NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 07-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
61.40 |
60.76 |
-0.64 |
-1.0% |
59.22 |
High |
62.31 |
61.41 |
-0.90 |
-1.4% |
62.01 |
Low |
59.30 |
59.31 |
0.01 |
0.0% |
55.41 |
Close |
60.67 |
59.71 |
-0.96 |
-1.6% |
61.38 |
Range |
3.01 |
2.10 |
-0.91 |
-30.2% |
6.60 |
ATR |
2.65 |
2.61 |
-0.04 |
-1.5% |
0.00 |
Volume |
15,297 |
17,565 |
2,268 |
14.8% |
118,868 |
|
Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.44 |
65.18 |
60.87 |
|
R3 |
64.34 |
63.08 |
60.29 |
|
R2 |
62.24 |
62.24 |
60.10 |
|
R1 |
60.98 |
60.98 |
59.90 |
60.56 |
PP |
60.14 |
60.14 |
60.14 |
59.94 |
S1 |
58.88 |
58.88 |
59.52 |
58.46 |
S2 |
58.04 |
58.04 |
59.33 |
|
S3 |
55.94 |
56.78 |
59.13 |
|
S4 |
53.84 |
54.68 |
58.56 |
|
|
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 |
11.6% |
2.65 |
4.4% |
62% |
False |
False |
22,692 |
10 |
62.31 |
55.41 |
6.90 |
11.6% |
2.39 |
4.0% |
62% |
False |
False |
21,972 |
20 |
62.31 |
49.46 |
12.85 |
21.5% |
2.51 |
4.2% |
80% |
False |
False |
22,524 |
40 |
62.31 |
46.14 |
16.17 |
27.1% |
2.48 |
4.2% |
84% |
False |
False |
22,165 |
60 |
62.31 |
46.14 |
16.17 |
27.1% |
2.44 |
4.1% |
84% |
False |
False |
21,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
70.34 |
2.618 |
66.91 |
1.618 |
64.81 |
1.000 |
63.51 |
0.618 |
62.71 |
HIGH |
61.41 |
0.618 |
60.61 |
0.500 |
60.36 |
0.382 |
60.11 |
LOW |
59.31 |
0.618 |
58.01 |
1.000 |
57.21 |
1.618 |
55.91 |
2.618 |
53.81 |
4.250 |
50.39 |
|
|
Fisher Pivots for day following 07-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
60.36 |
60.81 |
PP |
60.14 |
60.44 |
S1 |
59.93 |
60.08 |
|