NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.50 |
55.18 |
-0.32 |
-0.6% |
60.30 |
High |
55.50 |
55.76 |
0.26 |
0.5% |
60.30 |
Low |
54.78 |
54.70 |
-0.08 |
-0.1% |
58.14 |
Close |
55.54 |
55.40 |
-0.14 |
-0.3% |
58.89 |
Range |
0.72 |
1.06 |
0.34 |
47.2% |
2.16 |
ATR |
1.83 |
1.78 |
-0.06 |
-3.0% |
0.00 |
Volume |
4,861 |
5,391 |
530 |
10.9% |
18,601 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58.47 |
57.99 |
55.98 |
|
R3 |
57.41 |
56.93 |
55.69 |
|
R2 |
56.35 |
56.35 |
55.59 |
|
R1 |
55.87 |
55.87 |
55.50 |
56.11 |
PP |
55.29 |
55.29 |
55.29 |
55.41 |
S1 |
54.81 |
54.81 |
55.30 |
55.05 |
S2 |
54.23 |
54.23 |
55.21 |
|
S3 |
53.17 |
53.75 |
55.11 |
|
S4 |
52.11 |
52.69 |
54.82 |
|
|
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% |
1.20 |
2.2% |
22% |
False |
False |
3,572 |
10 |
60.65 |
54.25 |
6.40 |
11.6% |
1.12 |
2.0% |
18% |
False |
False |
4,013 |
20 |
60.85 |
54.25 |
6.60 |
11.9% |
1.26 |
2.3% |
17% |
False |
False |
4,418 |
40 |
61.22 |
47.48 |
13.74 |
24.8% |
1.56 |
2.8% |
58% |
False |
False |
4,626 |
60 |
61.22 |
45.87 |
15.35 |
27.7% |
1.52 |
2.7% |
62% |
False |
False |
4,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
60.27 |
2.618 |
58.54 |
1.618 |
57.48 |
1.000 |
56.82 |
0.618 |
56.42 |
HIGH |
55.76 |
0.618 |
55.36 |
0.500 |
55.23 |
0.382 |
55.10 |
LOW |
54.70 |
0.618 |
54.04 |
1.000 |
53.64 |
1.618 |
52.98 |
2.618 |
51.92 |
4.250 |
50.20 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
55.34 |
55.29 |
PP |
55.29 |
55.18 |
S1 |
55.23 |
55.07 |
|