NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
53.10 |
53.49 |
0.39 |
0.7% |
56.57 |
High |
53.92 |
55.30 |
1.38 |
2.6% |
56.57 |
Low |
52.65 |
52.91 |
0.26 |
0.5% |
52.14 |
Close |
53.50 |
55.12 |
1.62 |
3.0% |
55.12 |
Range |
1.27 |
2.39 |
1.12 |
88.2% |
4.43 |
ATR |
2.14 |
2.16 |
0.02 |
0.8% |
0.00 |
Volume |
14,208 |
13,279 |
-929 |
-6.5% |
59,305 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.61 |
60.76 |
56.43 |
|
R3 |
59.22 |
58.37 |
55.78 |
|
R2 |
56.83 |
56.83 |
55.56 |
|
R1 |
55.98 |
55.98 |
55.34 |
56.41 |
PP |
54.44 |
54.44 |
54.44 |
54.66 |
S1 |
53.59 |
53.59 |
54.90 |
54.02 |
S2 |
52.05 |
52.05 |
54.68 |
|
S3 |
49.66 |
51.20 |
54.46 |
|
S4 |
47.27 |
48.81 |
53.81 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.90 |
65.94 |
57.56 |
|
R3 |
63.47 |
61.51 |
56.34 |
|
R2 |
59.04 |
59.04 |
55.93 |
|
R1 |
57.08 |
57.08 |
55.53 |
55.85 |
PP |
54.61 |
54.61 |
54.61 |
53.99 |
S1 |
52.65 |
52.65 |
54.71 |
51.42 |
S2 |
50.18 |
50.18 |
54.31 |
|
S3 |
45.75 |
48.22 |
53.90 |
|
S4 |
41.32 |
43.79 |
52.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
56.57 |
52.14 |
4.43 |
8.0% |
2.01 |
3.6% |
67% |
False |
False |
11,861 |
10 |
59.00 |
52.14 |
6.86 |
12.4% |
1.76 |
3.2% |
43% |
False |
False |
10,753 |
20 |
59.50 |
52.14 |
7.36 |
13.4% |
1.92 |
3.5% |
40% |
False |
False |
11,065 |
40 |
59.50 |
45.78 |
13.72 |
24.9% |
2.13 |
3.9% |
68% |
False |
False |
10,145 |
60 |
59.50 |
44.19 |
15.31 |
27.8% |
2.08 |
3.8% |
71% |
False |
False |
8,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.46 |
2.618 |
61.56 |
1.618 |
59.17 |
1.000 |
57.69 |
0.618 |
56.78 |
HIGH |
55.30 |
0.618 |
54.39 |
0.500 |
54.11 |
0.382 |
53.82 |
LOW |
52.91 |
0.618 |
51.43 |
1.000 |
50.52 |
1.618 |
49.04 |
2.618 |
46.65 |
4.250 |
42.75 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.78 |
54.72 |
PP |
54.44 |
54.32 |
S1 |
54.11 |
53.92 |
|