NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 15-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
60.21 |
59.31 |
-0.90 |
-1.5% |
61.40 |
High |
61.41 |
60.51 |
-0.90 |
-1.5% |
62.31 |
Low |
59.40 |
58.85 |
-0.55 |
-0.9% |
58.00 |
Close |
60.03 |
59.25 |
-0.78 |
-1.3% |
61.91 |
Range |
2.01 |
1.66 |
-0.35 |
-17.4% |
4.31 |
ATR |
2.62 |
2.55 |
-0.07 |
-2.6% |
0.00 |
Volume |
14,129 |
12,855 |
-1,274 |
-9.0% |
72,756 |
|
Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.52 |
63.54 |
60.16 |
|
R3 |
62.86 |
61.88 |
59.71 |
|
R2 |
61.20 |
61.20 |
59.55 |
|
R1 |
60.22 |
60.22 |
59.40 |
59.88 |
PP |
59.54 |
59.54 |
59.54 |
59.37 |
S1 |
58.56 |
58.56 |
59.10 |
58.22 |
S2 |
57.88 |
57.88 |
58.95 |
|
S3 |
56.22 |
56.90 |
58.79 |
|
S4 |
54.56 |
55.24 |
58.34 |
|
|
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 |
7.2% |
2.45 |
4.1% |
29% |
False |
False |
17,417 |
10 |
62.31 |
55.41 |
6.90 |
11.6% |
2.55 |
4.3% |
56% |
False |
False |
20,055 |
20 |
62.31 |
54.32 |
7.99 |
13.5% |
2.40 |
4.1% |
62% |
False |
False |
21,441 |
40 |
62.31 |
46.14 |
16.17 |
27.3% |
2.47 |
4.2% |
81% |
False |
False |
21,981 |
60 |
62.31 |
46.14 |
16.17 |
27.3% |
2.43 |
4.1% |
81% |
False |
False |
21,297 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.57 |
2.618 |
64.86 |
1.618 |
63.20 |
1.000 |
62.17 |
0.618 |
61.54 |
HIGH |
60.51 |
0.618 |
59.88 |
0.500 |
59.68 |
0.382 |
59.48 |
LOW |
58.85 |
0.618 |
57.82 |
1.000 |
57.19 |
1.618 |
56.16 |
2.618 |
54.50 |
4.250 |
51.80 |
|
|
Fisher Pivots for day following 15-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.68 |
60.36 |
PP |
59.54 |
59.99 |
S1 |
59.39 |
59.62 |
|