NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
57.80 |
58.20 |
0.40 |
0.7% |
60.20 |
High |
58.30 |
58.28 |
-0.02 |
0.0% |
60.45 |
Low |
57.27 |
57.60 |
0.33 |
0.6% |
56.62 |
Close |
57.60 |
57.97 |
0.37 |
0.6% |
60.23 |
Range |
1.03 |
0.68 |
-0.35 |
-34.0% |
3.83 |
ATR |
2.17 |
2.06 |
-0.11 |
-4.9% |
0.00 |
Volume |
5,548 |
5,413 |
-135 |
-2.4% |
30,517 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.99 |
59.66 |
58.34 |
|
R3 |
59.31 |
58.98 |
58.16 |
|
R2 |
58.63 |
58.63 |
58.09 |
|
R1 |
58.30 |
58.30 |
58.03 |
58.13 |
PP |
57.95 |
57.95 |
57.95 |
57.86 |
S1 |
57.62 |
57.62 |
57.91 |
57.45 |
S2 |
57.27 |
57.27 |
57.85 |
|
S3 |
56.59 |
56.94 |
57.78 |
|
S4 |
55.91 |
56.26 |
57.60 |
|
|
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 |
57.27 |
3.18 |
5.5% |
1.39 |
2.4% |
22% |
False |
False |
6,276 |
10 |
60.45 |
56.62 |
3.83 |
6.6% |
1.64 |
2.8% |
35% |
False |
False |
7,387 |
20 |
60.45 |
53.70 |
6.75 |
11.6% |
1.59 |
2.7% |
63% |
False |
False |
6,824 |
40 |
60.45 |
45.81 |
14.64 |
25.3% |
1.72 |
3.0% |
83% |
False |
False |
6,234 |
60 |
60.45 |
45.06 |
15.39 |
26.5% |
1.61 |
2.8% |
84% |
False |
False |
5,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.17 |
2.618 |
60.06 |
1.618 |
59.38 |
1.000 |
58.96 |
0.618 |
58.70 |
HIGH |
58.28 |
0.618 |
58.02 |
0.500 |
57.94 |
0.382 |
57.86 |
LOW |
57.60 |
0.618 |
57.18 |
1.000 |
56.92 |
1.618 |
56.50 |
2.618 |
55.82 |
4.250 |
54.71 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.96 |
58.35 |
PP |
57.95 |
58.22 |
S1 |
57.94 |
58.10 |
|