NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.21 |
57.03 |
-1.18 |
-2.0% |
56.05 |
High |
58.71 |
57.43 |
-1.28 |
-2.2% |
58.52 |
Low |
55.41 |
55.26 |
-0.15 |
-0.3% |
51.74 |
Close |
56.76 |
55.83 |
-0.93 |
-1.6% |
57.71 |
Range |
3.30 |
2.17 |
-1.13 |
-34.2% |
6.78 |
ATR |
2.59 |
2.56 |
-0.03 |
-1.1% |
0.00 |
Volume |
13,184 |
16,760 |
3,576 |
27.1% |
64,071 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.68 |
61.43 |
57.02 |
|
R3 |
60.51 |
59.26 |
56.43 |
|
R2 |
58.34 |
58.34 |
56.23 |
|
R1 |
57.09 |
57.09 |
56.03 |
56.63 |
PP |
56.17 |
56.17 |
56.17 |
55.95 |
S1 |
54.92 |
54.92 |
55.63 |
54.46 |
S2 |
54.00 |
54.00 |
55.43 |
|
S3 |
51.83 |
52.75 |
55.23 |
|
S4 |
49.66 |
50.58 |
54.64 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.33 |
73.80 |
61.44 |
|
R3 |
69.55 |
67.02 |
59.57 |
|
R2 |
62.77 |
62.77 |
58.95 |
|
R1 |
60.24 |
60.24 |
58.33 |
61.51 |
PP |
55.99 |
55.99 |
55.99 |
56.62 |
S1 |
53.46 |
53.46 |
57.09 |
54.73 |
S2 |
49.21 |
49.21 |
56.47 |
|
S3 |
42.43 |
46.68 |
55.85 |
|
S4 |
35.65 |
39.90 |
53.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.71 |
51.74 |
6.97 |
12.5% |
2.60 |
4.7% |
59% |
False |
False |
15,249 |
10 |
58.71 |
51.74 |
6.97 |
12.5% |
2.35 |
4.2% |
59% |
False |
False |
11,572 |
20 |
58.71 |
47.14 |
11.57 |
20.7% |
2.36 |
4.2% |
75% |
False |
False |
10,221 |
40 |
58.71 |
43.34 |
15.37 |
27.5% |
2.32 |
4.1% |
81% |
False |
False |
9,850 |
60 |
58.71 |
43.34 |
15.37 |
27.5% |
2.16 |
3.9% |
81% |
False |
False |
8,605 |
80 |
60.48 |
43.34 |
17.14 |
30.7% |
2.01 |
3.6% |
73% |
False |
False |
7,216 |
100 |
65.27 |
43.34 |
21.93 |
39.3% |
1.79 |
3.2% |
57% |
False |
False |
6,233 |
120 |
79.03 |
43.34 |
35.69 |
63.9% |
1.77 |
3.2% |
35% |
False |
False |
5,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.65 |
2.618 |
63.11 |
1.618 |
60.94 |
1.000 |
59.60 |
0.618 |
58.77 |
HIGH |
57.43 |
0.618 |
56.60 |
0.500 |
56.35 |
0.382 |
56.09 |
LOW |
55.26 |
0.618 |
53.92 |
1.000 |
53.09 |
1.618 |
51.75 |
2.618 |
49.58 |
4.250 |
46.04 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.35 |
56.99 |
PP |
56.17 |
56.60 |
S1 |
56.00 |
56.22 |
|