NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
50.73 |
50.95 |
0.22 |
0.4% |
56.41 |
High |
51.40 |
51.14 |
-0.26 |
-0.5% |
56.88 |
Low |
49.07 |
49.72 |
0.65 |
1.3% |
53.67 |
Close |
50.61 |
50.70 |
0.09 |
0.2% |
54.56 |
Range |
2.33 |
1.42 |
-0.91 |
-39.1% |
3.21 |
ATR |
2.61 |
2.53 |
-0.09 |
-3.3% |
0.00 |
Volume |
61,548 |
100,257 |
38,709 |
62.9% |
294,001 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
54.78 |
54.16 |
51.48 |
|
R3 |
53.36 |
52.74 |
51.09 |
|
R2 |
51.94 |
51.94 |
50.96 |
|
R1 |
51.32 |
51.32 |
50.83 |
50.92 |
PP |
50.52 |
50.52 |
50.52 |
50.32 |
S1 |
49.90 |
49.90 |
50.57 |
49.50 |
S2 |
49.10 |
49.10 |
50.44 |
|
S3 |
47.68 |
48.48 |
50.31 |
|
S4 |
46.26 |
47.06 |
49.92 |
|
|
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 |
55.28 |
49.07 |
6.21 |
12.2% |
2.08 |
4.1% |
26% |
False |
False |
61,145 |
10 |
57.00 |
49.07 |
7.93 |
15.6% |
2.35 |
4.6% |
21% |
False |
False |
64,104 |
20 |
57.50 |
49.07 |
8.43 |
16.6% |
2.48 |
4.9% |
19% |
False |
False |
47,405 |
40 |
57.50 |
44.27 |
13.23 |
26.1% |
2.59 |
5.1% |
49% |
False |
False |
33,735 |
60 |
57.50 |
42.19 |
15.31 |
30.2% |
2.51 |
4.9% |
56% |
False |
False |
27,265 |
80 |
60.72 |
42.19 |
18.53 |
36.5% |
2.65 |
5.2% |
46% |
False |
False |
23,138 |
100 |
61.20 |
42.19 |
19.01 |
37.5% |
2.72 |
5.4% |
45% |
False |
False |
19,758 |
120 |
76.25 |
42.19 |
34.06 |
67.2% |
2.66 |
5.2% |
25% |
False |
False |
16,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
57.18 |
2.618 |
54.86 |
1.618 |
53.44 |
1.000 |
52.56 |
0.618 |
52.02 |
HIGH |
51.14 |
0.618 |
50.60 |
0.500 |
50.43 |
0.382 |
50.26 |
LOW |
49.72 |
0.618 |
48.84 |
1.000 |
48.30 |
1.618 |
47.42 |
2.618 |
46.00 |
4.250 |
43.69 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
50.61 |
51.74 |
PP |
50.52 |
51.39 |
S1 |
50.43 |
51.05 |
|