NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.03 |
55.61 |
-0.42 |
-0.7% |
58.00 |
High |
56.50 |
56.71 |
0.21 |
0.4% |
58.33 |
Low |
55.35 |
55.44 |
0.09 |
0.2% |
55.34 |
Close |
55.93 |
56.11 |
0.18 |
0.3% |
56.11 |
Range |
1.15 |
1.27 |
0.12 |
10.4% |
2.99 |
ATR |
2.46 |
2.37 |
-0.08 |
-3.5% |
0.00 |
Volume |
17,344 |
18,713 |
1,369 |
7.9% |
71,466 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.90 |
59.27 |
56.81 |
|
R3 |
58.63 |
58.00 |
56.46 |
|
R2 |
57.36 |
57.36 |
56.34 |
|
R1 |
56.73 |
56.73 |
56.23 |
57.05 |
PP |
56.09 |
56.09 |
56.09 |
56.24 |
S1 |
55.46 |
55.46 |
55.99 |
55.78 |
S2 |
54.82 |
54.82 |
55.88 |
|
S3 |
53.55 |
54.19 |
55.76 |
|
S4 |
52.28 |
52.92 |
55.41 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.56 |
63.83 |
57.75 |
|
R3 |
62.57 |
60.84 |
56.93 |
|
R2 |
59.58 |
59.58 |
56.66 |
|
R1 |
57.85 |
57.85 |
56.38 |
57.22 |
PP |
56.59 |
56.59 |
56.59 |
56.28 |
S1 |
54.86 |
54.86 |
55.84 |
54.23 |
S2 |
53.60 |
53.60 |
55.56 |
|
S3 |
50.61 |
51.87 |
55.29 |
|
S4 |
47.62 |
48.88 |
54.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
58.39 |
55.34 |
3.05 |
5.4% |
1.90 |
3.4% |
25% |
False |
False |
18,270 |
10 |
58.71 |
53.32 |
5.39 |
9.6% |
2.45 |
4.4% |
52% |
False |
False |
17,068 |
20 |
58.71 |
51.74 |
6.97 |
12.4% |
2.17 |
3.9% |
63% |
False |
False |
12,999 |
40 |
58.71 |
43.34 |
15.37 |
27.4% |
2.31 |
4.1% |
83% |
False |
False |
11,477 |
60 |
58.71 |
43.34 |
15.37 |
27.4% |
2.19 |
3.9% |
83% |
False |
False |
9,924 |
80 |
60.48 |
43.34 |
17.14 |
30.5% |
2.07 |
3.7% |
75% |
False |
False |
8,361 |
100 |
62.08 |
43.34 |
18.74 |
33.4% |
1.84 |
3.3% |
68% |
False |
False |
7,228 |
120 |
76.95 |
43.34 |
33.61 |
59.9% |
1.83 |
3.3% |
38% |
False |
False |
6,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.11 |
2.618 |
60.03 |
1.618 |
58.76 |
1.000 |
57.98 |
0.618 |
57.49 |
HIGH |
56.71 |
0.618 |
56.22 |
0.500 |
56.08 |
0.382 |
55.93 |
LOW |
55.44 |
0.618 |
54.66 |
1.000 |
54.17 |
1.618 |
53.39 |
2.618 |
52.12 |
4.250 |
50.04 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.10 |
56.53 |
PP |
56.09 |
56.39 |
S1 |
56.08 |
56.25 |
|