NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.00 |
56.37 |
-1.63 |
-2.8% |
56.42 |
High |
58.00 |
58.74 |
0.74 |
1.3% |
59.00 |
Low |
56.60 |
55.65 |
-0.95 |
-1.7% |
52.70 |
Close |
56.97 |
57.20 |
0.23 |
0.4% |
58.70 |
Range |
1.40 |
3.09 |
1.69 |
120.7% |
6.30 |
ATR |
2.45 |
2.49 |
0.05 |
1.9% |
0.00 |
Volume |
9,445 |
15,181 |
5,736 |
60.7% |
59,398 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.47 |
64.92 |
58.90 |
|
R3 |
63.38 |
61.83 |
58.05 |
|
R2 |
60.29 |
60.29 |
57.77 |
|
R1 |
58.74 |
58.74 |
57.48 |
59.52 |
PP |
57.20 |
57.20 |
57.20 |
57.58 |
S1 |
55.65 |
55.65 |
56.92 |
56.43 |
S2 |
54.11 |
54.11 |
56.63 |
|
S3 |
51.02 |
52.56 |
56.35 |
|
S4 |
47.93 |
49.47 |
55.50 |
|
|
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 |
55.56 |
3.79 |
6.6% |
2.38 |
4.2% |
43% |
False |
False |
12,706 |
10 |
59.35 |
52.70 |
6.65 |
11.6% |
2.05 |
3.6% |
68% |
False |
False |
10,722 |
20 |
59.41 |
47.99 |
11.42 |
20.0% |
2.14 |
3.7% |
81% |
False |
False |
9,735 |
40 |
59.41 |
44.19 |
15.22 |
26.6% |
2.26 |
3.9% |
85% |
False |
False |
9,112 |
60 |
59.41 |
44.19 |
15.22 |
26.6% |
2.16 |
3.8% |
85% |
False |
False |
7,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.87 |
2.618 |
66.83 |
1.618 |
63.74 |
1.000 |
61.83 |
0.618 |
60.65 |
HIGH |
58.74 |
0.618 |
57.56 |
0.500 |
57.20 |
0.382 |
56.83 |
LOW |
55.65 |
0.618 |
53.74 |
1.000 |
52.56 |
1.618 |
50.65 |
2.618 |
47.56 |
4.250 |
42.52 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.20 |
57.50 |
PP |
57.20 |
57.40 |
S1 |
57.20 |
57.30 |
|