NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 22-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.64 |
56.61 |
-0.03 |
-0.1% |
61.41 |
High |
57.19 |
56.68 |
-0.51 |
-0.9% |
61.86 |
Low |
54.95 |
55.57 |
0.62 |
1.1% |
58.85 |
Close |
56.42 |
56.48 |
0.06 |
0.1% |
59.67 |
Range |
2.24 |
1.11 |
-1.13 |
-50.4% |
3.01 |
ATR |
2.43 |
2.34 |
-0.09 |
-3.9% |
0.00 |
Volume |
18,258 |
20,709 |
2,451 |
13.4% |
73,717 |
|
Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59.57 |
59.14 |
57.09 |
|
R3 |
58.46 |
58.03 |
56.79 |
|
R2 |
57.35 |
57.35 |
56.68 |
|
R1 |
56.92 |
56.92 |
56.58 |
56.58 |
PP |
56.24 |
56.24 |
56.24 |
56.08 |
S1 |
55.81 |
55.81 |
56.38 |
55.47 |
S2 |
55.13 |
55.13 |
56.28 |
|
S3 |
54.02 |
54.70 |
56.17 |
|
S4 |
52.91 |
53.59 |
55.87 |
|
|
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 |
60.46 |
54.95 |
5.51 |
9.8% |
1.83 |
3.2% |
28% |
False |
False |
15,733 |
10 |
62.25 |
54.95 |
7.30 |
12.9% |
2.14 |
3.8% |
21% |
False |
False |
16,575 |
20 |
62.31 |
54.95 |
7.36 |
13.0% |
2.27 |
4.0% |
21% |
False |
False |
19,273 |
40 |
62.31 |
48.00 |
14.31 |
25.3% |
2.40 |
4.2% |
59% |
False |
False |
21,218 |
60 |
62.31 |
46.14 |
16.17 |
28.6% |
2.36 |
4.2% |
64% |
False |
False |
20,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
61.40 |
2.618 |
59.59 |
1.618 |
58.48 |
1.000 |
57.79 |
0.618 |
57.37 |
HIGH |
56.68 |
0.618 |
56.26 |
0.500 |
56.13 |
0.382 |
55.99 |
LOW |
55.57 |
0.618 |
54.88 |
1.000 |
54.46 |
1.618 |
53.77 |
2.618 |
52.66 |
4.250 |
50.85 |
|
|
Fisher Pivots for day following 22-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.36 |
57.26 |
PP |
56.24 |
57.00 |
S1 |
56.13 |
56.74 |
|