NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.38 |
50.73 |
-3.65 |
-6.7% |
56.41 |
High |
54.41 |
51.40 |
-3.01 |
-5.5% |
56.88 |
Low |
50.53 |
49.07 |
-1.46 |
-2.9% |
53.67 |
Close |
50.77 |
50.61 |
-0.16 |
-0.3% |
54.56 |
Range |
3.88 |
2.33 |
-1.55 |
-39.9% |
3.21 |
ATR |
2.64 |
2.61 |
-0.02 |
-0.8% |
0.00 |
Volume |
46,150 |
61,548 |
15,398 |
33.4% |
294,001 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.35 |
56.31 |
51.89 |
|
R3 |
55.02 |
53.98 |
51.25 |
|
R2 |
52.69 |
52.69 |
51.04 |
|
R1 |
51.65 |
51.65 |
50.82 |
51.01 |
PP |
50.36 |
50.36 |
50.36 |
50.04 |
S1 |
49.32 |
49.32 |
50.40 |
48.68 |
S2 |
48.03 |
48.03 |
50.18 |
|
S3 |
45.70 |
46.99 |
49.97 |
|
S4 |
43.37 |
44.66 |
49.33 |
|
|
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 |
55.53 |
49.07 |
6.46 |
12.8% |
2.17 |
4.3% |
24% |
False |
True |
54,910 |
10 |
57.00 |
49.07 |
7.93 |
15.7% |
2.47 |
4.9% |
19% |
False |
True |
58,014 |
20 |
57.50 |
49.07 |
8.43 |
16.7% |
2.48 |
4.9% |
18% |
False |
True |
43,751 |
40 |
57.50 |
43.69 |
13.81 |
27.3% |
2.60 |
5.1% |
50% |
False |
False |
31,587 |
60 |
57.50 |
42.19 |
15.31 |
30.3% |
2.53 |
5.0% |
55% |
False |
False |
25,792 |
80 |
60.72 |
42.19 |
18.53 |
36.6% |
2.67 |
5.3% |
45% |
False |
False |
21,975 |
100 |
61.20 |
42.19 |
19.01 |
37.6% |
2.72 |
5.4% |
44% |
False |
False |
18,805 |
120 |
76.25 |
42.19 |
34.06 |
67.3% |
2.66 |
5.3% |
25% |
False |
False |
16,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.30 |
2.618 |
57.50 |
1.618 |
55.17 |
1.000 |
53.73 |
0.618 |
52.84 |
HIGH |
51.40 |
0.618 |
50.51 |
0.500 |
50.24 |
0.382 |
49.96 |
LOW |
49.07 |
0.618 |
47.63 |
1.000 |
46.74 |
1.618 |
45.30 |
2.618 |
42.97 |
4.250 |
39.17 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
50.49 |
52.18 |
PP |
50.36 |
51.65 |
S1 |
50.24 |
51.13 |
|