NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.41 |
58.08 |
3.67 |
6.7% |
58.75 |
High |
54.80 |
59.21 |
4.41 |
8.0% |
60.27 |
Low |
53.70 |
58.06 |
4.36 |
8.1% |
57.71 |
Close |
54.74 |
59.20 |
4.46 |
8.1% |
58.52 |
Range |
1.10 |
1.15 |
0.05 |
4.5% |
2.56 |
ATR |
2.17 |
2.33 |
0.16 |
7.6% |
0.00 |
Volume |
7,184 |
8,630 |
1,446 |
20.1% |
30,084 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.27 |
61.89 |
59.83 |
|
R3 |
61.12 |
60.74 |
59.52 |
|
R2 |
59.97 |
59.97 |
59.41 |
|
R1 |
59.59 |
59.59 |
59.31 |
59.78 |
PP |
58.82 |
58.82 |
58.82 |
58.92 |
S1 |
58.44 |
58.44 |
59.09 |
58.63 |
S2 |
57.67 |
57.67 |
58.99 |
|
S3 |
56.52 |
57.29 |
58.88 |
|
S4 |
55.37 |
56.14 |
58.57 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.51 |
65.08 |
59.93 |
|
R3 |
63.95 |
62.52 |
59.22 |
|
R2 |
61.39 |
61.39 |
58.99 |
|
R1 |
59.96 |
59.96 |
58.75 |
59.40 |
PP |
58.83 |
58.83 |
58.83 |
58.55 |
S1 |
57.40 |
57.40 |
58.29 |
56.84 |
S2 |
56.27 |
56.27 |
58.05 |
|
S3 |
53.71 |
54.84 |
57.82 |
|
S4 |
51.15 |
52.28 |
57.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.35 |
53.70 |
5.65 |
9.5% |
1.58 |
2.7% |
97% |
False |
False |
6,529 |
10 |
60.27 |
53.70 |
6.57 |
11.1% |
1.42 |
2.4% |
84% |
False |
False |
6,543 |
20 |
60.27 |
48.64 |
11.63 |
19.6% |
1.75 |
3.0% |
91% |
False |
False |
6,408 |
40 |
60.27 |
45.06 |
15.21 |
25.7% |
1.67 |
2.8% |
93% |
False |
False |
5,586 |
60 |
60.27 |
45.06 |
15.21 |
25.7% |
1.54 |
2.6% |
93% |
False |
False |
4,797 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.10 |
2.618 |
62.22 |
1.618 |
61.07 |
1.000 |
60.36 |
0.618 |
59.92 |
HIGH |
59.21 |
0.618 |
58.77 |
0.500 |
58.64 |
0.382 |
58.50 |
LOW |
58.06 |
0.618 |
57.35 |
1.000 |
56.91 |
1.618 |
56.20 |
2.618 |
55.05 |
4.250 |
53.17 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.01 |
58.29 |
PP |
58.82 |
57.37 |
S1 |
58.64 |
56.46 |
|