NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.85 |
56.03 |
-0.82 |
-1.4% |
58.21 |
High |
57.70 |
56.50 |
-1.20 |
-2.1% |
58.71 |
Low |
55.83 |
55.35 |
-0.48 |
-0.9% |
54.16 |
Close |
56.44 |
55.93 |
-0.51 |
-0.9% |
58.33 |
Range |
1.87 |
1.15 |
-0.72 |
-38.5% |
4.55 |
ATR |
2.56 |
2.46 |
-0.10 |
-3.9% |
0.00 |
Volume |
17,604 |
17,344 |
-260 |
-1.5% |
67,774 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.38 |
58.80 |
56.56 |
|
R3 |
58.23 |
57.65 |
56.25 |
|
R2 |
57.08 |
57.08 |
56.14 |
|
R1 |
56.50 |
56.50 |
56.04 |
56.22 |
PP |
55.93 |
55.93 |
55.93 |
55.78 |
S1 |
55.35 |
55.35 |
55.82 |
55.07 |
S2 |
54.78 |
54.78 |
55.72 |
|
S3 |
53.63 |
54.20 |
55.61 |
|
S4 |
52.48 |
53.05 |
55.30 |
|
|
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 |
7.6% |
2.30 |
4.1% |
42% |
False |
False |
18,116 |
10 |
58.71 |
51.74 |
6.97 |
12.5% |
2.45 |
4.4% |
60% |
False |
False |
16,683 |
20 |
58.71 |
51.22 |
7.49 |
13.4% |
2.25 |
4.0% |
63% |
False |
False |
12,573 |
40 |
58.71 |
43.34 |
15.37 |
27.5% |
2.34 |
4.2% |
82% |
False |
False |
11,204 |
60 |
58.71 |
43.34 |
15.37 |
27.5% |
2.22 |
4.0% |
82% |
False |
False |
9,691 |
80 |
60.48 |
43.34 |
17.14 |
30.6% |
2.08 |
3.7% |
73% |
False |
False |
8,180 |
100 |
62.08 |
43.34 |
18.74 |
33.5% |
1.83 |
3.3% |
67% |
False |
False |
7,059 |
120 |
76.95 |
43.34 |
33.61 |
60.1% |
1.83 |
3.3% |
37% |
False |
False |
6,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.39 |
2.618 |
59.51 |
1.618 |
58.36 |
1.000 |
57.65 |
0.618 |
57.21 |
HIGH |
56.50 |
0.618 |
56.06 |
0.500 |
55.93 |
0.382 |
55.79 |
LOW |
55.35 |
0.618 |
54.64 |
1.000 |
54.20 |
1.618 |
53.49 |
2.618 |
52.34 |
4.250 |
50.46 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.93 |
56.84 |
PP |
55.93 |
56.53 |
S1 |
55.93 |
56.23 |
|