NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.00 |
59.35 |
0.35 |
0.6% |
56.42 |
High |
59.00 |
59.35 |
0.35 |
0.6% |
59.00 |
Low |
57.27 |
56.47 |
-0.80 |
-1.4% |
52.70 |
Close |
58.70 |
57.84 |
-0.86 |
-1.5% |
58.70 |
Range |
1.73 |
2.88 |
1.15 |
66.5% |
6.30 |
ATR |
2.50 |
2.53 |
0.03 |
1.1% |
0.00 |
Volume |
15,145 |
10,988 |
-4,157 |
-27.4% |
59,398 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.53 |
65.06 |
59.42 |
|
R3 |
63.65 |
62.18 |
58.63 |
|
R2 |
60.77 |
60.77 |
58.37 |
|
R1 |
59.30 |
59.30 |
58.10 |
58.60 |
PP |
57.89 |
57.89 |
57.89 |
57.53 |
S1 |
56.42 |
56.42 |
57.58 |
55.72 |
S2 |
55.01 |
55.01 |
57.31 |
|
S3 |
52.13 |
53.54 |
57.05 |
|
S4 |
49.25 |
50.66 |
56.26 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.70 |
73.50 |
62.17 |
|
R3 |
69.40 |
67.20 |
60.43 |
|
R2 |
63.10 |
63.10 |
59.86 |
|
R1 |
60.90 |
60.90 |
59.28 |
62.00 |
PP |
56.80 |
56.80 |
56.80 |
57.35 |
S1 |
54.60 |
54.60 |
58.12 |
55.70 |
S2 |
50.50 |
50.50 |
57.55 |
|
S3 |
44.20 |
48.30 |
56.97 |
|
S4 |
37.90 |
42.00 |
55.24 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.35 |
52.70 |
6.65 |
11.5% |
2.15 |
3.7% |
77% |
True |
False |
12,949 |
10 |
59.35 |
52.70 |
6.65 |
11.5% |
1.86 |
3.2% |
77% |
True |
False |
10,087 |
20 |
59.41 |
47.85 |
11.56 |
20.0% |
2.15 |
3.7% |
86% |
False |
False |
9,582 |
40 |
59.41 |
44.19 |
15.22 |
26.3% |
2.28 |
3.9% |
90% |
False |
False |
8,772 |
60 |
59.41 |
44.19 |
15.22 |
26.3% |
2.13 |
3.7% |
90% |
False |
False |
7,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.59 |
2.618 |
66.89 |
1.618 |
64.01 |
1.000 |
62.23 |
0.618 |
61.13 |
HIGH |
59.35 |
0.618 |
58.25 |
0.500 |
57.91 |
0.382 |
57.57 |
LOW |
56.47 |
0.618 |
54.69 |
1.000 |
53.59 |
1.618 |
51.81 |
2.618 |
48.93 |
4.250 |
44.23 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.91 |
57.71 |
PP |
57.89 |
57.58 |
S1 |
57.86 |
57.46 |
|