NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.35 |
58.00 |
-1.35 |
-2.3% |
56.42 |
High |
59.35 |
58.00 |
-1.35 |
-2.3% |
59.00 |
Low |
56.47 |
56.60 |
0.13 |
0.2% |
52.70 |
Close |
57.84 |
56.97 |
-0.87 |
-1.5% |
58.70 |
Range |
2.88 |
1.40 |
-1.48 |
-51.4% |
6.30 |
ATR |
2.53 |
2.45 |
-0.08 |
-3.2% |
0.00 |
Volume |
10,988 |
9,445 |
-1,543 |
-14.0% |
59,398 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.39 |
60.58 |
57.74 |
|
R3 |
59.99 |
59.18 |
57.36 |
|
R2 |
58.59 |
58.59 |
57.23 |
|
R1 |
57.78 |
57.78 |
57.10 |
57.49 |
PP |
57.19 |
57.19 |
57.19 |
57.04 |
S1 |
56.38 |
56.38 |
56.84 |
56.09 |
S2 |
55.79 |
55.79 |
56.71 |
|
S3 |
54.39 |
54.98 |
56.59 |
|
S4 |
52.99 |
53.58 |
56.20 |
|
|
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 |
11.7% |
1.99 |
3.5% |
64% |
False |
False |
13,376 |
10 |
59.35 |
52.70 |
6.65 |
11.7% |
1.91 |
3.4% |
64% |
False |
False |
10,223 |
20 |
59.41 |
47.85 |
11.56 |
20.3% |
2.12 |
3.7% |
79% |
False |
False |
9,427 |
40 |
59.41 |
44.19 |
15.22 |
26.7% |
2.26 |
4.0% |
84% |
False |
False |
8,879 |
60 |
59.41 |
44.19 |
15.22 |
26.7% |
2.12 |
3.7% |
84% |
False |
False |
7,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.95 |
2.618 |
61.67 |
1.618 |
60.27 |
1.000 |
59.40 |
0.618 |
58.87 |
HIGH |
58.00 |
0.618 |
57.47 |
0.500 |
57.30 |
0.382 |
57.13 |
LOW |
56.60 |
0.618 |
55.73 |
1.000 |
55.20 |
1.618 |
54.33 |
2.618 |
52.93 |
4.250 |
50.65 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.30 |
57.91 |
PP |
57.19 |
57.60 |
S1 |
57.08 |
57.28 |
|