97 |
13.7% |
2.47 |
4.9% |
3% |
False |
True |
41,495 |
40 |
57.50 |
43.42 |
14.08 |
27.7% |
2.61 |
5.1% |
52% |
False |
False |
30,349 |
60 |
57.50 |
42.19 |
15.31 |
30.2% |
2.56 |
5.0% |
56% |
False |
False |
24,987 |
80 |
60.72 |
42.19 |
18.53 |
36.5% |
2.67 |
5.3% |
46% |
False |
False |
21,324 |
100 |
61.20 |
42.19 |
19.01 |
37.4% |
2.75 |
5.4% |
45% |
False |
False |
18,226 |
120 |
76.25 |
42.19 |
34.06 |
67.1% |
2.66 |
5.2% |
25% |
False |
False |
15,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.90 |
2.618 |
64.57 |
1.618 |
60.69 |
1.000 |
58.29 |
0.618 |
56.81 |
HIGH |
54.41 |
0.618 |
52.93 |
0.500 |
52.47 |
0.382 |
52.01 |
LOW |
50.53 |
0.618 |
48.13 |
1.000 |
46.65 |
1.618 |
44.25 |
2.618 |
40.37 |
4.250 |
34.04 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.47 |
52.91 |
PP |
51.90 |
52.19 |
S1 |
51.34 |
51.48 |
|