NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
53.82 |
53.40 |
-0.42 |
-0.8% |
58.39 |
High |
54.25 |
53.69 |
-0.56 |
-1.0% |
59.00 |
Low |
52.14 |
52.54 |
0.40 |
0.8% |
56.20 |
Close |
53.51 |
53.49 |
-0.02 |
0.0% |
57.22 |
Range |
2.11 |
1.15 |
-0.96 |
-45.5% |
2.80 |
ATR |
2.29 |
2.20 |
-0.08 |
-3.5% |
0.00 |
Volume |
10,520 |
15,896 |
5,376 |
51.1% |
48,233 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.69 |
56.24 |
54.12 |
|
R3 |
55.54 |
55.09 |
53.81 |
|
R2 |
54.39 |
54.39 |
53.70 |
|
R1 |
53.94 |
53.94 |
53.60 |
54.17 |
PP |
53.24 |
53.24 |
53.24 |
53.35 |
S1 |
52.79 |
52.79 |
53.38 |
53.02 |
S2 |
52.09 |
52.09 |
53.28 |
|
S3 |
50.94 |
51.64 |
53.17 |
|
S4 |
49.79 |
50.49 |
52.86 |
|
|
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 |
57.79 |
52.14 |
5.65 |
10.6% |
1.69 |
3.2% |
24% |
False |
False |
9,776 |
10 |
59.50 |
52.14 |
7.36 |
13.8% |
1.87 |
3.5% |
18% |
False |
False |
10,814 |
20 |
59.50 |
52.14 |
7.36 |
13.8% |
1.89 |
3.5% |
18% |
False |
False |
10,519 |
40 |
59.50 |
45.78 |
13.72 |
25.6% |
2.18 |
4.1% |
56% |
False |
False |
9,906 |
60 |
59.50 |
44.19 |
15.31 |
28.6% |
2.11 |
3.9% |
61% |
False |
False |
8,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.58 |
2.618 |
56.70 |
1.618 |
55.55 |
1.000 |
54.84 |
0.618 |
54.40 |
HIGH |
53.69 |
0.618 |
53.25 |
0.500 |
53.12 |
0.382 |
52.98 |
LOW |
52.54 |
0.618 |
51.83 |
1.000 |
51.39 |
1.618 |
50.68 |
2.618 |
49.53 |
4.250 |
47.65 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.37 |
54.36 |
PP |
53.24 |
54.07 |
S1 |
53.12 |
53.78 |
|