NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
50.10 |
50.58 |
0.48 |
1.0% |
54.28 |
| High |
51.64 |
50.61 |
-1.03 |
-2.0% |
56.10 |
| Low |
49.48 |
49.05 |
-0.43 |
-0.9% |
53.05 |
| Close |
51.37 |
50.20 |
-1.17 |
-2.3% |
54.02 |
| Range |
2.16 |
1.56 |
-0.60 |
-27.8% |
3.05 |
| ATR |
2.78 |
2.74 |
-0.03 |
-1.2% |
0.00 |
| Volume |
86,080 |
113,872 |
27,792 |
32.3% |
397,386 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
54.63 |
53.98 |
51.06 |
|
| R3 |
53.07 |
52.42 |
50.63 |
|
| R2 |
51.51 |
51.51 |
50.49 |
|
| R1 |
50.86 |
50.86 |
50.34 |
50.41 |
| PP |
49.95 |
49.95 |
49.95 |
49.73 |
| S1 |
49.30 |
49.30 |
50.06 |
48.85 |
| S2 |
48.39 |
48.39 |
49.91 |
|
| S3 |
46.83 |
47.74 |
49.77 |
|
| S4 |
45.27 |
46.18 |
49.34 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
63.54 |
61.83 |
55.70 |
|
| R3 |
60.49 |
58.78 |
54.86 |
|
| R2 |
57.44 |
57.44 |
54.58 |
|
| R1 |
55.73 |
55.73 |
54.30 |
55.06 |
| PP |
54.39 |
54.39 |
54.39 |
54.06 |
| S1 |
52.68 |
52.68 |
53.74 |
52.01 |
| S2 |
51.34 |
51.34 |
53.46 |
|
| S3 |
48.29 |
49.63 |
53.18 |
|
| S4 |
45.24 |
46.58 |
52.34 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
56.10 |
49.05 |
7.05 |
14.0% |
2.66 |
5.3% |
16% |
False |
True |
89,281 |
| 10 |
56.10 |
49.05 |
7.05 |
14.0% |
2.41 |
4.8% |
16% |
False |
True |
81,763 |
| 20 |
56.10 |
45.08 |
11.02 |
22.0% |
2.67 |
5.3% |
46% |
False |
False |
71,157 |
| 40 |
56.10 |
40.85 |
15.25 |
30.4% |
2.68 |
5.3% |
61% |
False |
False |
56,666 |
| 60 |
59.66 |
40.85 |
18.81 |
37.5% |
2.73 |
5.4% |
50% |
False |
False |
48,080 |
| 80 |
59.66 |
40.85 |
18.81 |
37.5% |
2.94 |
5.8% |
50% |
False |
False |
41,586 |
| 100 |
70.47 |
40.85 |
29.62 |
59.0% |
3.04 |
6.0% |
32% |
False |
False |
36,316 |
| 120 |
90.00 |
40.85 |
49.15 |
97.9% |
3.23 |
6.4% |
19% |
False |
False |
32,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
57.24 |
|
2.618 |
54.69 |
|
1.618 |
53.13 |
|
1.000 |
52.17 |
|
0.618 |
51.57 |
|
HIGH |
50.61 |
|
0.618 |
50.01 |
|
0.500 |
49.83 |
|
0.382 |
49.65 |
|
LOW |
49.05 |
|
0.618 |
48.09 |
|
1.000 |
47.49 |
|
1.618 |
46.53 |
|
2.618 |
44.97 |
|
4.250 |
42.42 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.08 |
51.47 |
| PP |
49.95 |
51.04 |
| S1 |
49.83 |
50.62 |
|