NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.20 |
57.49 |
-0.71 |
-1.2% |
59.08 |
High |
58.28 |
58.70 |
0.42 |
0.7% |
59.72 |
Low |
57.60 |
57.49 |
-0.11 |
-0.2% |
57.27 |
Close |
57.97 |
58.10 |
0.13 |
0.2% |
58.10 |
Range |
0.68 |
1.21 |
0.53 |
77.9% |
2.45 |
ATR |
2.06 |
2.00 |
-0.06 |
-3.0% |
0.00 |
Volume |
5,413 |
4,546 |
-867 |
-16.0% |
28,510 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.73 |
61.12 |
58.77 |
|
R3 |
60.52 |
59.91 |
58.43 |
|
R2 |
59.31 |
59.31 |
58.32 |
|
R1 |
58.70 |
58.70 |
58.21 |
59.01 |
PP |
58.10 |
58.10 |
58.10 |
58.25 |
S1 |
57.49 |
57.49 |
57.99 |
57.80 |
S2 |
56.89 |
56.89 |
57.88 |
|
S3 |
55.68 |
56.28 |
57.77 |
|
S4 |
54.47 |
55.07 |
57.43 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.71 |
64.36 |
59.45 |
|
R3 |
63.26 |
61.91 |
58.77 |
|
R2 |
60.81 |
60.81 |
58.55 |
|
R1 |
59.46 |
59.46 |
58.32 |
58.91 |
PP |
58.36 |
58.36 |
58.36 |
58.09 |
S1 |
57.01 |
57.01 |
57.88 |
56.46 |
S2 |
55.91 |
55.91 |
57.65 |
|
S3 |
53.46 |
54.56 |
57.43 |
|
S4 |
51.01 |
52.11 |
56.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.72 |
57.27 |
2.45 |
4.2% |
1.33 |
2.3% |
34% |
False |
False |
5,702 |
10 |
60.45 |
56.62 |
3.83 |
6.6% |
1.64 |
2.8% |
39% |
False |
False |
6,978 |
20 |
60.45 |
53.70 |
6.75 |
11.6% |
1.53 |
2.6% |
65% |
False |
False |
6,761 |
40 |
60.45 |
45.81 |
14.64 |
25.2% |
1.71 |
2.9% |
84% |
False |
False |
6,200 |
60 |
60.45 |
45.06 |
15.39 |
26.5% |
1.61 |
2.8% |
85% |
False |
False |
5,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63.84 |
2.618 |
61.87 |
1.618 |
60.66 |
1.000 |
59.91 |
0.618 |
59.45 |
HIGH |
58.70 |
0.618 |
58.24 |
0.500 |
58.10 |
0.382 |
57.95 |
LOW |
57.49 |
0.618 |
56.74 |
1.000 |
56.28 |
1.618 |
55.53 |
2.618 |
54.32 |
4.250 |
52.35 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.10 |
58.06 |
PP |
58.10 |
58.02 |
S1 |
58.10 |
57.99 |
|