NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.33 |
58.74 |
-0.59 |
-1.0% |
59.02 |
High |
59.99 |
59.06 |
-0.93 |
-1.6% |
60.65 |
Low |
59.06 |
58.14 |
-0.92 |
-1.6% |
57.80 |
Close |
59.21 |
58.43 |
-0.78 |
-1.3% |
61.07 |
Range |
0.93 |
0.92 |
-0.01 |
-1.1% |
2.85 |
ATR |
2.10 |
2.02 |
-0.07 |
-3.5% |
0.00 |
Volume |
3,375 |
3,148 |
-227 |
-6.7% |
18,452 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
61.30 |
60.79 |
58.94 |
|
R3 |
60.38 |
59.87 |
58.68 |
|
R2 |
59.46 |
59.46 |
58.60 |
|
R1 |
58.95 |
58.95 |
58.51 |
58.75 |
PP |
58.54 |
58.54 |
58.54 |
58.44 |
S1 |
58.03 |
58.03 |
58.35 |
57.83 |
S2 |
57.62 |
57.62 |
58.26 |
|
S3 |
56.70 |
57.11 |
58.18 |
|
S4 |
55.78 |
56.19 |
57.92 |
|
|
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 |
4.9% |
1.44 |
2.5% |
22% |
False |
False |
4,917 |
10 |
60.65 |
54.52 |
6.13 |
10.5% |
1.29 |
2.2% |
64% |
False |
False |
5,087 |
20 |
61.22 |
53.70 |
7.52 |
12.9% |
1.49 |
2.5% |
63% |
False |
False |
5,163 |
40 |
61.22 |
45.87 |
15.35 |
26.3% |
1.67 |
2.9% |
82% |
False |
False |
4,779 |
60 |
61.22 |
45.87 |
15.35 |
26.3% |
1.53 |
2.6% |
82% |
False |
False |
4,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.97 |
2.618 |
61.47 |
1.618 |
60.55 |
1.000 |
59.98 |
0.618 |
59.63 |
HIGH |
59.06 |
0.618 |
58.71 |
0.500 |
58.60 |
0.382 |
58.49 |
LOW |
58.14 |
0.618 |
57.57 |
1.000 |
57.22 |
1.618 |
56.65 |
2.618 |
55.73 |
4.250 |
54.23 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
58.60 |
59.22 |
PP |
58.54 |
58.96 |
S1 |
58.49 |
58.69 |
|