NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.61 |
56.15 |
-0.46 |
-0.8% |
61.41 |
High |
56.68 |
56.81 |
0.13 |
0.2% |
61.86 |
Low |
55.57 |
55.48 |
-0.09 |
-0.2% |
58.85 |
Close |
56.48 |
56.28 |
-0.20 |
-0.4% |
59.67 |
Range |
1.11 |
1.33 |
0.22 |
19.8% |
3.01 |
ATR |
2.34 |
2.27 |
-0.07 |
-3.1% |
0.00 |
Volume |
20,709 |
20,717 |
8 |
0.0% |
73,717 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
60.18 |
59.56 |
57.01 |
|
R3 |
58.85 |
58.23 |
56.65 |
|
R2 |
57.52 |
57.52 |
56.52 |
|
R1 |
56.90 |
56.90 |
56.40 |
57.21 |
PP |
56.19 |
56.19 |
56.19 |
56.35 |
S1 |
55.57 |
55.57 |
56.16 |
55.88 |
S2 |
54.86 |
54.86 |
56.04 |
|
S3 |
53.53 |
54.24 |
55.91 |
|
S4 |
52.20 |
52.91 |
55.55 |
|
|
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 |
3.3% |
24% |
False |
False |
16,861 |
10 |
62.25 |
54.95 |
7.30 |
13.0% |
1.92 |
3.4% |
18% |
False |
False |
16,854 |
20 |
62.31 |
54.95 |
7.36 |
13.1% |
2.24 |
4.0% |
18% |
False |
False |
19,050 |
40 |
62.31 |
48.00 |
14.31 |
25.4% |
2.38 |
4.2% |
58% |
False |
False |
21,202 |
60 |
62.31 |
46.14 |
16.17 |
28.7% |
2.33 |
4.1% |
63% |
False |
False |
20,612 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62.46 |
2.618 |
60.29 |
1.618 |
58.96 |
1.000 |
58.14 |
0.618 |
57.63 |
HIGH |
56.81 |
0.618 |
56.30 |
0.500 |
56.15 |
0.382 |
55.99 |
LOW |
55.48 |
0.618 |
54.66 |
1.000 |
54.15 |
1.618 |
53.33 |
2.618 |
52.00 |
4.250 |
49.83 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.24 |
56.21 |
PP |
56.19 |
56.14 |
S1 |
56.15 |
56.07 |
|