NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.39 |
57.58 |
-0.81 |
-1.4% |
59.35 |
High |
59.00 |
58.55 |
-0.45 |
-0.8% |
59.50 |
Low |
56.39 |
57.00 |
0.61 |
1.1% |
55.65 |
Close |
57.86 |
57.49 |
-0.37 |
-0.6% |
59.33 |
Range |
2.61 |
1.55 |
-1.06 |
-40.6% |
3.85 |
ATR |
2.51 |
2.44 |
-0.07 |
-2.7% |
0.00 |
Volume |
11,606 |
9,732 |
-1,874 |
-16.1% |
48,530 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.33 |
61.46 |
58.34 |
|
R3 |
60.78 |
59.91 |
57.92 |
|
R2 |
59.23 |
59.23 |
57.77 |
|
R1 |
58.36 |
58.36 |
57.63 |
58.02 |
PP |
57.68 |
57.68 |
57.68 |
57.51 |
S1 |
56.81 |
56.81 |
57.35 |
56.47 |
S2 |
56.13 |
56.13 |
57.21 |
|
S3 |
54.58 |
55.26 |
57.06 |
|
S4 |
53.03 |
53.71 |
56.64 |
|
|
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% |
2.06 |
3.6% |
48% |
False |
False |
11,776 |
10 |
59.50 |
52.70 |
6.80 |
11.8% |
2.11 |
3.7% |
70% |
False |
False |
12,362 |
20 |
59.50 |
50.94 |
8.56 |
14.9% |
2.03 |
3.5% |
77% |
False |
False |
10,415 |
40 |
59.50 |
44.19 |
15.31 |
26.6% |
2.29 |
4.0% |
87% |
False |
False |
9,534 |
60 |
59.50 |
44.19 |
15.31 |
26.6% |
2.15 |
3.7% |
87% |
False |
False |
7,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.14 |
2.618 |
62.61 |
1.618 |
61.06 |
1.000 |
60.10 |
0.618 |
59.51 |
HIGH |
58.55 |
0.618 |
57.96 |
0.500 |
57.78 |
0.382 |
57.59 |
LOW |
57.00 |
0.618 |
56.04 |
1.000 |
55.45 |
1.618 |
54.49 |
2.618 |
52.94 |
4.250 |
50.41 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.78 |
57.95 |
PP |
57.68 |
57.79 |
S1 |
57.59 |
57.64 |
|