NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
57.30 |
56.80 |
-0.50 |
-0.9% |
58.39 |
High |
57.57 |
57.79 |
0.22 |
0.4% |
59.00 |
Low |
56.75 |
56.56 |
-0.19 |
-0.3% |
56.20 |
Close |
57.06 |
57.22 |
0.16 |
0.3% |
57.22 |
Range |
0.82 |
1.23 |
0.41 |
50.0% |
2.80 |
ATR |
2.26 |
2.19 |
-0.07 |
-3.3% |
0.00 |
Volume |
7,504 |
9,559 |
2,055 |
27.4% |
48,233 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.88 |
60.28 |
57.90 |
|
R3 |
59.65 |
59.05 |
57.56 |
|
R2 |
58.42 |
58.42 |
57.45 |
|
R1 |
57.82 |
57.82 |
57.33 |
58.12 |
PP |
57.19 |
57.19 |
57.19 |
57.34 |
S1 |
56.59 |
56.59 |
57.11 |
56.89 |
S2 |
55.96 |
55.96 |
56.99 |
|
S3 |
54.73 |
55.36 |
56.88 |
|
S4 |
53.50 |
54.13 |
56.54 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.87 |
64.35 |
58.76 |
|
R3 |
63.07 |
61.55 |
57.99 |
|
R2 |
60.27 |
60.27 |
57.73 |
|
R1 |
58.75 |
58.75 |
57.48 |
58.11 |
PP |
57.47 |
57.47 |
57.47 |
57.16 |
S1 |
55.95 |
55.95 |
56.96 |
55.31 |
S2 |
54.67 |
54.67 |
56.71 |
|
S3 |
51.87 |
53.15 |
56.45 |
|
S4 |
49.07 |
50.35 |
55.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.00 |
56.20 |
2.80 |
4.9% |
1.51 |
2.6% |
36% |
False |
False |
9,646 |
10 |
59.50 |
55.65 |
3.85 |
6.7% |
1.83 |
3.2% |
41% |
False |
False |
11,190 |
20 |
59.50 |
52.70 |
6.80 |
11.9% |
1.79 |
3.1% |
66% |
False |
False |
10,181 |
40 |
59.50 |
44.76 |
14.74 |
25.8% |
2.16 |
3.8% |
85% |
False |
False |
9,581 |
60 |
59.50 |
44.19 |
15.31 |
26.8% |
2.12 |
3.7% |
85% |
False |
False |
8,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.02 |
2.618 |
61.01 |
1.618 |
59.78 |
1.000 |
59.02 |
0.618 |
58.55 |
HIGH |
57.79 |
0.618 |
57.32 |
0.500 |
57.18 |
0.382 |
57.03 |
LOW |
56.56 |
0.618 |
55.80 |
1.000 |
55.33 |
1.618 |
54.57 |
2.618 |
53.34 |
4.250 |
51.33 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.21 |
57.15 |
PP |
57.19 |
57.07 |
S1 |
57.18 |
57.00 |
|