NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.13 |
59.08 |
-0.05 |
-0.1% |
60.20 |
High |
60.45 |
59.72 |
-0.73 |
-1.2% |
60.45 |
Low |
58.93 |
57.40 |
-1.53 |
-2.6% |
56.62 |
Close |
60.23 |
58.73 |
-1.50 |
-2.5% |
60.23 |
Range |
1.52 |
2.32 |
0.80 |
52.6% |
3.83 |
ATR |
2.27 |
2.31 |
0.04 |
1.7% |
0.00 |
Volume |
7,416 |
7,435 |
19 |
0.3% |
30,517 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.58 |
64.47 |
60.01 |
|
R3 |
63.26 |
62.15 |
59.37 |
|
R2 |
60.94 |
60.94 |
59.16 |
|
R1 |
59.83 |
59.83 |
58.94 |
59.23 |
PP |
58.62 |
58.62 |
58.62 |
58.31 |
S1 |
57.51 |
57.51 |
58.52 |
56.91 |
S2 |
56.30 |
56.30 |
58.30 |
|
S3 |
53.98 |
55.19 |
58.09 |
|
S4 |
51.66 |
52.87 |
57.45 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.59 |
69.24 |
62.34 |
|
R3 |
66.76 |
65.41 |
61.28 |
|
R2 |
62.93 |
62.93 |
60.93 |
|
R1 |
61.58 |
61.58 |
60.58 |
62.26 |
PP |
59.10 |
59.10 |
59.10 |
59.44 |
S1 |
57.75 |
57.75 |
59.88 |
58.43 |
S2 |
55.27 |
55.27 |
59.53 |
|
S3 |
51.44 |
53.92 |
59.18 |
|
S4 |
47.61 |
50.09 |
58.12 |
|
|
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 |
6.5% |
2.15 |
3.7% |
55% |
False |
False |
7,590 |
10 |
60.45 |
53.70 |
6.75 |
11.5% |
1.84 |
3.1% |
75% |
False |
False |
7,694 |
20 |
60.45 |
49.73 |
10.72 |
18.3% |
1.79 |
3.1% |
84% |
False |
False |
6,841 |
40 |
60.45 |
45.06 |
15.39 |
26.2% |
1.75 |
3.0% |
89% |
False |
False |
6,269 |
60 |
60.45 |
45.06 |
15.39 |
26.2% |
1.64 |
2.8% |
89% |
False |
False |
5,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.58 |
2.618 |
65.79 |
1.618 |
63.47 |
1.000 |
62.04 |
0.618 |
61.15 |
HIGH |
59.72 |
0.618 |
58.83 |
0.500 |
58.56 |
0.382 |
58.29 |
LOW |
57.40 |
0.618 |
55.97 |
1.000 |
55.08 |
1.618 |
53.65 |
2.618 |
51.33 |
4.250 |
47.54 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.67 |
58.67 |
PP |
58.62 |
58.60 |
S1 |
58.56 |
58.54 |
|