NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
57.49 |
57.70 |
0.21 |
0.4% |
59.08 |
High |
58.70 |
57.70 |
-1.00 |
-1.7% |
59.72 |
Low |
57.49 |
54.50 |
-2.99 |
-5.2% |
57.27 |
Close |
58.10 |
54.68 |
-3.42 |
-5.9% |
58.10 |
Range |
1.21 |
3.20 |
1.99 |
164.5% |
2.45 |
ATR |
2.00 |
2.12 |
0.11 |
5.7% |
0.00 |
Volume |
4,546 |
3,303 |
-1,243 |
-27.3% |
28,510 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.23 |
63.15 |
56.44 |
|
R3 |
62.03 |
59.95 |
55.56 |
|
R2 |
58.83 |
58.83 |
55.27 |
|
R1 |
56.75 |
56.75 |
54.97 |
56.19 |
PP |
55.63 |
55.63 |
55.63 |
55.35 |
S1 |
53.55 |
53.55 |
54.39 |
52.99 |
S2 |
52.43 |
52.43 |
54.09 |
|
S3 |
49.23 |
50.35 |
53.80 |
|
S4 |
46.03 |
47.15 |
52.92 |
|
|
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 |
59.43 |
54.50 |
4.93 |
9.0% |
1.51 |
2.8% |
4% |
False |
True |
4,875 |
10 |
60.45 |
54.50 |
5.95 |
10.9% |
1.83 |
3.3% |
3% |
False |
True |
6,233 |
20 |
60.45 |
53.70 |
6.75 |
12.3% |
1.62 |
3.0% |
15% |
False |
False |
6,570 |
40 |
60.45 |
46.31 |
14.14 |
25.9% |
1.75 |
3.2% |
59% |
False |
False |
6,192 |
60 |
60.45 |
45.06 |
15.39 |
28.1% |
1.64 |
3.0% |
63% |
False |
False |
5,455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.30 |
2.618 |
66.08 |
1.618 |
62.88 |
1.000 |
60.90 |
0.618 |
59.68 |
HIGH |
57.70 |
0.618 |
56.48 |
0.500 |
56.10 |
0.382 |
55.72 |
LOW |
54.50 |
0.618 |
52.52 |
1.000 |
51.30 |
1.618 |
49.32 |
2.618 |
46.12 |
4.250 |
40.90 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.10 |
56.60 |
PP |
55.63 |
55.96 |
S1 |
55.15 |
55.32 |
|