NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 08-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
60.76 |
59.23 |
-1.53 |
-2.5% |
59.22 |
High |
61.41 |
61.51 |
0.10 |
0.2% |
62.01 |
Low |
59.31 |
58.00 |
-1.31 |
-2.2% |
55.41 |
Close |
59.71 |
59.97 |
0.26 |
0.4% |
61.38 |
Range |
2.10 |
3.51 |
1.41 |
67.1% |
6.60 |
ATR |
2.61 |
2.67 |
0.06 |
2.5% |
0.00 |
Volume |
17,565 |
17,930 |
365 |
2.1% |
118,868 |
|
Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
70.36 |
68.67 |
61.90 |
|
R3 |
66.85 |
65.16 |
60.94 |
|
R2 |
63.34 |
63.34 |
60.61 |
|
R1 |
61.65 |
61.65 |
60.29 |
62.50 |
PP |
59.83 |
59.83 |
59.83 |
60.25 |
S1 |
58.14 |
58.14 |
59.65 |
58.99 |
S2 |
56.32 |
56.32 |
59.33 |
|
S3 |
52.81 |
54.63 |
59.00 |
|
S4 |
49.30 |
51.12 |
58.04 |
|
|
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 |
56.91 |
5.40 |
9.0% |
3.01 |
5.0% |
57% |
False |
False |
20,506 |
10 |
62.31 |
55.41 |
6.90 |
11.5% |
2.56 |
4.3% |
66% |
False |
False |
21,247 |
20 |
62.31 |
49.66 |
12.65 |
21.1% |
2.56 |
4.3% |
82% |
False |
False |
22,192 |
40 |
62.31 |
46.14 |
16.17 |
27.0% |
2.49 |
4.2% |
86% |
False |
False |
22,227 |
60 |
62.31 |
46.14 |
16.17 |
27.0% |
2.46 |
4.1% |
86% |
False |
False |
21,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.43 |
2.618 |
70.70 |
1.618 |
67.19 |
1.000 |
65.02 |
0.618 |
63.68 |
HIGH |
61.51 |
0.618 |
60.17 |
0.500 |
59.76 |
0.382 |
59.34 |
LOW |
58.00 |
0.618 |
55.83 |
1.000 |
54.49 |
1.618 |
52.32 |
2.618 |
48.81 |
4.250 |
43.08 |
|
|
Fisher Pivots for day following 08-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.90 |
60.16 |
PP |
59.83 |
60.09 |
S1 |
59.76 |
60.03 |
|