NYMEX Light Sweet Crude Oil Future October 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
54.60 |
54.95 |
0.35 |
0.6% |
57.70 |
High |
54.60 |
56.18 |
1.58 |
2.9% |
57.70 |
Low |
53.82 |
54.95 |
1.13 |
2.1% |
53.18 |
Close |
54.50 |
56.03 |
1.53 |
2.8% |
56.03 |
Range |
0.78 |
1.23 |
0.45 |
57.7% |
4.52 |
ATR |
1.93 |
1.91 |
-0.02 |
-0.9% |
0.00 |
Volume |
9,427 |
5,662 |
-3,765 |
-39.9% |
36,101 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.41 |
58.95 |
56.71 |
|
R3 |
58.18 |
57.72 |
56.37 |
|
R2 |
56.95 |
56.95 |
56.26 |
|
R1 |
56.49 |
56.49 |
56.14 |
56.72 |
PP |
55.72 |
55.72 |
55.72 |
55.84 |
S1 |
55.26 |
55.26 |
55.92 |
55.49 |
S2 |
54.49 |
54.49 |
55.80 |
|
S3 |
53.26 |
54.03 |
55.69 |
|
S4 |
52.03 |
52.80 |
55.35 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.20 |
67.13 |
58.52 |
|
R3 |
64.68 |
62.61 |
57.27 |
|
R2 |
60.16 |
60.16 |
56.86 |
|
R1 |
58.09 |
58.09 |
56.44 |
56.87 |
PP |
55.64 |
55.64 |
55.64 |
55.02 |
S1 |
53.57 |
53.57 |
55.62 |
52.35 |
S2 |
51.12 |
51.12 |
55.20 |
|
S3 |
46.60 |
49.05 |
54.79 |
|
S4 |
42.08 |
44.53 |
53.54 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.70 |
53.18 |
4.52 |
8.1% |
1.62 |
2.9% |
63% |
False |
False |
7,220 |
10 |
59.72 |
53.18 |
6.54 |
11.7% |
1.48 |
2.6% |
44% |
False |
False |
6,461 |
20 |
60.45 |
53.18 |
7.27 |
13.0% |
1.62 |
2.9% |
39% |
False |
False |
6,926 |
40 |
60.45 |
46.50 |
13.95 |
24.9% |
1.66 |
3.0% |
68% |
False |
False |
6,493 |
60 |
60.45 |
45.06 |
15.39 |
27.5% |
1.60 |
2.9% |
71% |
False |
False |
5,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.41 |
2.618 |
59.40 |
1.618 |
58.17 |
1.000 |
57.41 |
0.618 |
56.94 |
HIGH |
56.18 |
0.618 |
55.71 |
0.500 |
55.57 |
0.382 |
55.42 |
LOW |
54.95 |
0.618 |
54.19 |
1.000 |
53.72 |
1.618 |
52.96 |
2.618 |
51.73 |
4.250 |
49.72 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.88 |
55.68 |
PP |
55.72 |
55.33 |
S1 |
55.57 |
54.99 |
|