NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.35 |
55.50 |
0.15 |
0.3% |
60.30 |
High |
55.89 |
55.50 |
-0.39 |
-0.7% |
60.30 |
Low |
54.25 |
54.78 |
0.53 |
1.0% |
58.14 |
Close |
55.50 |
55.54 |
0.04 |
0.1% |
58.89 |
Range |
1.64 |
0.72 |
-0.92 |
-56.1% |
2.16 |
ATR |
1.92 |
1.83 |
-0.09 |
-4.5% |
0.00 |
Volume |
3,773 |
4,861 |
1,088 |
28.8% |
18,601 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57.43 |
57.21 |
55.94 |
|
R3 |
56.71 |
56.49 |
55.74 |
|
R2 |
55.99 |
55.99 |
55.67 |
|
R1 |
55.77 |
55.77 |
55.61 |
55.88 |
PP |
55.27 |
55.27 |
55.27 |
55.33 |
S1 |
55.05 |
55.05 |
55.47 |
55.16 |
S2 |
54.55 |
54.55 |
55.41 |
|
S3 |
53.83 |
54.33 |
55.34 |
|
S4 |
53.11 |
53.61 |
55.14 |
|
|
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% |
1.08 |
1.9% |
25% |
False |
False |
3,139 |
10 |
60.65 |
54.25 |
6.40 |
11.5% |
1.26 |
2.3% |
20% |
False |
False |
4,028 |
20 |
60.85 |
54.25 |
6.60 |
11.9% |
1.27 |
2.3% |
20% |
False |
False |
4,549 |
40 |
61.22 |
47.48 |
13.74 |
24.7% |
1.58 |
2.8% |
59% |
False |
False |
4,701 |
60 |
61.22 |
45.87 |
15.35 |
27.6% |
1.51 |
2.7% |
63% |
False |
False |
4,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
58.56 |
2.618 |
57.38 |
1.618 |
56.66 |
1.000 |
56.22 |
0.618 |
55.94 |
HIGH |
55.50 |
0.618 |
55.22 |
0.500 |
55.14 |
0.382 |
55.06 |
LOW |
54.78 |
0.618 |
54.34 |
1.000 |
54.06 |
1.618 |
53.62 |
2.618 |
52.90 |
4.250 |
51.72 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.41 |
55.83 |
PP |
55.27 |
55.73 |
S1 |
55.14 |
55.64 |
|