NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.62 |
59.13 |
2.51 |
4.4% |
56.95 |
High |
59.70 |
60.45 |
0.75 |
1.3% |
59.69 |
Low |
56.62 |
58.93 |
2.31 |
4.1% |
53.70 |
Close |
58.18 |
60.23 |
2.05 |
3.5% |
59.66 |
Range |
3.08 |
1.52 |
-1.56 |
-50.6% |
5.99 |
ATR |
2.27 |
2.27 |
0.00 |
0.0% |
0.00 |
Volume |
11,006 |
7,416 |
-3,590 |
-32.6% |
38,992 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.43 |
63.85 |
61.07 |
|
R3 |
62.91 |
62.33 |
60.65 |
|
R2 |
61.39 |
61.39 |
60.51 |
|
R1 |
60.81 |
60.81 |
60.37 |
61.10 |
PP |
59.87 |
59.87 |
59.87 |
60.02 |
S1 |
59.29 |
59.29 |
60.09 |
59.58 |
S2 |
58.35 |
58.35 |
59.95 |
|
S3 |
56.83 |
57.77 |
59.81 |
|
S4 |
55.31 |
56.25 |
59.39 |
|
|
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 |
60.45 |
56.62 |
3.83 |
6.4% |
1.96 |
3.2% |
94% |
True |
False |
8,255 |
10 |
60.45 |
53.70 |
6.75 |
11.2% |
1.77 |
2.9% |
97% |
True |
False |
7,392 |
20 |
60.45 |
49.73 |
10.72 |
17.8% |
1.77 |
2.9% |
98% |
True |
False |
6,688 |
40 |
60.45 |
45.06 |
15.39 |
25.6% |
1.71 |
2.8% |
99% |
True |
False |
6,164 |
60 |
60.45 |
45.06 |
15.39 |
25.6% |
1.62 |
2.7% |
99% |
True |
False |
5,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66.91 |
2.618 |
64.43 |
1.618 |
62.91 |
1.000 |
61.97 |
0.618 |
61.39 |
HIGH |
60.45 |
0.618 |
59.87 |
0.500 |
59.69 |
0.382 |
59.51 |
LOW |
58.93 |
0.618 |
57.99 |
1.000 |
57.41 |
1.618 |
56.47 |
2.618 |
54.95 |
4.250 |
52.47 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
60.05 |
59.67 |
PP |
59.87 |
59.10 |
S1 |
59.69 |
58.54 |
|