NYMEX Light Sweet Crude Oil Future July 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
50.38 |
51.13 |
0.75 |
1.5% |
54.38 |
High |
51.38 |
53.09 |
1.71 |
3.3% |
54.41 |
Low |
50.09 |
50.40 |
0.31 |
0.6% |
49.07 |
Close |
51.07 |
52.94 |
1.87 |
3.7% |
52.94 |
Range |
1.29 |
2.69 |
1.40 |
108.5% |
5.34 |
ATR |
2.44 |
2.46 |
0.02 |
0.7% |
0.00 |
Volume |
95,249 |
90,781 |
-4,468 |
-4.7% |
393,985 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.21 |
59.27 |
54.42 |
|
R3 |
57.52 |
56.58 |
53.68 |
|
R2 |
54.83 |
54.83 |
53.43 |
|
R1 |
53.89 |
53.89 |
53.19 |
54.36 |
PP |
52.14 |
52.14 |
52.14 |
52.38 |
S1 |
51.20 |
51.20 |
52.69 |
51.67 |
S2 |
49.45 |
49.45 |
52.45 |
|
S3 |
46.76 |
48.51 |
52.20 |
|
S4 |
44.07 |
45.82 |
51.46 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.16 |
65.89 |
55.88 |
|
R3 |
62.82 |
60.55 |
54.41 |
|
R2 |
57.48 |
57.48 |
53.92 |
|
R1 |
55.21 |
55.21 |
53.43 |
53.68 |
PP |
52.14 |
52.14 |
52.14 |
51.37 |
S1 |
49.87 |
49.87 |
52.45 |
48.34 |
S2 |
46.80 |
46.80 |
51.96 |
|
S3 |
41.46 |
44.53 |
51.47 |
|
S4 |
36.12 |
39.19 |
50.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
54.41 |
49.07 |
5.34 |
10.1% |
2.32 |
4.4% |
72% |
False |
False |
78,797 |
10 |
56.88 |
49.07 |
7.81 |
14.8% |
2.15 |
4.1% |
50% |
False |
False |
68,798 |
20 |
57.50 |
49.07 |
8.43 |
15.9% |
2.49 |
4.7% |
46% |
False |
False |
54,262 |
40 |
57.50 |
44.27 |
13.23 |
25.0% |
2.54 |
4.8% |
66% |
False |
False |
37,359 |
60 |
57.50 |
42.19 |
15.31 |
28.9% |
2.47 |
4.7% |
70% |
False |
False |
29,884 |
80 |
60.72 |
42.19 |
18.53 |
35.0% |
2.63 |
5.0% |
58% |
False |
False |
25,343 |
100 |
60.72 |
42.19 |
18.53 |
35.0% |
2.72 |
5.1% |
58% |
False |
False |
21,528 |
120 |
76.25 |
42.19 |
34.06 |
64.3% |
2.67 |
5.0% |
32% |
False |
False |
18,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.52 |
2.618 |
60.13 |
1.618 |
57.44 |
1.000 |
55.78 |
0.618 |
54.75 |
HIGH |
53.09 |
0.618 |
52.06 |
0.500 |
51.75 |
0.382 |
51.43 |
LOW |
50.40 |
0.618 |
48.74 |
1.000 |
47.71 |
1.618 |
46.05 |
2.618 |
43.36 |
4.250 |
38.97 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.54 |
52.43 |
PP |
52.14 |
51.92 |
S1 |
51.75 |
51.41 |
|