NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
60.50 |
60.30 |
-0.20 |
-0.3% |
59.02 |
High |
60.65 |
60.30 |
-0.35 |
-0.6% |
60.65 |
Low |
59.93 |
58.15 |
-1.78 |
-3.0% |
57.80 |
Close |
61.07 |
59.52 |
-1.55 |
-2.5% |
61.07 |
Range |
0.72 |
2.15 |
1.43 |
198.6% |
2.85 |
ATR |
2.13 |
2.19 |
0.06 |
2.7% |
0.00 |
Volume |
5,619 |
6,907 |
1,288 |
22.9% |
18,452 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.77 |
64.80 |
60.70 |
|
R3 |
63.62 |
62.65 |
60.11 |
|
R2 |
61.47 |
61.47 |
59.91 |
|
R1 |
60.50 |
60.50 |
59.72 |
59.91 |
PP |
59.32 |
59.32 |
59.32 |
59.03 |
S1 |
58.35 |
58.35 |
59.32 |
57.76 |
S2 |
57.17 |
57.17 |
59.13 |
|
S3 |
55.02 |
56.20 |
58.93 |
|
S4 |
52.87 |
54.05 |
58.34 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
68.39 |
67.58 |
62.64 |
|
R3 |
65.54 |
64.73 |
61.85 |
|
R2 |
62.69 |
62.69 |
61.59 |
|
R1 |
61.88 |
61.88 |
61.33 |
62.29 |
PP |
59.84 |
59.84 |
59.84 |
60.04 |
S1 |
59.03 |
59.03 |
60.81 |
59.44 |
S2 |
56.99 |
56.99 |
60.55 |
|
S3 |
54.14 |
56.18 |
60.29 |
|
S4 |
51.29 |
53.33 |
59.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.65 |
57.80 |
2.85 |
4.8% |
1.42 |
2.4% |
60% |
False |
False |
5,071 |
10 |
60.65 |
54.52 |
6.13 |
10.3% |
1.55 |
2.6% |
82% |
False |
False |
5,369 |
20 |
61.22 |
50.25 |
10.97 |
18.4% |
1.66 |
2.8% |
85% |
False |
False |
5,126 |
40 |
61.22 |
45.87 |
15.35 |
25.8% |
1.72 |
2.9% |
89% |
False |
False |
4,838 |
60 |
61.22 |
45.87 |
15.35 |
25.8% |
1.57 |
2.6% |
89% |
False |
False |
4,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.44 |
2.618 |
65.93 |
1.618 |
63.78 |
1.000 |
62.45 |
0.618 |
61.63 |
HIGH |
60.30 |
0.618 |
59.48 |
0.500 |
59.23 |
0.382 |
58.97 |
LOW |
58.15 |
0.618 |
56.82 |
1.000 |
56.00 |
1.618 |
54.67 |
2.618 |
52.52 |
4.250 |
49.01 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.42 |
59.42 |
PP |
59.32 |
59.32 |
S1 |
59.23 |
59.23 |
|