NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 03-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.91 |
60.37 |
3.46 |
6.1% |
59.22 |
High |
61.25 |
62.01 |
0.76 |
1.2% |
62.01 |
Low |
56.91 |
59.91 |
3.00 |
5.3% |
55.41 |
Close |
60.97 |
61.38 |
0.41 |
0.7% |
61.38 |
Range |
4.34 |
2.10 |
-2.24 |
-51.6% |
6.60 |
ATR |
2.66 |
2.62 |
-0.04 |
-1.5% |
0.00 |
Volume |
26,508 |
25,233 |
-1,275 |
-4.8% |
118,868 |
|
Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.40 |
66.49 |
62.54 |
|
R3 |
65.30 |
64.39 |
61.96 |
|
R2 |
63.20 |
63.20 |
61.77 |
|
R1 |
62.29 |
62.29 |
61.57 |
62.75 |
PP |
61.10 |
61.10 |
61.10 |
61.33 |
S1 |
60.19 |
60.19 |
61.19 |
60.65 |
S2 |
59.00 |
59.00 |
61.00 |
|
S3 |
56.90 |
58.09 |
60.80 |
|
S4 |
54.80 |
55.99 |
60.23 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.40 |
76.99 |
65.01 |
|
R3 |
72.80 |
70.39 |
63.20 |
|
R2 |
66.20 |
66.20 |
62.59 |
|
R1 |
63.79 |
63.79 |
61.99 |
65.00 |
PP |
59.60 |
59.60 |
59.60 |
60.20 |
S1 |
57.19 |
57.19 |
60.78 |
58.40 |
S2 |
53.00 |
53.00 |
60.17 |
|
S3 |
46.40 |
50.59 |
59.57 |
|
S4 |
39.80 |
43.99 |
57.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
62.01 |
55.41 |
6.60 |
10.8% |
2.66 |
4.3% |
90% |
True |
False |
23,773 |
10 |
62.13 |
55.41 |
6.72 |
10.9% |
2.26 |
3.7% |
89% |
False |
False |
23,223 |
20 |
62.13 |
49.46 |
12.67 |
20.6% |
2.50 |
4.1% |
94% |
False |
False |
23,173 |
40 |
62.13 |
46.14 |
15.99 |
26.1% |
2.48 |
4.0% |
95% |
False |
False |
22,494 |
60 |
62.13 |
46.14 |
15.99 |
26.1% |
2.42 |
3.9% |
95% |
False |
False |
21,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.94 |
2.618 |
67.51 |
1.618 |
65.41 |
1.000 |
64.11 |
0.618 |
63.31 |
HIGH |
62.01 |
0.618 |
61.21 |
0.500 |
60.96 |
0.382 |
60.71 |
LOW |
59.91 |
0.618 |
58.61 |
1.000 |
57.81 |
1.618 |
56.51 |
2.618 |
54.41 |
4.250 |
50.99 |
|
|
Fisher Pivots for day following 03-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
61.24 |
60.49 |
PP |
61.10 |
59.60 |
S1 |
60.96 |
58.71 |
|