NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
50.58 |
50.39 |
-0.19 |
-0.4% |
54.28 |
| High |
50.61 |
54.72 |
4.11 |
8.1% |
56.10 |
| Low |
49.05 |
50.28 |
1.23 |
2.5% |
53.05 |
| Close |
50.20 |
54.52 |
4.32 |
8.6% |
54.02 |
| Range |
1.56 |
4.44 |
2.88 |
184.6% |
3.05 |
| ATR |
2.74 |
2.87 |
0.13 |
4.6% |
0.00 |
| Volume |
113,872 |
99,429 |
-14,443 |
-12.7% |
397,386 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.49 |
64.95 |
56.96 |
|
| R3 |
62.05 |
60.51 |
55.74 |
|
| R2 |
57.61 |
57.61 |
55.33 |
|
| R1 |
56.07 |
56.07 |
54.93 |
56.84 |
| PP |
53.17 |
53.17 |
53.17 |
53.56 |
| S1 |
51.63 |
51.63 |
54.11 |
52.40 |
| S2 |
48.73 |
48.73 |
53.71 |
|
| S3 |
44.29 |
47.19 |
53.30 |
|
| S4 |
39.85 |
42.75 |
52.08 |
|
|
| 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 |
55.70 |
49.05 |
6.65 |
12.2% |
2.93 |
5.4% |
82% |
False |
False |
85,242 |
| 10 |
56.10 |
49.05 |
7.05 |
12.9% |
2.52 |
4.6% |
78% |
False |
False |
83,965 |
| 20 |
56.10 |
45.08 |
11.02 |
20.2% |
2.78 |
5.1% |
86% |
False |
False |
72,838 |
| 40 |
56.10 |
40.85 |
15.25 |
28.0% |
2.76 |
5.1% |
90% |
False |
False |
58,425 |
| 60 |
57.95 |
40.85 |
17.10 |
31.4% |
2.75 |
5.0% |
80% |
False |
False |
49,368 |
| 80 |
59.66 |
40.85 |
18.81 |
34.5% |
2.95 |
5.4% |
73% |
False |
False |
42,450 |
| 100 |
70.47 |
40.85 |
29.62 |
54.3% |
3.04 |
5.6% |
46% |
False |
False |
37,175 |
| 120 |
87.13 |
40.85 |
46.28 |
84.9% |
3.24 |
5.9% |
30% |
False |
False |
33,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.59 |
|
2.618 |
66.34 |
|
1.618 |
61.90 |
|
1.000 |
59.16 |
|
0.618 |
57.46 |
|
HIGH |
54.72 |
|
0.618 |
53.02 |
|
0.500 |
52.50 |
|
0.382 |
51.98 |
|
LOW |
50.28 |
|
0.618 |
47.54 |
|
1.000 |
45.84 |
|
1.618 |
43.10 |
|
2.618 |
38.66 |
|
4.250 |
31.41 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
53.85 |
53.64 |
| PP |
53.17 |
52.76 |
| S1 |
52.50 |
51.89 |
|