NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.37 |
57.83 |
1.46 |
2.6% |
56.42 |
High |
58.74 |
59.50 |
0.76 |
1.3% |
59.00 |
Low |
55.65 |
57.83 |
2.18 |
3.9% |
52.70 |
Close |
57.20 |
59.33 |
2.13 |
3.7% |
58.70 |
Range |
3.09 |
1.67 |
-1.42 |
-46.0% |
6.30 |
ATR |
2.49 |
2.48 |
-0.01 |
-0.6% |
0.00 |
Volume |
15,181 |
12,916 |
-2,265 |
-14.9% |
59,398 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.90 |
63.28 |
60.25 |
|
R3 |
62.23 |
61.61 |
59.79 |
|
R2 |
60.56 |
60.56 |
59.64 |
|
R1 |
59.94 |
59.94 |
59.48 |
60.25 |
PP |
58.89 |
58.89 |
58.89 |
59.04 |
S1 |
58.27 |
58.27 |
59.18 |
58.58 |
S2 |
57.22 |
57.22 |
59.02 |
|
S3 |
55.55 |
56.60 |
58.87 |
|
S4 |
53.88 |
54.93 |
58.41 |
|
|
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 |
59.50 |
55.65 |
3.85 |
6.5% |
2.15 |
3.6% |
96% |
True |
False |
12,735 |
10 |
59.50 |
52.70 |
6.80 |
11.5% |
2.09 |
3.5% |
98% |
True |
False |
11,377 |
20 |
59.50 |
48.78 |
10.72 |
18.1% |
2.05 |
3.5% |
98% |
True |
False |
9,962 |
40 |
59.50 |
44.19 |
15.31 |
25.8% |
2.26 |
3.8% |
99% |
True |
False |
9,302 |
60 |
59.50 |
44.19 |
15.31 |
25.8% |
2.16 |
3.6% |
99% |
True |
False |
7,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.60 |
2.618 |
63.87 |
1.618 |
62.20 |
1.000 |
61.17 |
0.618 |
60.53 |
HIGH |
59.50 |
0.618 |
58.86 |
0.500 |
58.67 |
0.382 |
58.47 |
LOW |
57.83 |
0.618 |
56.80 |
1.000 |
56.16 |
1.618 |
55.13 |
2.618 |
53.46 |
4.250 |
50.73 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.11 |
58.75 |
PP |
58.89 |
58.16 |
S1 |
58.67 |
57.58 |
|