NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 09-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.23 |
60.15 |
0.92 |
1.6% |
59.22 |
High |
61.51 |
62.25 |
0.74 |
1.2% |
62.01 |
Low |
58.00 |
60.15 |
2.15 |
3.7% |
55.41 |
Close |
59.97 |
61.91 |
1.94 |
3.2% |
61.38 |
Range |
3.51 |
2.10 |
-1.41 |
-40.2% |
6.60 |
ATR |
2.67 |
2.64 |
-0.03 |
-1.0% |
0.00 |
Volume |
17,930 |
21,964 |
4,034 |
22.5% |
118,868 |
|
Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.74 |
66.92 |
63.07 |
|
R3 |
65.64 |
64.82 |
62.49 |
|
R2 |
63.54 |
63.54 |
62.30 |
|
R1 |
62.72 |
62.72 |
62.10 |
63.13 |
PP |
61.44 |
61.44 |
61.44 |
61.64 |
S1 |
60.62 |
60.62 |
61.72 |
61.03 |
S2 |
59.34 |
59.34 |
61.53 |
|
S3 |
57.24 |
58.52 |
61.33 |
|
S4 |
55.14 |
56.42 |
60.76 |
|
|
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 |
58.00 |
4.31 |
7.0% |
2.56 |
4.1% |
91% |
False |
False |
19,597 |
10 |
62.31 |
55.41 |
6.90 |
11.1% |
2.61 |
4.2% |
94% |
False |
False |
20,528 |
20 |
62.31 |
50.50 |
11.81 |
19.1% |
2.49 |
4.0% |
97% |
False |
False |
21,808 |
40 |
62.31 |
46.14 |
16.17 |
26.1% |
2.51 |
4.1% |
98% |
False |
False |
22,317 |
60 |
62.31 |
46.14 |
16.17 |
26.1% |
2.45 |
4.0% |
98% |
False |
False |
21,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
71.18 |
2.618 |
67.75 |
1.618 |
65.65 |
1.000 |
64.35 |
0.618 |
63.55 |
HIGH |
62.25 |
0.618 |
61.45 |
0.500 |
61.20 |
0.382 |
60.95 |
LOW |
60.15 |
0.618 |
58.85 |
1.000 |
58.05 |
1.618 |
56.75 |
2.618 |
54.65 |
4.250 |
51.23 |
|
|
Fisher Pivots for day following 09-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
61.67 |
61.32 |
PP |
61.44 |
60.72 |
S1 |
61.20 |
60.13 |
|