NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.08 |
58.90 |
0.82 |
1.4% |
56.95 |
High |
59.21 |
59.69 |
0.48 |
0.8% |
59.69 |
Low |
58.06 |
58.32 |
0.26 |
0.4% |
53.70 |
Close |
59.20 |
59.66 |
0.46 |
0.8% |
59.66 |
Range |
1.15 |
1.37 |
0.22 |
19.1% |
5.99 |
ATR |
2.33 |
2.26 |
-0.07 |
-2.9% |
0.00 |
Volume |
8,630 |
10,760 |
2,130 |
24.7% |
38,992 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.33 |
62.87 |
60.41 |
|
R3 |
61.96 |
61.50 |
60.04 |
|
R2 |
60.59 |
60.59 |
59.91 |
|
R1 |
60.13 |
60.13 |
59.79 |
60.36 |
PP |
59.22 |
59.22 |
59.22 |
59.34 |
S1 |
58.76 |
58.76 |
59.53 |
58.99 |
S2 |
57.85 |
57.85 |
59.41 |
|
S3 |
56.48 |
57.39 |
59.28 |
|
S4 |
55.11 |
56.02 |
58.91 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.65 |
73.65 |
62.95 |
|
R3 |
69.66 |
67.66 |
61.31 |
|
R2 |
63.67 |
63.67 |
60.76 |
|
R1 |
61.67 |
61.67 |
60.21 |
62.67 |
PP |
57.68 |
57.68 |
57.68 |
58.19 |
S1 |
55.68 |
55.68 |
59.11 |
56.68 |
S2 |
51.69 |
51.69 |
58.56 |
|
S3 |
45.70 |
49.69 |
58.01 |
|
S4 |
39.71 |
43.70 |
56.37 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.69 |
53.70 |
5.99 |
10.0% |
1.52 |
2.6% |
99% |
True |
False |
7,798 |
10 |
60.27 |
53.70 |
6.57 |
11.0% |
1.42 |
2.4% |
91% |
False |
False |
6,907 |
20 |
60.27 |
48.64 |
11.63 |
19.5% |
1.74 |
2.9% |
95% |
False |
False |
6,569 |
40 |
60.27 |
45.06 |
15.21 |
25.5% |
1.67 |
2.8% |
96% |
False |
False |
5,798 |
60 |
60.27 |
45.06 |
15.21 |
25.5% |
1.52 |
2.6% |
96% |
False |
False |
4,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.51 |
2.618 |
63.28 |
1.618 |
61.91 |
1.000 |
61.06 |
0.618 |
60.54 |
HIGH |
59.69 |
0.618 |
59.17 |
0.500 |
59.01 |
0.382 |
58.84 |
LOW |
58.32 |
0.618 |
57.47 |
1.000 |
56.95 |
1.618 |
56.10 |
2.618 |
54.73 |
4.250 |
52.50 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.44 |
58.67 |
PP |
59.22 |
57.68 |
S1 |
59.01 |
56.70 |
|