NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 17-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.73 |
59.45 |
-0.28 |
-0.5% |
61.41 |
High |
60.30 |
60.46 |
0.16 |
0.3% |
61.86 |
Low |
58.99 |
59.18 |
0.19 |
0.3% |
58.85 |
Close |
59.68 |
59.67 |
-0.01 |
0.0% |
59.67 |
Range |
1.31 |
1.28 |
-0.03 |
-2.3% |
3.01 |
ATR |
2.46 |
2.38 |
-0.08 |
-3.4% |
0.00 |
Volume |
15,075 |
11,449 |
-3,626 |
-24.1% |
73,717 |
|
Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.61 |
62.92 |
60.37 |
|
R3 |
62.33 |
61.64 |
60.02 |
|
R2 |
61.05 |
61.05 |
59.90 |
|
R1 |
60.36 |
60.36 |
59.79 |
60.71 |
PP |
59.77 |
59.77 |
59.77 |
59.94 |
S1 |
59.08 |
59.08 |
59.55 |
59.43 |
S2 |
58.49 |
58.49 |
59.44 |
|
S3 |
57.21 |
57.80 |
59.32 |
|
S4 |
55.93 |
56.52 |
58.97 |
|
|
Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
69.16 |
67.42 |
61.33 |
|
R3 |
66.15 |
64.41 |
60.50 |
|
R2 |
63.14 |
63.14 |
60.22 |
|
R1 |
61.40 |
61.40 |
59.95 |
60.77 |
PP |
60.13 |
60.13 |
60.13 |
59.81 |
S1 |
58.39 |
58.39 |
59.39 |
57.76 |
S2 |
57.12 |
57.12 |
59.12 |
|
S3 |
54.11 |
55.38 |
58.84 |
|
S4 |
51.10 |
52.37 |
58.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
61.86 |
58.85 |
3.01 |
5.0% |
1.84 |
3.1% |
27% |
False |
False |
14,743 |
10 |
62.31 |
58.00 |
4.31 |
7.2% |
2.20 |
3.7% |
39% |
False |
False |
17,170 |
20 |
62.31 |
55.41 |
6.90 |
11.6% |
2.21 |
3.7% |
62% |
False |
False |
20,302 |
40 |
62.31 |
47.19 |
15.12 |
25.3% |
2.39 |
4.0% |
83% |
False |
False |
21,553 |
60 |
62.31 |
46.14 |
16.17 |
27.1% |
2.39 |
4.0% |
84% |
False |
False |
21,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65.90 |
2.618 |
63.81 |
1.618 |
62.53 |
1.000 |
61.74 |
0.618 |
61.25 |
HIGH |
60.46 |
0.618 |
59.97 |
0.500 |
59.82 |
0.382 |
59.67 |
LOW |
59.18 |
0.618 |
58.39 |
1.000 |
57.90 |
1.618 |
57.11 |
2.618 |
55.83 |
4.250 |
53.74 |
|
|
Fisher Pivots for day following 17-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
59.82 |
59.68 |
PP |
59.77 |
59.68 |
S1 |
59.72 |
59.67 |
|