NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.31 |
59.73 |
0.42 |
0.7% |
61.40 |
High |
60.51 |
60.30 |
-0.21 |
-0.3% |
62.31 |
Low |
58.85 |
58.99 |
0.14 |
0.2% |
58.00 |
Close |
59.25 |
59.68 |
0.43 |
0.7% |
61.91 |
Range |
1.66 |
1.31 |
-0.35 |
-21.1% |
4.31 |
ATR |
2.55 |
2.46 |
-0.09 |
-3.5% |
0.00 |
Volume |
12,855 |
15,075 |
2,220 |
17.3% |
72,756 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.59 |
62.94 |
60.40 |
|
R3 |
62.28 |
61.63 |
60.04 |
|
R2 |
60.97 |
60.97 |
59.92 |
|
R1 |
60.32 |
60.32 |
59.80 |
59.99 |
PP |
59.66 |
59.66 |
59.66 |
59.49 |
S1 |
59.01 |
59.01 |
59.56 |
58.68 |
S2 |
58.35 |
58.35 |
59.44 |
|
S3 |
57.04 |
57.70 |
59.32 |
|
S4 |
55.73 |
56.39 |
58.96 |
|
|
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 |
58.85 |
3.40 |
5.7% |
2.01 |
3.4% |
24% |
False |
False |
16,846 |
10 |
62.31 |
56.91 |
5.40 |
9.0% |
2.51 |
4.2% |
51% |
False |
False |
18,676 |
20 |
62.31 |
55.41 |
6.90 |
11.6% |
2.32 |
3.9% |
62% |
False |
False |
20,942 |
40 |
62.31 |
46.14 |
16.17 |
27.1% |
2.44 |
4.1% |
84% |
False |
False |
21,853 |
60 |
62.31 |
46.14 |
16.17 |
27.1% |
2.40 |
4.0% |
84% |
False |
False |
21,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.87 |
2.618 |
63.73 |
1.618 |
62.42 |
1.000 |
61.61 |
0.618 |
61.11 |
HIGH |
60.30 |
0.618 |
59.80 |
0.500 |
59.65 |
0.382 |
59.49 |
LOW |
58.99 |
0.618 |
58.18 |
1.000 |
57.68 |
1.618 |
56.87 |
2.618 |
55.56 |
4.250 |
53.42 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.67 |
60.13 |
PP |
59.66 |
59.98 |
S1 |
59.65 |
59.83 |
|