NYMEX Light Sweet Crude Oil Future December 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
56.30 |
57.21 |
0.91 |
1.6% |
59.50 |
High |
58.00 |
57.33 |
-0.67 |
-1.2% |
59.56 |
Low |
55.65 |
54.92 |
-0.73 |
-1.3% |
54.95 |
Close |
57.79 |
56.63 |
-1.16 |
-2.0% |
57.79 |
Range |
2.35 |
2.41 |
0.06 |
2.6% |
4.61 |
ATR |
2.27 |
2.31 |
0.04 |
1.9% |
0.00 |
Volume |
21,123 |
22,570 |
1,447 |
6.9% |
93,982 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
63.52 |
62.49 |
57.96 |
|
R3 |
61.11 |
60.08 |
57.29 |
|
R2 |
58.70 |
58.70 |
57.07 |
|
R1 |
57.67 |
57.67 |
56.85 |
56.98 |
PP |
56.29 |
56.29 |
56.29 |
55.95 |
S1 |
55.26 |
55.26 |
56.41 |
54.57 |
S2 |
53.88 |
53.88 |
56.19 |
|
S3 |
51.47 |
52.85 |
55.97 |
|
S4 |
49.06 |
50.44 |
55.30 |
|
|
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 |
58.00 |
54.92 |
3.08 |
5.4% |
1.89 |
3.3% |
56% |
False |
True |
20,675 |
10 |
61.41 |
54.92 |
6.49 |
11.5% |
1.89 |
3.3% |
26% |
False |
True |
17,006 |
20 |
62.31 |
54.92 |
7.39 |
13.0% |
2.29 |
4.1% |
23% |
False |
True |
19,094 |
40 |
62.31 |
48.00 |
14.31 |
25.3% |
2.38 |
4.2% |
60% |
False |
False |
20,876 |
60 |
62.31 |
46.14 |
16.17 |
28.6% |
2.34 |
4.1% |
65% |
False |
False |
20,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67.57 |
2.618 |
63.64 |
1.618 |
61.23 |
1.000 |
59.74 |
0.618 |
58.82 |
HIGH |
57.33 |
0.618 |
56.41 |
0.500 |
56.13 |
0.382 |
55.84 |
LOW |
54.92 |
0.618 |
53.43 |
1.000 |
52.51 |
1.618 |
51.02 |
2.618 |
48.61 |
4.250 |
44.68 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
56.46 |
56.57 |
PP |
56.29 |
56.52 |
S1 |
56.13 |
56.46 |
|