NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
57.83 |
58.39 |
0.56 |
1.0% |
59.35 |
High |
59.50 |
59.00 |
-0.50 |
-0.8% |
59.50 |
Low |
57.83 |
56.39 |
-1.44 |
-2.5% |
55.65 |
Close |
59.33 |
57.86 |
-1.47 |
-2.5% |
59.33 |
Range |
1.67 |
2.61 |
0.94 |
56.3% |
3.85 |
ATR |
2.48 |
2.51 |
0.03 |
1.3% |
0.00 |
Volume |
12,916 |
11,606 |
-1,310 |
-10.1% |
48,530 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.58 |
64.33 |
59.30 |
|
R3 |
62.97 |
61.72 |
58.58 |
|
R2 |
60.36 |
60.36 |
58.34 |
|
R1 |
59.11 |
59.11 |
58.10 |
58.43 |
PP |
57.75 |
57.75 |
57.75 |
57.41 |
S1 |
56.50 |
56.50 |
57.62 |
55.82 |
S2 |
55.14 |
55.14 |
57.38 |
|
S3 |
52.53 |
53.89 |
57.14 |
|
S4 |
49.92 |
51.28 |
56.42 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.71 |
68.37 |
61.45 |
|
R3 |
65.86 |
64.52 |
60.39 |
|
R2 |
62.01 |
62.01 |
60.04 |
|
R1 |
60.67 |
60.67 |
59.68 |
59.42 |
PP |
58.16 |
58.16 |
58.16 |
57.53 |
S1 |
56.82 |
56.82 |
58.98 |
55.57 |
S2 |
54.31 |
54.31 |
58.62 |
|
S3 |
50.46 |
52.97 |
58.27 |
|
S4 |
46.61 |
49.12 |
57.21 |
|
|
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 |
6.7% |
2.33 |
4.0% |
57% |
False |
False |
12,027 |
10 |
59.50 |
52.70 |
6.80 |
11.8% |
2.20 |
3.8% |
76% |
False |
False |
11,953 |
20 |
59.50 |
48.78 |
10.72 |
18.5% |
2.10 |
3.6% |
85% |
False |
False |
10,236 |
40 |
59.50 |
44.19 |
15.31 |
26.5% |
2.30 |
4.0% |
89% |
False |
False |
9,446 |
60 |
59.50 |
44.19 |
15.31 |
26.5% |
2.18 |
3.8% |
89% |
False |
False |
7,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.09 |
2.618 |
65.83 |
1.618 |
63.22 |
1.000 |
61.61 |
0.618 |
60.61 |
HIGH |
59.00 |
0.618 |
58.00 |
0.500 |
57.70 |
0.382 |
57.39 |
LOW |
56.39 |
0.618 |
54.78 |
1.000 |
53.78 |
1.618 |
52.17 |
2.618 |
49.56 |
4.250 |
45.30 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.81 |
57.77 |
PP |
57.75 |
57.67 |
S1 |
57.70 |
57.58 |
|