NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.00 |
56.85 |
-1.15 |
-2.0% |
58.21 |
High |
58.33 |
57.70 |
-0.63 |
-1.1% |
58.71 |
Low |
55.34 |
55.83 |
0.49 |
0.9% |
54.16 |
Close |
56.83 |
56.44 |
-0.39 |
-0.7% |
58.33 |
Range |
2.99 |
1.87 |
-1.12 |
-37.5% |
4.55 |
ATR |
2.61 |
2.56 |
-0.05 |
-2.0% |
0.00 |
Volume |
17,805 |
17,604 |
-201 |
-1.1% |
67,774 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.27 |
61.22 |
57.47 |
|
R3 |
60.40 |
59.35 |
56.95 |
|
R2 |
58.53 |
58.53 |
56.78 |
|
R1 |
57.48 |
57.48 |
56.61 |
57.07 |
PP |
56.66 |
56.66 |
56.66 |
56.45 |
S1 |
55.61 |
55.61 |
56.27 |
55.20 |
S2 |
54.79 |
54.79 |
56.10 |
|
S3 |
52.92 |
53.74 |
55.93 |
|
S4 |
51.05 |
51.87 |
55.41 |
|
|
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 |
58.39 |
54.16 |
4.23 |
7.5% |
2.50 |
4.4% |
54% |
False |
False |
17,999 |
10 |
58.71 |
51.74 |
6.97 |
12.3% |
2.55 |
4.5% |
67% |
False |
False |
15,920 |
20 |
58.71 |
50.34 |
8.37 |
14.8% |
2.34 |
4.2% |
73% |
False |
False |
12,083 |
40 |
58.71 |
43.34 |
15.37 |
27.2% |
2.40 |
4.3% |
85% |
False |
False |
10,992 |
60 |
58.71 |
43.34 |
15.37 |
27.2% |
2.23 |
3.9% |
85% |
False |
False |
9,492 |
80 |
60.48 |
43.34 |
17.14 |
30.4% |
2.08 |
3.7% |
76% |
False |
False |
8,005 |
100 |
62.08 |
43.34 |
18.74 |
33.2% |
1.83 |
3.2% |
70% |
False |
False |
6,902 |
120 |
76.95 |
43.34 |
33.61 |
59.5% |
1.82 |
3.2% |
39% |
False |
False |
6,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.65 |
2.618 |
62.60 |
1.618 |
60.73 |
1.000 |
59.57 |
0.618 |
58.86 |
HIGH |
57.70 |
0.618 |
56.99 |
0.500 |
56.77 |
0.382 |
56.54 |
LOW |
55.83 |
0.618 |
54.67 |
1.000 |
53.96 |
1.618 |
52.80 |
2.618 |
50.93 |
4.250 |
47.88 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.77 |
56.87 |
PP |
56.66 |
56.72 |
S1 |
56.55 |
56.58 |
|