NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
60.15 |
61.41 |
1.26 |
2.1% |
61.40 |
High |
62.25 |
61.86 |
-0.39 |
-0.6% |
62.31 |
Low |
60.15 |
58.90 |
-1.25 |
-2.1% |
58.00 |
Close |
61.91 |
60.30 |
-1.61 |
-2.6% |
61.91 |
Range |
2.10 |
2.96 |
0.86 |
41.0% |
4.31 |
ATR |
2.64 |
2.67 |
0.03 |
1.0% |
0.00 |
Volume |
21,964 |
20,209 |
-1,755 |
-8.0% |
72,756 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.23 |
67.73 |
61.93 |
|
R3 |
66.27 |
64.77 |
61.11 |
|
R2 |
63.31 |
63.31 |
60.84 |
|
R1 |
61.81 |
61.81 |
60.57 |
61.08 |
PP |
60.35 |
60.35 |
60.35 |
59.99 |
S1 |
58.85 |
58.85 |
60.03 |
58.12 |
S2 |
57.39 |
57.39 |
59.76 |
|
S3 |
54.43 |
55.89 |
59.49 |
|
S4 |
51.47 |
52.93 |
58.67 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.67 |
72.10 |
64.28 |
|
R3 |
69.36 |
67.79 |
63.10 |
|
R2 |
65.05 |
65.05 |
62.70 |
|
R1 |
63.48 |
63.48 |
62.31 |
64.27 |
PP |
60.74 |
60.74 |
60.74 |
61.13 |
S1 |
59.17 |
59.17 |
61.51 |
59.96 |
S2 |
56.43 |
56.43 |
61.12 |
|
S3 |
52.12 |
54.86 |
60.72 |
|
S4 |
47.81 |
50.55 |
59.54 |
|
|
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 |
7.1% |
2.74 |
4.5% |
53% |
False |
False |
18,593 |
10 |
62.31 |
55.41 |
6.90 |
11.4% |
2.70 |
4.5% |
71% |
False |
False |
21,183 |
20 |
62.31 |
50.50 |
11.81 |
19.6% |
2.55 |
4.2% |
83% |
False |
False |
21,780 |
40 |
62.31 |
46.14 |
16.17 |
26.8% |
2.55 |
4.2% |
88% |
False |
False |
22,292 |
60 |
62.31 |
46.14 |
16.17 |
26.8% |
2.46 |
4.1% |
88% |
False |
False |
21,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
74.44 |
2.618 |
69.61 |
1.618 |
66.65 |
1.000 |
64.82 |
0.618 |
63.69 |
HIGH |
61.86 |
0.618 |
60.73 |
0.500 |
60.38 |
0.382 |
60.03 |
LOW |
58.90 |
0.618 |
57.07 |
1.000 |
55.94 |
1.618 |
54.11 |
2.618 |
51.15 |
4.250 |
46.32 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
60.38 |
60.24 |
PP |
60.35 |
60.18 |
S1 |
60.33 |
60.13 |
|