NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 01-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.50 |
53.50 |
-1.00 |
-1.8% |
57.50 |
High |
55.33 |
53.85 |
-1.48 |
-2.7% |
59.41 |
Low |
53.17 |
52.70 |
-0.47 |
-0.9% |
56.68 |
Close |
54.89 |
53.79 |
-1.10 |
-2.0% |
57.65 |
Range |
2.16 |
1.15 |
-1.01 |
-46.8% |
2.73 |
ATR |
2.42 |
2.41 |
-0.02 |
-0.7% |
0.00 |
Volume |
7,312 |
18,529 |
11,217 |
153.4% |
38,156 |
|
Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.90 |
56.49 |
54.42 |
|
R3 |
55.75 |
55.34 |
54.11 |
|
R2 |
54.60 |
54.60 |
54.00 |
|
R1 |
54.19 |
54.19 |
53.90 |
54.40 |
PP |
53.45 |
53.45 |
53.45 |
53.55 |
S1 |
53.04 |
53.04 |
53.68 |
53.25 |
S2 |
52.30 |
52.30 |
53.58 |
|
S3 |
51.15 |
51.89 |
53.47 |
|
S4 |
50.00 |
50.74 |
53.16 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.10 |
64.61 |
59.15 |
|
R3 |
63.37 |
61.88 |
58.40 |
|
R2 |
60.64 |
60.64 |
58.15 |
|
R1 |
59.15 |
59.15 |
57.90 |
59.90 |
PP |
57.91 |
57.91 |
57.91 |
58.29 |
S1 |
56.42 |
56.42 |
57.40 |
57.17 |
S2 |
55.18 |
55.18 |
57.15 |
|
S3 |
52.45 |
53.69 |
56.90 |
|
S4 |
49.72 |
50.96 |
56.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.00 |
52.70 |
6.30 |
11.7% |
1.71 |
3.2% |
17% |
False |
True |
8,739 |
10 |
59.41 |
52.70 |
6.71 |
12.5% |
1.71 |
3.2% |
16% |
False |
True |
8,945 |
20 |
59.41 |
47.85 |
11.56 |
21.5% |
2.09 |
3.9% |
51% |
False |
False |
9,345 |
40 |
59.41 |
44.19 |
15.22 |
28.3% |
2.23 |
4.1% |
63% |
False |
False |
8,076 |
60 |
61.90 |
44.19 |
17.71 |
32.9% |
2.11 |
3.9% |
54% |
False |
False |
6,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.74 |
2.618 |
56.86 |
1.618 |
55.71 |
1.000 |
55.00 |
0.618 |
54.56 |
HIGH |
53.85 |
0.618 |
53.41 |
0.500 |
53.28 |
0.382 |
53.14 |
LOW |
52.70 |
0.618 |
51.99 |
1.000 |
51.55 |
1.618 |
50.84 |
2.618 |
49.69 |
4.250 |
47.81 |
|
|
Fisher Pivots for day following 01-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.62 |
54.56 |
PP |
53.45 |
54.30 |
S1 |
53.28 |
54.05 |
|