NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.36 |
56.47 |
1.11 |
2.0% |
56.05 |
High |
57.40 |
58.39 |
0.99 |
1.7% |
58.52 |
Low |
54.16 |
56.16 |
2.00 |
3.7% |
51.74 |
Close |
56.07 |
58.33 |
2.26 |
4.0% |
57.71 |
Range |
3.24 |
2.23 |
-1.01 |
-31.2% |
6.78 |
ATR |
2.60 |
2.58 |
-0.02 |
-0.8% |
0.00 |
Volume |
17,944 |
19,886 |
1,942 |
10.8% |
64,071 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.32 |
63.55 |
59.56 |
|
R3 |
62.09 |
61.32 |
58.94 |
|
R2 |
59.86 |
59.86 |
58.74 |
|
R1 |
59.09 |
59.09 |
58.53 |
59.48 |
PP |
57.63 |
57.63 |
57.63 |
57.82 |
S1 |
56.86 |
56.86 |
58.13 |
57.25 |
S2 |
55.40 |
55.40 |
57.92 |
|
S3 |
53.17 |
54.63 |
57.72 |
|
S4 |
50.94 |
52.40 |
57.10 |
|
|
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 |
54.16 |
4.55 |
7.8% |
2.64 |
4.5% |
92% |
False |
False |
16,782 |
10 |
58.71 |
51.74 |
6.97 |
11.9% |
2.60 |
4.5% |
95% |
False |
False |
13,887 |
20 |
58.71 |
48.06 |
10.65 |
18.3% |
2.33 |
4.0% |
96% |
False |
False |
10,936 |
40 |
58.71 |
43.34 |
15.37 |
26.4% |
2.34 |
4.0% |
98% |
False |
False |
10,508 |
60 |
58.71 |
43.34 |
15.37 |
26.4% |
2.23 |
3.8% |
98% |
False |
False |
9,082 |
80 |
60.48 |
43.34 |
17.14 |
29.4% |
2.03 |
3.5% |
87% |
False |
False |
7,620 |
100 |
65.09 |
43.34 |
21.75 |
37.3% |
1.81 |
3.1% |
69% |
False |
False |
6,583 |
120 |
79.03 |
43.34 |
35.69 |
61.2% |
1.81 |
3.1% |
42% |
False |
False |
5,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.87 |
2.618 |
64.23 |
1.618 |
62.00 |
1.000 |
60.62 |
0.618 |
59.77 |
HIGH |
58.39 |
0.618 |
57.54 |
0.500 |
57.28 |
0.382 |
57.01 |
LOW |
56.16 |
0.618 |
54.78 |
1.000 |
53.93 |
1.618 |
52.55 |
2.618 |
50.32 |
4.250 |
46.68 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.98 |
57.65 |
PP |
57.63 |
56.96 |
S1 |
57.28 |
56.28 |
|