NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.02 |
59.00 |
-0.02 |
0.0% |
58.53 |
High |
59.79 |
59.20 |
-0.59 |
-1.0% |
60.52 |
Low |
58.64 |
58.61 |
-0.03 |
-0.1% |
54.52 |
Close |
59.79 |
58.85 |
-0.94 |
-1.6% |
60.52 |
Range |
1.15 |
0.59 |
-0.56 |
-48.7% |
6.00 |
ATR |
2.22 |
2.15 |
-0.07 |
-3.4% |
0.00 |
Volume |
3,802 |
3,495 |
-307 |
-8.1% |
28,332 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.66 |
60.34 |
59.17 |
|
R3 |
60.07 |
59.75 |
59.01 |
|
R2 |
59.48 |
59.48 |
58.96 |
|
R1 |
59.16 |
59.16 |
58.90 |
59.03 |
PP |
58.89 |
58.89 |
58.89 |
58.82 |
S1 |
58.57 |
58.57 |
58.80 |
58.44 |
S2 |
58.30 |
58.30 |
58.74 |
|
S3 |
57.71 |
57.98 |
58.69 |
|
S4 |
57.12 |
57.39 |
58.53 |
|
|
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 |
10.2% |
1.14 |
1.9% |
72% |
False |
False |
5,257 |
10 |
60.85 |
54.52 |
6.33 |
10.8% |
1.28 |
2.2% |
68% |
False |
False |
5,071 |
20 |
61.22 |
49.00 |
12.22 |
20.8% |
1.69 |
2.9% |
81% |
False |
False |
4,890 |
40 |
61.22 |
45.87 |
15.35 |
26.1% |
1.70 |
2.9% |
85% |
False |
False |
4,582 |
60 |
61.22 |
45.87 |
15.35 |
26.1% |
1.54 |
2.6% |
85% |
False |
False |
4,100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.71 |
2.618 |
60.74 |
1.618 |
60.15 |
1.000 |
59.79 |
0.618 |
59.56 |
HIGH |
59.20 |
0.618 |
58.97 |
0.500 |
58.91 |
0.382 |
58.84 |
LOW |
58.61 |
0.618 |
58.25 |
1.000 |
58.02 |
1.618 |
57.66 |
2.618 |
57.07 |
4.250 |
56.10 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.91 |
59.57 |
PP |
58.89 |
59.33 |
S1 |
58.87 |
59.09 |
|