NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.90 |
60.20 |
1.30 |
2.2% |
56.95 |
High |
59.69 |
60.20 |
0.51 |
0.9% |
59.69 |
Low |
58.32 |
57.70 |
-0.62 |
-1.1% |
53.70 |
Close |
59.66 |
58.88 |
-0.78 |
-1.3% |
59.66 |
Range |
1.37 |
2.50 |
1.13 |
82.5% |
5.99 |
ATR |
2.26 |
2.28 |
0.02 |
0.7% |
0.00 |
Volume |
10,760 |
5,885 |
-4,875 |
-45.3% |
38,992 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.43 |
65.15 |
60.26 |
|
R3 |
63.93 |
62.65 |
59.57 |
|
R2 |
61.43 |
61.43 |
59.34 |
|
R1 |
60.15 |
60.15 |
59.11 |
59.54 |
PP |
58.93 |
58.93 |
58.93 |
58.62 |
S1 |
57.65 |
57.65 |
58.65 |
57.04 |
S2 |
56.43 |
56.43 |
58.42 |
|
S3 |
53.93 |
55.15 |
58.19 |
|
S4 |
51.43 |
52.65 |
57.51 |
|
|
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 |
60.20 |
53.70 |
6.50 |
11.0% |
1.61 |
2.7% |
80% |
True |
False |
7,804 |
10 |
60.20 |
53.70 |
6.50 |
11.0% |
1.49 |
2.5% |
80% |
True |
False |
6,908 |
20 |
60.27 |
48.64 |
11.63 |
19.8% |
1.78 |
3.0% |
88% |
False |
False |
6,557 |
40 |
60.27 |
45.06 |
15.21 |
25.8% |
1.69 |
2.9% |
91% |
False |
False |
5,846 |
60 |
60.27 |
45.06 |
15.21 |
25.8% |
1.55 |
2.6% |
91% |
False |
False |
4,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.83 |
2.618 |
66.75 |
1.618 |
64.25 |
1.000 |
62.70 |
0.618 |
61.75 |
HIGH |
60.20 |
0.618 |
59.25 |
0.500 |
58.95 |
0.382 |
58.66 |
LOW |
57.70 |
0.618 |
56.16 |
1.000 |
55.20 |
1.618 |
53.66 |
2.618 |
51.16 |
4.250 |
47.08 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.95 |
58.95 |
PP |
58.93 |
58.93 |
S1 |
58.90 |
58.90 |
|