NYMEX Light Sweet Crude Oil Future November 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
55.18 |
55.05 |
-0.13 |
-0.2% |
56.99 |
High |
55.76 |
56.97 |
1.21 |
2.2% |
57.41 |
Low |
54.70 |
55.05 |
0.35 |
0.6% |
54.25 |
Close |
55.40 |
56.93 |
1.53 |
2.8% |
56.93 |
Range |
1.06 |
1.92 |
0.86 |
81.1% |
3.16 |
ATR |
1.78 |
1.79 |
0.01 |
0.6% |
0.00 |
Volume |
5,391 |
3,900 |
-1,491 |
-27.7% |
19,818 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.08 |
61.42 |
57.99 |
|
R3 |
60.16 |
59.50 |
57.46 |
|
R2 |
58.24 |
58.24 |
57.28 |
|
R1 |
57.58 |
57.58 |
57.11 |
57.91 |
PP |
56.32 |
56.32 |
56.32 |
56.48 |
S1 |
55.66 |
55.66 |
56.75 |
55.99 |
S2 |
54.40 |
54.40 |
56.58 |
|
S3 |
52.48 |
53.74 |
56.40 |
|
S4 |
50.56 |
51.82 |
55.87 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65.68 |
64.46 |
58.67 |
|
R3 |
62.52 |
61.30 |
57.80 |
|
R2 |
59.36 |
59.36 |
57.51 |
|
R1 |
58.14 |
58.14 |
57.22 |
57.17 |
PP |
56.20 |
56.20 |
56.20 |
55.71 |
S1 |
54.98 |
54.98 |
56.64 |
54.01 |
S2 |
53.04 |
53.04 |
56.35 |
|
S3 |
49.88 |
51.82 |
56.06 |
|
S4 |
46.72 |
48.66 |
55.19 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
57.41 |
54.25 |
3.16 |
5.6% |
1.44 |
2.5% |
85% |
False |
False |
3,963 |
10 |
60.30 |
54.25 |
6.05 |
10.6% |
1.24 |
2.2% |
44% |
False |
False |
3,841 |
20 |
60.65 |
54.25 |
6.40 |
11.2% |
1.31 |
2.3% |
42% |
False |
False |
4,434 |
40 |
61.22 |
47.48 |
13.74 |
24.1% |
1.55 |
2.7% |
69% |
False |
False |
4,606 |
60 |
61.22 |
45.87 |
15.35 |
27.0% |
1.52 |
2.7% |
72% |
False |
False |
4,226 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.13 |
2.618 |
62.00 |
1.618 |
60.08 |
1.000 |
58.89 |
0.618 |
58.16 |
HIGH |
56.97 |
0.618 |
56.24 |
0.500 |
56.01 |
0.382 |
55.78 |
LOW |
55.05 |
0.618 |
53.86 |
1.000 |
53.13 |
1.618 |
51.94 |
2.618 |
50.02 |
4.250 |
46.89 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.62 |
56.57 |
PP |
56.32 |
56.20 |
S1 |
56.01 |
55.84 |
|