NYMEX Light Sweet Crude Oil Future September 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
53.49 |
54.50 |
1.01 |
1.9% |
56.57 |
High |
55.30 |
54.50 |
-0.80 |
-1.4% |
56.57 |
Low |
52.91 |
51.96 |
-0.95 |
-1.8% |
52.14 |
Close |
55.12 |
53.74 |
-1.38 |
-2.5% |
55.12 |
Range |
2.39 |
2.54 |
0.15 |
6.3% |
4.43 |
ATR |
2.16 |
2.23 |
0.07 |
3.3% |
0.00 |
Volume |
13,279 |
17,847 |
4,568 |
34.4% |
59,305 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.02 |
59.92 |
55.14 |
|
R3 |
58.48 |
57.38 |
54.44 |
|
R2 |
55.94 |
55.94 |
54.21 |
|
R1 |
54.84 |
54.84 |
53.97 |
54.12 |
PP |
53.40 |
53.40 |
53.40 |
53.04 |
S1 |
52.30 |
52.30 |
53.51 |
51.58 |
S2 |
50.86 |
50.86 |
53.27 |
|
S3 |
48.32 |
49.76 |
53.04 |
|
S4 |
45.78 |
47.22 |
52.34 |
|
|
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 |
55.30 |
51.96 |
3.34 |
6.2% |
1.89 |
3.5% |
53% |
False |
True |
14,350 |
10 |
58.55 |
51.96 |
6.59 |
12.3% |
1.75 |
3.3% |
27% |
False |
True |
11,377 |
20 |
59.50 |
51.96 |
7.54 |
14.0% |
1.98 |
3.7% |
24% |
False |
True |
11,665 |
40 |
59.50 |
45.78 |
13.72 |
25.5% |
2.14 |
4.0% |
58% |
False |
False |
10,329 |
60 |
59.50 |
44.19 |
15.31 |
28.5% |
2.11 |
3.9% |
62% |
False |
False |
8,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.30 |
2.618 |
61.15 |
1.618 |
58.61 |
1.000 |
57.04 |
0.618 |
56.07 |
HIGH |
54.50 |
0.618 |
53.53 |
0.500 |
53.23 |
0.382 |
52.93 |
LOW |
51.96 |
0.618 |
50.39 |
1.000 |
49.42 |
1.618 |
47.85 |
2.618 |
45.31 |
4.250 |
41.17 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
53.57 |
53.70 |
PP |
53.40 |
53.67 |
S1 |
53.23 |
53.63 |
|