NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 14-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
61.41 |
60.21 |
-1.20 |
-2.0% |
61.40 |
High |
61.86 |
61.41 |
-0.45 |
-0.7% |
62.31 |
Low |
58.90 |
59.40 |
0.50 |
0.8% |
58.00 |
Close |
60.30 |
60.03 |
-0.27 |
-0.4% |
61.91 |
Range |
2.96 |
2.01 |
-0.95 |
-32.1% |
4.31 |
ATR |
2.67 |
2.62 |
-0.05 |
-1.8% |
0.00 |
Volume |
20,209 |
14,129 |
-6,080 |
-30.1% |
72,756 |
|
Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
66.31 |
65.18 |
61.14 |
|
R3 |
64.30 |
63.17 |
60.58 |
|
R2 |
62.29 |
62.29 |
60.40 |
|
R1 |
61.16 |
61.16 |
60.21 |
60.72 |
PP |
60.28 |
60.28 |
60.28 |
60.06 |
S1 |
59.15 |
59.15 |
59.85 |
58.71 |
S2 |
58.27 |
58.27 |
59.66 |
|
S3 |
56.26 |
57.14 |
59.48 |
|
S4 |
54.25 |
55.13 |
58.92 |
|
|
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 |
62.25 |
58.00 |
4.25 |
7.1% |
2.54 |
4.2% |
48% |
False |
False |
18,359 |
10 |
62.31 |
55.41 |
6.90 |
11.5% |
2.62 |
4.4% |
67% |
False |
False |
21,097 |
20 |
62.31 |
52.35 |
9.96 |
16.6% |
2.49 |
4.2% |
77% |
False |
False |
21,713 |
40 |
62.31 |
46.14 |
16.17 |
26.9% |
2.55 |
4.3% |
86% |
False |
False |
22,140 |
60 |
62.31 |
46.14 |
16.17 |
26.9% |
2.44 |
4.1% |
86% |
False |
False |
21,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
69.95 |
2.618 |
66.67 |
1.618 |
64.66 |
1.000 |
63.42 |
0.618 |
62.65 |
HIGH |
61.41 |
0.618 |
60.64 |
0.500 |
60.41 |
0.382 |
60.17 |
LOW |
59.40 |
0.618 |
58.16 |
1.000 |
57.39 |
1.618 |
56.15 |
2.618 |
54.14 |
4.250 |
50.86 |
|
|
Fisher Pivots for day following 14-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
60.41 |
60.58 |
PP |
60.28 |
60.39 |
S1 |
60.16 |
60.21 |
|