NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
57.58 |
56.75 |
-0.83 |
-1.4% |
59.35 |
High |
58.55 |
57.53 |
-1.02 |
-1.7% |
59.50 |
Low |
57.00 |
56.20 |
-0.80 |
-1.4% |
55.65 |
Close |
57.49 |
56.69 |
-0.80 |
-1.4% |
59.33 |
Range |
1.55 |
1.33 |
-0.22 |
-14.2% |
3.85 |
ATR |
2.44 |
2.37 |
-0.08 |
-3.3% |
0.00 |
Volume |
9,732 |
9,832 |
100 |
1.0% |
48,530 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.80 |
60.07 |
57.42 |
|
R3 |
59.47 |
58.74 |
57.06 |
|
R2 |
58.14 |
58.14 |
56.93 |
|
R1 |
57.41 |
57.41 |
56.81 |
57.11 |
PP |
56.81 |
56.81 |
56.81 |
56.66 |
S1 |
56.08 |
56.08 |
56.57 |
55.78 |
S2 |
55.48 |
55.48 |
56.45 |
|
S3 |
54.15 |
54.75 |
56.32 |
|
S4 |
52.82 |
53.42 |
55.96 |
|
|
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 |
6.8% |
2.05 |
3.6% |
27% |
False |
False |
11,853 |
10 |
59.50 |
52.70 |
6.80 |
12.0% |
2.02 |
3.6% |
59% |
False |
False |
12,614 |
20 |
59.50 |
52.31 |
7.19 |
12.7% |
1.94 |
3.4% |
61% |
False |
False |
10,483 |
40 |
59.50 |
44.19 |
15.31 |
27.0% |
2.23 |
3.9% |
82% |
False |
False |
9,525 |
60 |
59.50 |
44.19 |
15.31 |
27.0% |
2.15 |
3.8% |
82% |
False |
False |
7,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.18 |
2.618 |
61.01 |
1.618 |
59.68 |
1.000 |
58.86 |
0.618 |
58.35 |
HIGH |
57.53 |
0.618 |
57.02 |
0.500 |
56.87 |
0.382 |
56.71 |
LOW |
56.20 |
0.618 |
55.38 |
1.000 |
54.87 |
1.618 |
54.05 |
2.618 |
52.72 |
4.250 |
50.55 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.87 |
57.60 |
PP |
56.81 |
57.30 |
S1 |
56.75 |
56.99 |
|