NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 20-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
59.45 |
59.50 |
0.05 |
0.1% |
61.41 |
High |
60.46 |
59.56 |
-0.90 |
-1.5% |
61.86 |
Low |
59.18 |
56.35 |
-2.83 |
-4.8% |
58.85 |
Close |
59.67 |
56.53 |
-3.14 |
-5.3% |
59.67 |
Range |
1.28 |
3.21 |
1.93 |
150.8% |
3.01 |
ATR |
2.38 |
2.45 |
0.07 |
2.8% |
0.00 |
Volume |
11,449 |
13,175 |
1,726 |
15.1% |
73,717 |
|
Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
67.11 |
65.03 |
58.30 |
|
R3 |
63.90 |
61.82 |
57.41 |
|
R2 |
60.69 |
60.69 |
57.12 |
|
R1 |
58.61 |
58.61 |
56.82 |
58.05 |
PP |
57.48 |
57.48 |
57.48 |
57.20 |
S1 |
55.40 |
55.40 |
56.24 |
54.84 |
S2 |
54.27 |
54.27 |
55.94 |
|
S3 |
51.06 |
52.19 |
55.65 |
|
S4 |
47.85 |
48.98 |
54.76 |
|
|
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 |
61.41 |
56.35 |
5.06 |
9.0% |
1.89 |
3.4% |
4% |
False |
True |
13,336 |
10 |
62.31 |
56.35 |
5.96 |
10.5% |
2.32 |
4.1% |
3% |
False |
True |
15,964 |
20 |
62.31 |
55.41 |
6.90 |
12.2% |
2.29 |
4.0% |
16% |
False |
False |
19,593 |
40 |
62.31 |
47.81 |
14.50 |
25.7% |
2.42 |
4.3% |
60% |
False |
False |
21,134 |
60 |
62.31 |
46.14 |
16.17 |
28.6% |
2.41 |
4.3% |
64% |
False |
False |
20,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
73.20 |
2.618 |
67.96 |
1.618 |
64.75 |
1.000 |
62.77 |
0.618 |
61.54 |
HIGH |
59.56 |
0.618 |
58.33 |
0.500 |
57.96 |
0.382 |
57.58 |
LOW |
56.35 |
0.618 |
54.37 |
1.000 |
53.14 |
1.618 |
51.16 |
2.618 |
47.95 |
4.250 |
42.71 |
|
|
Fisher Pivots for day following 20-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.96 |
58.41 |
PP |
57.48 |
57.78 |
S1 |
57.01 |
57.16 |
|