NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.75 |
57.30 |
0.55 |
1.0% |
59.35 |
High |
57.53 |
57.57 |
0.04 |
0.1% |
59.50 |
Low |
56.20 |
56.75 |
0.55 |
1.0% |
55.65 |
Close |
56.69 |
57.06 |
0.37 |
0.7% |
59.33 |
Range |
1.33 |
0.82 |
-0.51 |
-38.3% |
3.85 |
ATR |
2.37 |
2.26 |
-0.11 |
-4.5% |
0.00 |
Volume |
9,832 |
7,504 |
-2,328 |
-23.7% |
48,530 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.59 |
59.14 |
57.51 |
|
R3 |
58.77 |
58.32 |
57.29 |
|
R2 |
57.95 |
57.95 |
57.21 |
|
R1 |
57.50 |
57.50 |
57.14 |
57.32 |
PP |
57.13 |
57.13 |
57.13 |
57.03 |
S1 |
56.68 |
56.68 |
56.98 |
56.50 |
S2 |
56.31 |
56.31 |
56.91 |
|
S3 |
55.49 |
55.86 |
56.83 |
|
S4 |
54.67 |
55.04 |
56.61 |
|
|
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 |
56.20 |
3.30 |
5.8% |
1.60 |
2.8% |
26% |
False |
False |
10,318 |
10 |
59.50 |
55.56 |
3.94 |
6.9% |
1.99 |
3.5% |
38% |
False |
False |
11,512 |
20 |
59.50 |
52.70 |
6.80 |
11.9% |
1.85 |
3.2% |
64% |
False |
False |
10,228 |
40 |
59.50 |
44.19 |
15.31 |
26.8% |
2.20 |
3.9% |
84% |
False |
False |
9,509 |
60 |
59.50 |
44.19 |
15.31 |
26.8% |
2.13 |
3.7% |
84% |
False |
False |
8,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.06 |
2.618 |
59.72 |
1.618 |
58.90 |
1.000 |
58.39 |
0.618 |
58.08 |
HIGH |
57.57 |
0.618 |
57.26 |
0.500 |
57.16 |
0.382 |
57.06 |
LOW |
56.75 |
0.618 |
56.24 |
1.000 |
55.93 |
1.618 |
55.42 |
2.618 |
54.60 |
4.250 |
53.27 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.16 |
57.38 |
PP |
57.13 |
57.27 |
S1 |
57.09 |
57.17 |
|