NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.26 |
58.62 |
3.36 |
6.1% |
59.12 |
High |
55.57 |
60.11 |
4.54 |
8.2% |
61.22 |
Low |
54.52 |
58.46 |
3.94 |
7.2% |
58.55 |
Close |
55.65 |
60.10 |
4.45 |
8.0% |
59.35 |
Range |
1.05 |
1.65 |
0.60 |
57.1% |
2.67 |
ATR |
2.16 |
2.32 |
0.16 |
7.6% |
0.00 |
Volume |
5,792 |
5,781 |
-11 |
-0.2% |
26,508 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.51 |
63.95 |
61.01 |
|
R3 |
62.86 |
62.30 |
60.55 |
|
R2 |
61.21 |
61.21 |
60.40 |
|
R1 |
60.65 |
60.65 |
60.25 |
60.93 |
PP |
59.56 |
59.56 |
59.56 |
59.70 |
S1 |
59.00 |
59.00 |
59.95 |
59.28 |
S2 |
57.91 |
57.91 |
59.80 |
|
S3 |
56.26 |
57.35 |
59.65 |
|
S4 |
54.61 |
55.70 |
59.19 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.72 |
66.20 |
60.82 |
|
R3 |
65.05 |
63.53 |
60.08 |
|
R2 |
62.38 |
62.38 |
59.84 |
|
R1 |
60.86 |
60.86 |
59.59 |
61.62 |
PP |
59.71 |
59.71 |
59.71 |
60.09 |
S1 |
58.19 |
58.19 |
59.11 |
58.95 |
S2 |
57.04 |
57.04 |
58.86 |
|
S3 |
54.37 |
55.52 |
58.62 |
|
S4 |
51.70 |
52.85 |
57.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.11 |
54.52 |
5.59 |
9.3% |
1.53 |
2.5% |
100% |
True |
False |
4,880 |
10 |
61.22 |
54.52 |
6.70 |
11.1% |
1.40 |
2.3% |
83% |
False |
False |
5,240 |
20 |
61.22 |
49.00 |
12.22 |
20.3% |
1.81 |
3.0% |
91% |
False |
False |
4,838 |
40 |
61.22 |
45.87 |
15.35 |
25.5% |
1.73 |
2.9% |
93% |
False |
False |
4,461 |
60 |
61.22 |
45.87 |
15.35 |
25.5% |
1.54 |
2.6% |
93% |
False |
False |
4,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.12 |
2.618 |
64.43 |
1.618 |
62.78 |
1.000 |
61.76 |
0.618 |
61.13 |
HIGH |
60.11 |
0.618 |
59.48 |
0.500 |
59.29 |
0.382 |
59.09 |
LOW |
58.46 |
0.618 |
57.44 |
1.000 |
56.81 |
1.618 |
55.79 |
2.618 |
54.14 |
4.250 |
51.45 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.83 |
59.17 |
PP |
59.56 |
58.24 |
S1 |
59.29 |
57.32 |
|