NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 21-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.99 |
55.35 |
-1.64 |
-2.9% |
60.30 |
High |
57.41 |
55.89 |
-1.52 |
-2.6% |
60.30 |
Low |
55.53 |
54.25 |
-1.28 |
-2.3% |
58.14 |
Close |
55.62 |
55.50 |
-0.12 |
-0.2% |
58.89 |
Range |
1.88 |
1.64 |
-0.24 |
-12.8% |
2.16 |
ATR |
1.94 |
1.92 |
-0.02 |
-1.1% |
0.00 |
Volume |
1,893 |
3,773 |
1,880 |
99.3% |
18,601 |
|
Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.13 |
59.46 |
56.40 |
|
R3 |
58.49 |
57.82 |
55.95 |
|
R2 |
56.85 |
56.85 |
55.80 |
|
R1 |
56.18 |
56.18 |
55.65 |
56.52 |
PP |
55.21 |
55.21 |
55.21 |
55.38 |
S1 |
54.54 |
54.54 |
55.35 |
54.88 |
S2 |
53.57 |
53.57 |
55.20 |
|
S3 |
51.93 |
52.90 |
55.05 |
|
S4 |
50.29 |
51.26 |
54.60 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.59 |
64.40 |
60.08 |
|
R3 |
63.43 |
62.24 |
59.48 |
|
R2 |
61.27 |
61.27 |
59.29 |
|
R1 |
60.08 |
60.08 |
59.09 |
59.60 |
PP |
59.11 |
59.11 |
59.11 |
58.87 |
S1 |
57.92 |
57.92 |
58.69 |
57.44 |
S2 |
56.95 |
56.95 |
58.49 |
|
S3 |
54.79 |
55.76 |
58.30 |
|
S4 |
52.63 |
53.60 |
57.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.50 |
54.25 |
5.25 |
9.5% |
1.12 |
2.0% |
24% |
False |
True |
2,797 |
10 |
60.65 |
54.25 |
6.40 |
11.5% |
1.25 |
2.2% |
20% |
False |
True |
3,891 |
20 |
60.85 |
54.25 |
6.60 |
11.9% |
1.28 |
2.3% |
19% |
False |
True |
4,602 |
40 |
61.22 |
47.48 |
13.74 |
24.8% |
1.59 |
2.9% |
58% |
False |
False |
4,687 |
60 |
61.22 |
45.87 |
15.35 |
27.7% |
1.52 |
2.7% |
63% |
False |
False |
4,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.86 |
2.618 |
60.18 |
1.618 |
58.54 |
1.000 |
57.53 |
0.618 |
56.90 |
HIGH |
55.89 |
0.618 |
55.26 |
0.500 |
55.07 |
0.382 |
54.88 |
LOW |
54.25 |
0.618 |
53.24 |
1.000 |
52.61 |
1.618 |
51.60 |
2.618 |
49.96 |
4.250 |
47.28 |
|
|
Fisher Pivots for day following 21-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.36 |
56.88 |
PP |
55.21 |
56.42 |
S1 |
55.07 |
55.96 |
|