NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.30 |
54.26 |
-0.04 |
-0.1% |
59.08 |
High |
55.27 |
54.60 |
-0.67 |
-1.2% |
59.72 |
Low |
53.18 |
53.79 |
0.61 |
1.1% |
57.27 |
Close |
54.55 |
54.58 |
0.03 |
0.1% |
58.10 |
Range |
2.09 |
0.81 |
-1.28 |
-61.2% |
2.45 |
ATR |
2.11 |
2.02 |
-0.09 |
-4.4% |
0.00 |
Volume |
6,444 |
11,265 |
4,821 |
74.8% |
28,510 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
56.75 |
56.48 |
55.03 |
|
R3 |
55.94 |
55.67 |
54.80 |
|
R2 |
55.13 |
55.13 |
54.73 |
|
R1 |
54.86 |
54.86 |
54.65 |
55.00 |
PP |
54.32 |
54.32 |
54.32 |
54.39 |
S1 |
54.05 |
54.05 |
54.51 |
54.19 |
S2 |
53.51 |
53.51 |
54.43 |
|
S3 |
52.70 |
53.24 |
54.36 |
|
S4 |
51.89 |
52.43 |
54.13 |
|
|
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 |
58.70 |
53.18 |
5.52 |
10.1% |
1.60 |
2.9% |
25% |
False |
False |
6,194 |
10 |
60.45 |
53.18 |
7.27 |
13.3% |
1.74 |
3.2% |
19% |
False |
False |
6,794 |
20 |
60.45 |
53.18 |
7.27 |
13.3% |
1.64 |
3.0% |
19% |
False |
False |
6,811 |
40 |
60.45 |
46.50 |
13.95 |
25.6% |
1.73 |
3.2% |
58% |
False |
False |
6,461 |
60 |
60.45 |
45.06 |
15.39 |
28.2% |
1.61 |
2.9% |
62% |
False |
False |
5,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.04 |
2.618 |
56.72 |
1.618 |
55.91 |
1.000 |
55.41 |
0.618 |
55.10 |
HIGH |
54.60 |
0.618 |
54.29 |
0.500 |
54.20 |
0.382 |
54.10 |
LOW |
53.79 |
0.618 |
53.29 |
1.000 |
52.98 |
1.618 |
52.48 |
2.618 |
51.67 |
4.250 |
50.35 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
54.45 |
55.44 |
PP |
54.32 |
55.15 |
S1 |
54.20 |
54.87 |
|