NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
60.20 |
58.79 |
-1.41 |
-2.3% |
56.95 |
High |
60.20 |
59.00 |
-1.20 |
-2.0% |
59.69 |
Low |
57.70 |
57.69 |
-0.01 |
0.0% |
53.70 |
Close |
58.88 |
57.98 |
-0.90 |
-1.5% |
59.66 |
Range |
2.50 |
1.31 |
-1.19 |
-47.6% |
5.99 |
ATR |
2.28 |
2.21 |
-0.07 |
-3.0% |
0.00 |
Volume |
5,885 |
6,210 |
325 |
5.5% |
38,992 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.15 |
61.38 |
58.70 |
|
R3 |
60.84 |
60.07 |
58.34 |
|
R2 |
59.53 |
59.53 |
58.22 |
|
R1 |
58.76 |
58.76 |
58.10 |
58.49 |
PP |
58.22 |
58.22 |
58.22 |
58.09 |
S1 |
57.45 |
57.45 |
57.86 |
57.18 |
S2 |
56.91 |
56.91 |
57.74 |
|
S3 |
55.60 |
56.14 |
57.62 |
|
S4 |
54.29 |
54.83 |
57.26 |
|
|
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 |
11.2% |
1.49 |
2.6% |
66% |
False |
False |
7,733 |
10 |
60.20 |
53.70 |
6.50 |
11.2% |
1.54 |
2.7% |
66% |
False |
False |
6,828 |
20 |
60.27 |
48.64 |
11.63 |
20.1% |
1.76 |
3.0% |
80% |
False |
False |
6,461 |
40 |
60.27 |
45.06 |
15.21 |
26.2% |
1.69 |
2.9% |
85% |
False |
False |
5,883 |
60 |
60.27 |
45.06 |
15.21 |
26.2% |
1.56 |
2.7% |
85% |
False |
False |
5,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.57 |
2.618 |
62.43 |
1.618 |
61.12 |
1.000 |
60.31 |
0.618 |
59.81 |
HIGH |
59.00 |
0.618 |
58.50 |
0.500 |
58.35 |
0.382 |
58.19 |
LOW |
57.69 |
0.618 |
56.88 |
1.000 |
56.38 |
1.618 |
55.57 |
2.618 |
54.26 |
4.250 |
52.12 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.35 |
58.95 |
PP |
58.22 |
58.62 |
S1 |
58.10 |
58.30 |
|