NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.47 |
58.00 |
1.53 |
2.7% |
58.21 |
High |
58.39 |
58.33 |
-0.06 |
-0.1% |
58.71 |
Low |
56.16 |
55.34 |
-0.82 |
-1.5% |
54.16 |
Close |
58.33 |
56.83 |
-1.50 |
-2.6% |
58.33 |
Range |
2.23 |
2.99 |
0.76 |
34.1% |
4.55 |
ATR |
2.58 |
2.61 |
0.03 |
1.1% |
0.00 |
Volume |
19,886 |
17,805 |
-2,081 |
-10.5% |
67,774 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.80 |
64.31 |
58.47 |
|
R3 |
62.81 |
61.32 |
57.65 |
|
R2 |
59.82 |
59.82 |
57.38 |
|
R1 |
58.33 |
58.33 |
57.10 |
57.58 |
PP |
56.83 |
56.83 |
56.83 |
56.46 |
S1 |
55.34 |
55.34 |
56.56 |
54.59 |
S2 |
53.84 |
53.84 |
56.28 |
|
S3 |
50.85 |
52.35 |
56.01 |
|
S4 |
47.86 |
49.36 |
55.19 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.72 |
69.07 |
60.83 |
|
R3 |
66.17 |
64.52 |
59.58 |
|
R2 |
61.62 |
61.62 |
59.16 |
|
R1 |
59.97 |
59.97 |
58.75 |
60.80 |
PP |
57.07 |
57.07 |
57.07 |
57.48 |
S1 |
55.42 |
55.42 |
57.91 |
56.25 |
S2 |
52.52 |
52.52 |
57.50 |
|
S3 |
47.97 |
50.87 |
57.08 |
|
S4 |
43.42 |
46.32 |
55.83 |
|
|
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 |
8.0% |
2.79 |
4.9% |
59% |
False |
False |
17,115 |
10 |
58.71 |
51.74 |
6.97 |
12.3% |
2.70 |
4.7% |
73% |
False |
False |
14,965 |
20 |
58.71 |
48.06 |
10.65 |
18.7% |
2.39 |
4.2% |
82% |
False |
False |
11,500 |
40 |
58.71 |
43.34 |
15.37 |
27.0% |
2.39 |
4.2% |
88% |
False |
False |
10,777 |
60 |
58.71 |
43.34 |
15.37 |
27.0% |
2.26 |
4.0% |
88% |
False |
False |
9,282 |
80 |
60.48 |
43.34 |
17.14 |
30.2% |
2.07 |
3.6% |
79% |
False |
False |
7,813 |
100 |
65.09 |
43.34 |
21.75 |
38.3% |
1.84 |
3.2% |
62% |
False |
False |
6,745 |
120 |
79.03 |
43.34 |
35.69 |
62.8% |
1.83 |
3.2% |
38% |
False |
False |
5,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.04 |
2.618 |
66.16 |
1.618 |
63.17 |
1.000 |
61.32 |
0.618 |
60.18 |
HIGH |
58.33 |
0.618 |
57.19 |
0.500 |
56.84 |
0.382 |
56.48 |
LOW |
55.34 |
0.618 |
53.49 |
1.000 |
52.35 |
1.618 |
50.50 |
2.618 |
47.51 |
4.250 |
42.63 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.84 |
56.65 |
PP |
56.83 |
56.46 |
S1 |
56.83 |
56.28 |
|