NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
51.80 |
52.34 |
0.54 |
1.0% |
55.90 |
High |
52.71 |
54.25 |
1.54 |
2.9% |
55.90 |
Low |
51.50 |
51.68 |
0.18 |
0.3% |
50.76 |
Close |
52.33 |
54.10 |
1.77 |
3.4% |
54.10 |
Range |
1.21 |
2.57 |
1.36 |
112.4% |
5.14 |
ATR |
2.32 |
2.33 |
0.02 |
0.8% |
0.00 |
Volume |
32,338 |
25,988 |
-6,350 |
-19.6% |
118,549 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.05 |
60.15 |
55.51 |
|
R3 |
58.48 |
57.58 |
54.81 |
|
R2 |
55.91 |
55.91 |
54.57 |
|
R1 |
55.01 |
55.01 |
54.34 |
55.46 |
PP |
53.34 |
53.34 |
53.34 |
53.57 |
S1 |
52.44 |
52.44 |
53.86 |
52.89 |
S2 |
50.77 |
50.77 |
53.63 |
|
S3 |
48.20 |
49.87 |
53.39 |
|
S4 |
45.63 |
47.30 |
52.69 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.01 |
66.69 |
56.93 |
|
R3 |
63.87 |
61.55 |
55.51 |
|
R2 |
58.73 |
58.73 |
55.04 |
|
R1 |
56.41 |
56.41 |
54.57 |
55.00 |
PP |
53.59 |
53.59 |
53.59 |
52.88 |
S1 |
51.27 |
51.27 |
53.63 |
49.86 |
S2 |
48.45 |
48.45 |
53.16 |
|
S3 |
43.31 |
46.13 |
52.69 |
|
S4 |
38.17 |
40.99 |
51.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
55.90 |
50.76 |
5.14 |
9.5% |
2.25 |
4.2% |
65% |
False |
False |
23,709 |
10 |
58.39 |
50.76 |
7.63 |
14.1% |
2.08 |
3.8% |
44% |
False |
False |
20,990 |
20 |
58.71 |
50.76 |
7.95 |
14.7% |
2.30 |
4.2% |
42% |
False |
False |
16,753 |
40 |
58.71 |
45.00 |
13.71 |
25.3% |
2.32 |
4.3% |
66% |
False |
False |
13,427 |
60 |
58.71 |
43.34 |
15.37 |
28.4% |
2.19 |
4.1% |
70% |
False |
False |
11,337 |
80 |
60.48 |
43.34 |
17.14 |
31.7% |
2.17 |
4.0% |
63% |
False |
False |
9,596 |
100 |
62.08 |
43.34 |
18.74 |
34.6% |
1.90 |
3.5% |
57% |
False |
False |
8,290 |
120 |
76.95 |
43.34 |
33.61 |
62.1% |
1.85 |
3.4% |
32% |
False |
False |
7,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.17 |
2.618 |
60.98 |
1.618 |
58.41 |
1.000 |
56.82 |
0.618 |
55.84 |
HIGH |
54.25 |
0.618 |
53.27 |
0.500 |
52.97 |
0.382 |
52.66 |
LOW |
51.68 |
0.618 |
50.09 |
1.000 |
49.11 |
1.618 |
47.52 |
2.618 |
44.95 |
4.250 |
40.76 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.72 |
53.66 |
PP |
53.34 |
53.21 |
S1 |
52.97 |
52.77 |
|