NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
57.03 |
55.36 |
-1.67 |
-2.9% |
56.05 |
High |
57.43 |
57.40 |
-0.03 |
-0.1% |
58.52 |
Low |
55.26 |
54.16 |
-1.10 |
-2.0% |
51.74 |
Close |
55.83 |
56.07 |
0.24 |
0.4% |
57.71 |
Range |
2.17 |
3.24 |
1.07 |
49.3% |
6.78 |
ATR |
2.56 |
2.60 |
0.05 |
1.9% |
0.00 |
Volume |
16,760 |
17,944 |
1,184 |
7.1% |
64,071 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.60 |
64.07 |
57.85 |
|
R3 |
62.36 |
60.83 |
56.96 |
|
R2 |
59.12 |
59.12 |
56.66 |
|
R1 |
57.59 |
57.59 |
56.37 |
58.36 |
PP |
55.88 |
55.88 |
55.88 |
56.26 |
S1 |
54.35 |
54.35 |
55.77 |
55.12 |
S2 |
52.64 |
52.64 |
55.48 |
|
S3 |
49.40 |
51.11 |
55.18 |
|
S4 |
46.16 |
47.87 |
54.29 |
|
|
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 |
53.32 |
5.39 |
9.6% |
3.00 |
5.4% |
51% |
False |
False |
15,866 |
10 |
58.71 |
51.74 |
6.97 |
12.4% |
2.52 |
4.5% |
62% |
False |
False |
12,517 |
20 |
58.71 |
47.14 |
11.57 |
20.6% |
2.41 |
4.3% |
77% |
False |
False |
10,531 |
40 |
58.71 |
43.34 |
15.37 |
27.4% |
2.31 |
4.1% |
83% |
False |
False |
10,178 |
60 |
58.71 |
43.34 |
15.37 |
27.4% |
2.22 |
4.0% |
83% |
False |
False |
8,814 |
80 |
60.48 |
43.34 |
17.14 |
30.6% |
2.03 |
3.6% |
74% |
False |
False |
7,401 |
100 |
65.27 |
43.34 |
21.93 |
39.1% |
1.82 |
3.2% |
58% |
False |
False |
6,400 |
120 |
79.03 |
43.34 |
35.69 |
63.7% |
1.80 |
3.2% |
36% |
False |
False |
5,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.17 |
2.618 |
65.88 |
1.618 |
62.64 |
1.000 |
60.64 |
0.618 |
59.40 |
HIGH |
57.40 |
0.618 |
56.16 |
0.500 |
55.78 |
0.382 |
55.40 |
LOW |
54.16 |
0.618 |
52.16 |
1.000 |
50.92 |
1.618 |
48.92 |
2.618 |
45.68 |
4.250 |
40.39 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.97 |
56.44 |
PP |
55.88 |
56.31 |
S1 |
55.78 |
56.19 |
|