NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
52.72 |
52.59 |
-0.13 |
-0.2% |
58.00 |
High |
53.08 |
52.77 |
-0.31 |
-0.6% |
58.33 |
Low |
50.76 |
51.29 |
0.53 |
1.0% |
55.34 |
Close |
52.22 |
52.19 |
-0.03 |
-0.1% |
56.11 |
Range |
2.32 |
1.48 |
-0.84 |
-36.2% |
2.99 |
ATR |
2.47 |
2.40 |
-0.07 |
-2.9% |
0.00 |
Volume |
18,405 |
27,643 |
9,238 |
50.2% |
71,466 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.52 |
55.84 |
53.00 |
|
R3 |
55.04 |
54.36 |
52.60 |
|
R2 |
53.56 |
53.56 |
52.46 |
|
R1 |
52.88 |
52.88 |
52.33 |
52.48 |
PP |
52.08 |
52.08 |
52.08 |
51.89 |
S1 |
51.40 |
51.40 |
52.05 |
51.00 |
S2 |
50.60 |
50.60 |
51.92 |
|
S3 |
49.12 |
49.92 |
51.78 |
|
S4 |
47.64 |
48.44 |
51.38 |
|
|
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 |
56.71 |
50.76 |
5.95 |
11.4% |
1.98 |
3.8% |
24% |
False |
False |
19,256 |
10 |
58.39 |
50.76 |
7.63 |
14.6% |
2.24 |
4.3% |
19% |
False |
False |
18,627 |
20 |
58.71 |
50.76 |
7.95 |
15.2% |
2.24 |
4.3% |
18% |
False |
False |
14,720 |
40 |
58.71 |
45.00 |
13.71 |
26.3% |
2.31 |
4.4% |
52% |
False |
False |
12,462 |
60 |
58.71 |
43.34 |
15.37 |
29.5% |
2.20 |
4.2% |
58% |
False |
False |
10,572 |
80 |
60.48 |
43.34 |
17.14 |
32.8% |
2.16 |
4.1% |
52% |
False |
False |
8,927 |
100 |
62.08 |
43.34 |
18.74 |
35.9% |
1.86 |
3.6% |
47% |
False |
False |
7,768 |
120 |
76.95 |
43.34 |
33.61 |
64.4% |
1.85 |
3.5% |
26% |
False |
False |
6,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
59.06 |
2.618 |
56.64 |
1.618 |
55.16 |
1.000 |
54.25 |
0.618 |
53.68 |
HIGH |
52.77 |
0.618 |
52.20 |
0.500 |
52.03 |
0.382 |
51.86 |
LOW |
51.29 |
0.618 |
50.38 |
1.000 |
49.81 |
1.618 |
48.90 |
2.618 |
47.42 |
4.250 |
45.00 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
52.14 |
53.33 |
PP |
52.08 |
52.95 |
S1 |
52.03 |
52.57 |
|