NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
51.93 |
52.21 |
0.28 |
0.5% |
54.50 |
| High |
53.30 |
53.00 |
-0.30 |
-0.6% |
55.70 |
| Low |
51.45 |
51.60 |
0.15 |
0.3% |
50.14 |
| Close |
51.77 |
52.16 |
0.39 |
0.8% |
54.69 |
| Range |
1.85 |
1.40 |
-0.45 |
-24.3% |
5.56 |
| ATR |
2.84 |
2.74 |
-0.10 |
-3.6% |
0.00 |
| Volume |
210,444 |
161,407 |
-49,037 |
-23.3% |
545,056 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
56.45 |
55.71 |
52.93 |
|
| R3 |
55.05 |
54.31 |
52.55 |
|
| R2 |
53.65 |
53.65 |
52.42 |
|
| R1 |
52.91 |
52.91 |
52.29 |
52.58 |
| PP |
52.25 |
52.25 |
52.25 |
52.09 |
| S1 |
51.51 |
51.51 |
52.03 |
51.18 |
| S2 |
50.85 |
50.85 |
51.90 |
|
| S3 |
49.45 |
50.11 |
51.78 |
|
| S4 |
48.05 |
48.71 |
51.39 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.19 |
68.00 |
57.75 |
|
| R3 |
64.63 |
62.44 |
56.22 |
|
| R2 |
59.07 |
59.07 |
55.71 |
|
| R1 |
56.88 |
56.88 |
55.20 |
57.98 |
| PP |
53.51 |
53.51 |
53.51 |
54.06 |
| S1 |
51.32 |
51.32 |
54.18 |
52.42 |
| S2 |
47.95 |
47.95 |
53.67 |
|
| S3 |
42.39 |
45.76 |
53.16 |
|
| S4 |
36.83 |
40.20 |
51.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.83 |
51.45 |
3.38 |
6.5% |
2.25 |
4.3% |
21% |
False |
False |
189,534 |
| 10 |
55.85 |
50.14 |
5.71 |
10.9% |
2.87 |
5.5% |
35% |
False |
False |
149,421 |
| 20 |
56.10 |
49.05 |
7.05 |
13.5% |
2.64 |
5.1% |
44% |
False |
False |
115,592 |
| 40 |
56.10 |
40.85 |
15.25 |
29.2% |
2.78 |
5.3% |
74% |
False |
False |
84,402 |
| 60 |
56.10 |
40.85 |
15.25 |
29.2% |
2.70 |
5.2% |
74% |
False |
False |
68,236 |
| 80 |
59.66 |
40.85 |
18.81 |
36.1% |
2.84 |
5.4% |
60% |
False |
False |
56,727 |
| 100 |
61.33 |
40.85 |
20.48 |
39.3% |
3.00 |
5.8% |
55% |
False |
False |
49,928 |
| 120 |
76.00 |
40.85 |
35.15 |
67.4% |
3.14 |
6.0% |
32% |
False |
False |
43,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.95 |
|
2.618 |
56.67 |
|
1.618 |
55.27 |
|
1.000 |
54.40 |
|
0.618 |
53.87 |
|
HIGH |
53.00 |
|
0.618 |
52.47 |
|
0.500 |
52.30 |
|
0.382 |
52.13 |
|
LOW |
51.60 |
|
0.618 |
50.73 |
|
1.000 |
50.20 |
|
1.618 |
49.33 |
|
2.618 |
47.93 |
|
4.250 |
45.65 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.30 |
52.80 |
| PP |
52.25 |
52.59 |
| S1 |
52.21 |
52.37 |
|