NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
60.37 |
61.40 |
1.03 |
1.7% |
59.22 |
High |
62.01 |
62.31 |
0.30 |
0.5% |
62.01 |
Low |
59.91 |
59.30 |
-0.61 |
-1.0% |
55.41 |
Close |
61.38 |
60.67 |
-0.71 |
-1.2% |
61.38 |
Range |
2.10 |
3.01 |
0.91 |
43.3% |
6.60 |
ATR |
2.62 |
2.65 |
0.03 |
1.1% |
0.00 |
Volume |
25,233 |
15,297 |
-9,936 |
-39.4% |
118,868 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.79 |
68.24 |
62.33 |
|
R3 |
66.78 |
65.23 |
61.50 |
|
R2 |
63.77 |
63.77 |
61.22 |
|
R1 |
62.22 |
62.22 |
60.95 |
61.49 |
PP |
60.76 |
60.76 |
60.76 |
60.40 |
S1 |
59.21 |
59.21 |
60.39 |
58.48 |
S2 |
57.75 |
57.75 |
60.12 |
|
S3 |
54.74 |
56.20 |
59.84 |
|
S4 |
51.73 |
53.19 |
59.01 |
|
|
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 |
62.31 |
55.41 |
6.90 |
11.4% |
2.69 |
4.4% |
76% |
True |
False |
23,835 |
10 |
62.31 |
55.41 |
6.90 |
11.4% |
2.31 |
3.8% |
76% |
True |
False |
22,429 |
20 |
62.31 |
49.46 |
12.85 |
21.2% |
2.51 |
4.1% |
87% |
True |
False |
22,949 |
40 |
62.31 |
46.14 |
16.17 |
26.7% |
2.48 |
4.1% |
90% |
True |
False |
22,393 |
60 |
62.31 |
46.14 |
16.17 |
26.7% |
2.43 |
4.0% |
90% |
True |
False |
21,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.10 |
2.618 |
70.19 |
1.618 |
67.18 |
1.000 |
65.32 |
0.618 |
64.17 |
HIGH |
62.31 |
0.618 |
61.16 |
0.500 |
60.81 |
0.382 |
60.45 |
LOW |
59.30 |
0.618 |
57.44 |
1.000 |
56.29 |
1.618 |
54.43 |
2.618 |
51.42 |
4.250 |
46.51 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
60.81 |
60.32 |
PP |
60.76 |
59.96 |
S1 |
60.72 |
59.61 |
|