NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.15 |
56.30 |
0.15 |
0.3% |
59.50 |
High |
56.81 |
58.00 |
1.19 |
2.1% |
59.56 |
Low |
55.48 |
55.65 |
0.17 |
0.3% |
54.95 |
Close |
56.28 |
57.79 |
1.51 |
2.7% |
57.79 |
Range |
1.33 |
2.35 |
1.02 |
76.7% |
4.61 |
ATR |
2.27 |
2.27 |
0.01 |
0.3% |
0.00 |
Volume |
20,717 |
21,123 |
406 |
2.0% |
93,982 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
64.20 |
63.34 |
59.08 |
|
R3 |
61.85 |
60.99 |
58.44 |
|
R2 |
59.50 |
59.50 |
58.22 |
|
R1 |
58.64 |
58.64 |
58.01 |
59.07 |
PP |
57.15 |
57.15 |
57.15 |
57.36 |
S1 |
56.29 |
56.29 |
57.57 |
56.72 |
S2 |
54.80 |
54.80 |
57.36 |
|
S3 |
52.45 |
53.94 |
57.14 |
|
S4 |
50.10 |
51.59 |
56.50 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
71.26 |
69.14 |
60.33 |
|
R3 |
66.65 |
64.53 |
59.06 |
|
R2 |
62.04 |
62.04 |
58.64 |
|
R1 |
59.92 |
59.92 |
58.21 |
58.68 |
PP |
57.43 |
57.43 |
57.43 |
56.81 |
S1 |
55.31 |
55.31 |
57.37 |
54.07 |
S2 |
52.82 |
52.82 |
56.94 |
|
S3 |
48.21 |
50.70 |
56.52 |
|
S4 |
43.60 |
46.09 |
55.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
59.56 |
54.95 |
4.61 |
8.0% |
2.05 |
3.5% |
62% |
False |
False |
18,796 |
10 |
61.86 |
54.95 |
6.91 |
12.0% |
1.95 |
3.4% |
41% |
False |
False |
16,769 |
20 |
62.31 |
54.95 |
7.36 |
12.7% |
2.28 |
3.9% |
39% |
False |
False |
18,649 |
40 |
62.31 |
48.00 |
14.31 |
24.8% |
2.37 |
4.1% |
68% |
False |
False |
21,020 |
60 |
62.31 |
46.14 |
16.17 |
28.0% |
2.33 |
4.0% |
72% |
False |
False |
20,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.99 |
2.618 |
64.15 |
1.618 |
61.80 |
1.000 |
60.35 |
0.618 |
59.45 |
HIGH |
58.00 |
0.618 |
57.10 |
0.500 |
56.83 |
0.382 |
56.55 |
LOW |
55.65 |
0.618 |
54.20 |
1.000 |
53.30 |
1.618 |
51.85 |
2.618 |
49.50 |
4.250 |
45.66 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
57.47 |
57.44 |
PP |
57.15 |
57.09 |
S1 |
56.83 |
56.74 |
|