NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
58.62 |
59.68 |
1.06 |
1.8% |
58.53 |
High |
60.11 |
60.52 |
0.41 |
0.7% |
60.52 |
Low |
58.46 |
59.24 |
0.78 |
1.3% |
54.52 |
Close |
60.10 |
60.52 |
0.42 |
0.7% |
60.52 |
Range |
1.65 |
1.28 |
-0.37 |
-22.4% |
6.00 |
ATR |
2.32 |
2.25 |
-0.07 |
-3.2% |
0.00 |
Volume |
5,781 |
7,417 |
1,636 |
28.3% |
28,332 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.93 |
63.51 |
61.22 |
|
R3 |
62.65 |
62.23 |
60.87 |
|
R2 |
61.37 |
61.37 |
60.75 |
|
R1 |
60.95 |
60.95 |
60.64 |
61.16 |
PP |
60.09 |
60.09 |
60.09 |
60.20 |
S1 |
59.67 |
59.67 |
60.40 |
59.88 |
S2 |
58.81 |
58.81 |
60.29 |
|
S3 |
57.53 |
58.39 |
60.17 |
|
S4 |
56.25 |
57.11 |
59.82 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.52 |
74.52 |
63.82 |
|
R3 |
70.52 |
68.52 |
62.17 |
|
R2 |
64.52 |
64.52 |
61.62 |
|
R1 |
62.52 |
62.52 |
61.07 |
63.52 |
PP |
58.52 |
58.52 |
58.52 |
59.02 |
S1 |
56.52 |
56.52 |
59.97 |
57.52 |
S2 |
52.52 |
52.52 |
59.42 |
|
S3 |
46.52 |
50.52 |
58.87 |
|
S4 |
40.52 |
44.52 |
57.22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.52 |
54.52 |
6.00 |
9.9% |
1.68 |
2.8% |
100% |
True |
False |
5,666 |
10 |
61.22 |
54.52 |
6.70 |
11.1% |
1.41 |
2.3% |
90% |
False |
False |
5,484 |
20 |
61.22 |
49.00 |
12.22 |
20.2% |
1.80 |
3.0% |
94% |
False |
False |
4,932 |
40 |
61.22 |
45.87 |
15.35 |
25.4% |
1.72 |
2.8% |
95% |
False |
False |
4,594 |
60 |
61.22 |
45.87 |
15.35 |
25.4% |
1.54 |
2.5% |
95% |
False |
False |
4,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.96 |
2.618 |
63.87 |
1.618 |
62.59 |
1.000 |
61.80 |
0.618 |
61.31 |
HIGH |
60.52 |
0.618 |
60.03 |
0.500 |
59.88 |
0.382 |
59.73 |
LOW |
59.24 |
0.618 |
58.45 |
1.000 |
57.96 |
1.618 |
57.17 |
2.618 |
55.89 |
4.250 |
53.80 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
60.31 |
59.52 |
PP |
60.09 |
58.52 |
S1 |
59.88 |
57.52 |
|