NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.79 |
56.62 |
-2.17 |
-3.7% |
56.95 |
High |
59.00 |
59.70 |
0.70 |
1.2% |
59.69 |
Low |
57.69 |
56.62 |
-1.07 |
-1.9% |
53.70 |
Close |
57.98 |
58.18 |
0.20 |
0.3% |
59.66 |
Range |
1.31 |
3.08 |
1.77 |
135.1% |
5.99 |
ATR |
2.21 |
2.27 |
0.06 |
2.8% |
0.00 |
Volume |
6,210 |
11,006 |
4,796 |
77.2% |
38,992 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.41 |
65.87 |
59.87 |
|
R3 |
64.33 |
62.79 |
59.03 |
|
R2 |
61.25 |
61.25 |
58.74 |
|
R1 |
59.71 |
59.71 |
58.46 |
60.48 |
PP |
58.17 |
58.17 |
58.17 |
58.55 |
S1 |
56.63 |
56.63 |
57.90 |
57.40 |
S2 |
55.09 |
55.09 |
57.62 |
|
S3 |
52.01 |
53.55 |
57.33 |
|
S4 |
48.93 |
50.47 |
56.49 |
|
|
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 |
56.62 |
3.58 |
6.2% |
1.88 |
3.2% |
44% |
False |
True |
8,498 |
10 |
60.20 |
53.70 |
6.50 |
11.2% |
1.71 |
2.9% |
69% |
False |
False |
7,158 |
20 |
60.27 |
49.19 |
11.08 |
19.0% |
1.83 |
3.1% |
81% |
False |
False |
6,665 |
40 |
60.27 |
45.06 |
15.21 |
26.1% |
1.69 |
2.9% |
86% |
False |
False |
6,067 |
60 |
60.27 |
45.06 |
15.21 |
26.1% |
1.60 |
2.8% |
86% |
False |
False |
5,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
72.79 |
2.618 |
67.76 |
1.618 |
64.68 |
1.000 |
62.78 |
0.618 |
61.60 |
HIGH |
59.70 |
0.618 |
58.52 |
0.500 |
58.16 |
0.382 |
57.80 |
LOW |
56.62 |
0.618 |
54.72 |
1.000 |
53.54 |
1.618 |
51.64 |
2.618 |
48.56 |
4.250 |
43.53 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.17 |
58.41 |
PP |
58.17 |
58.33 |
S1 |
58.16 |
58.26 |
|