NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.00 |
58.27 |
-0.73 |
-1.2% |
58.53 |
High |
59.20 |
60.28 |
1.08 |
1.8% |
60.52 |
Low |
58.61 |
57.80 |
-0.81 |
-1.4% |
54.52 |
Close |
58.85 |
59.08 |
0.23 |
0.4% |
60.52 |
Range |
0.59 |
2.48 |
1.89 |
320.3% |
6.00 |
ATR |
2.15 |
2.17 |
0.02 |
1.1% |
0.00 |
Volume |
3,495 |
5,536 |
2,041 |
58.4% |
28,332 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.49 |
65.27 |
60.44 |
|
R3 |
64.01 |
62.79 |
59.76 |
|
R2 |
61.53 |
61.53 |
59.53 |
|
R1 |
60.31 |
60.31 |
59.31 |
60.92 |
PP |
59.05 |
59.05 |
59.05 |
59.36 |
S1 |
57.83 |
57.83 |
58.85 |
58.44 |
S2 |
56.57 |
56.57 |
58.63 |
|
S3 |
54.09 |
55.35 |
58.40 |
|
S4 |
51.61 |
52.87 |
57.72 |
|
|
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 |
57.80 |
2.72 |
4.6% |
1.43 |
2.4% |
47% |
False |
True |
5,206 |
10 |
60.85 |
54.52 |
6.33 |
10.7% |
1.41 |
2.4% |
72% |
False |
False |
4,823 |
20 |
61.22 |
49.44 |
11.78 |
19.9% |
1.72 |
2.9% |
82% |
False |
False |
4,935 |
40 |
61.22 |
45.87 |
15.35 |
26.0% |
1.69 |
2.9% |
86% |
False |
False |
4,671 |
60 |
61.22 |
45.87 |
15.35 |
26.0% |
1.55 |
2.6% |
86% |
False |
False |
4,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.82 |
2.618 |
66.77 |
1.618 |
64.29 |
1.000 |
62.76 |
0.618 |
61.81 |
HIGH |
60.28 |
0.618 |
59.33 |
0.500 |
59.04 |
0.382 |
58.75 |
LOW |
57.80 |
0.618 |
56.27 |
1.000 |
55.32 |
1.618 |
53.79 |
2.618 |
51.31 |
4.250 |
47.26 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.07 |
59.07 |
PP |
59.05 |
59.05 |
S1 |
59.04 |
59.04 |
|