NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.08 |
59.23 |
0.15 |
0.3% |
60.20 |
High |
59.72 |
59.43 |
-0.29 |
-0.5% |
60.45 |
Low |
57.40 |
58.01 |
0.61 |
1.1% |
56.62 |
Close |
58.73 |
58.39 |
-0.34 |
-0.6% |
60.23 |
Range |
2.32 |
1.42 |
-0.90 |
-38.8% |
3.83 |
ATR |
2.31 |
2.25 |
-0.06 |
-2.8% |
0.00 |
Volume |
7,435 |
5,568 |
-1,867 |
-25.1% |
30,517 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.87 |
62.05 |
59.17 |
|
R3 |
61.45 |
60.63 |
58.78 |
|
R2 |
60.03 |
60.03 |
58.65 |
|
R1 |
59.21 |
59.21 |
58.52 |
58.91 |
PP |
58.61 |
58.61 |
58.61 |
58.46 |
S1 |
57.79 |
57.79 |
58.26 |
57.49 |
S2 |
57.19 |
57.19 |
58.13 |
|
S3 |
55.77 |
56.37 |
58.00 |
|
S4 |
54.35 |
54.95 |
57.61 |
|
|
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 |
6.6% |
1.93 |
3.3% |
46% |
False |
False |
7,527 |
10 |
60.45 |
53.70 |
6.75 |
11.6% |
1.77 |
3.0% |
69% |
False |
False |
7,665 |
20 |
60.45 |
52.34 |
8.11 |
13.9% |
1.74 |
3.0% |
75% |
False |
False |
6,913 |
40 |
60.45 |
45.06 |
15.39 |
26.4% |
1.75 |
3.0% |
87% |
False |
False |
6,244 |
60 |
60.45 |
45.06 |
15.39 |
26.4% |
1.63 |
2.8% |
87% |
False |
False |
5,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.47 |
2.618 |
63.15 |
1.618 |
61.73 |
1.000 |
60.85 |
0.618 |
60.31 |
HIGH |
59.43 |
0.618 |
58.89 |
0.500 |
58.72 |
0.382 |
58.55 |
LOW |
58.01 |
0.618 |
57.13 |
1.000 |
56.59 |
1.618 |
55.71 |
2.618 |
54.29 |
4.250 |
51.98 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.72 |
58.93 |
PP |
58.61 |
58.75 |
S1 |
58.50 |
58.57 |
|