NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 02-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.75 |
56.91 |
0.16 |
0.3% |
60.00 |
High |
57.10 |
61.25 |
4.15 |
7.3% |
62.13 |
Low |
55.41 |
56.91 |
1.50 |
2.7% |
59.21 |
Close |
56.54 |
60.97 |
4.43 |
7.8% |
60.17 |
Range |
1.69 |
4.34 |
2.65 |
156.8% |
2.92 |
ATR |
2.50 |
2.66 |
0.16 |
6.3% |
0.00 |
Volume |
28,861 |
26,508 |
-2,353 |
-8.2% |
113,362 |
|
Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
72.73 |
71.19 |
63.36 |
|
R3 |
68.39 |
66.85 |
62.16 |
|
R2 |
64.05 |
64.05 |
61.77 |
|
R1 |
62.51 |
62.51 |
61.37 |
63.28 |
PP |
59.71 |
59.71 |
59.71 |
60.10 |
S1 |
58.17 |
58.17 |
60.57 |
58.94 |
S2 |
55.37 |
55.37 |
60.17 |
|
S3 |
51.03 |
53.83 |
59.78 |
|
S4 |
46.69 |
49.49 |
58.58 |
|
|
Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.26 |
67.64 |
61.78 |
|
R3 |
66.34 |
64.72 |
60.97 |
|
R2 |
63.42 |
63.42 |
60.71 |
|
R1 |
61.80 |
61.80 |
60.44 |
62.61 |
PP |
60.50 |
60.50 |
60.50 |
60.91 |
S1 |
58.88 |
58.88 |
59.90 |
59.69 |
S2 |
57.58 |
57.58 |
59.63 |
|
S3 |
54.66 |
55.96 |
59.37 |
|
S4 |
51.74 |
53.04 |
58.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.25 |
55.41 |
5.84 |
9.6% |
2.65 |
4.3% |
95% |
True |
False |
21,459 |
10 |
62.13 |
55.41 |
6.72 |
11.0% |
2.21 |
3.6% |
83% |
False |
False |
23,433 |
20 |
62.13 |
49.46 |
12.67 |
20.8% |
2.47 |
4.1% |
91% |
False |
False |
22,942 |
40 |
62.13 |
46.14 |
15.99 |
26.2% |
2.47 |
4.0% |
93% |
False |
False |
22,220 |
60 |
62.50 |
46.14 |
16.36 |
26.8% |
2.45 |
4.0% |
91% |
False |
False |
21,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.70 |
2.618 |
72.61 |
1.618 |
68.27 |
1.000 |
65.59 |
0.618 |
63.93 |
HIGH |
61.25 |
0.618 |
59.59 |
0.500 |
59.08 |
0.382 |
58.57 |
LOW |
56.91 |
0.618 |
54.23 |
1.000 |
52.57 |
1.618 |
49.89 |
2.618 |
45.55 |
4.250 |
38.47 |
|
|
Fisher Pivots for day following 02-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
60.34 |
60.09 |
PP |
59.71 |
59.21 |
S1 |
59.08 |
58.33 |
|