NYMEX Light Sweet Crude Oil Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
52.00 |
52.26 |
0.26 |
0.5% |
54.45 |
| High |
53.21 |
52.41 |
-0.80 |
-1.5% |
54.81 |
| Low |
51.64 |
48.19 |
-3.45 |
-6.7% |
51.45 |
| Close |
52.47 |
48.51 |
-3.96 |
-7.5% |
52.47 |
| Range |
1.57 |
4.22 |
2.65 |
168.8% |
3.36 |
| ATR |
2.66 |
2.77 |
0.12 |
4.4% |
0.00 |
| Volume |
151,035 |
163,651 |
12,616 |
8.4% |
894,867 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.36 |
59.66 |
50.83 |
|
| R3 |
58.14 |
55.44 |
49.67 |
|
| R2 |
53.92 |
53.92 |
49.28 |
|
| R1 |
51.22 |
51.22 |
48.90 |
50.46 |
| PP |
49.70 |
49.70 |
49.70 |
49.33 |
| S1 |
47.00 |
47.00 |
48.12 |
46.24 |
| S2 |
45.48 |
45.48 |
47.74 |
|
| S3 |
41.26 |
42.78 |
47.35 |
|
| S4 |
37.04 |
38.56 |
46.19 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.99 |
61.09 |
54.32 |
|
| R3 |
59.63 |
57.73 |
53.39 |
|
| R2 |
56.27 |
56.27 |
53.09 |
|
| R1 |
54.37 |
54.37 |
52.78 |
53.64 |
| PP |
52.91 |
52.91 |
52.91 |
52.55 |
| S1 |
51.01 |
51.01 |
52.16 |
50.28 |
| S2 |
49.55 |
49.55 |
51.85 |
|
| S3 |
46.19 |
47.65 |
51.55 |
|
| S4 |
42.83 |
44.29 |
50.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
54.15 |
48.19 |
5.96 |
12.3% |
2.25 |
4.6% |
5% |
False |
True |
172,508 |
| 10 |
55.70 |
48.19 |
7.51 |
15.5% |
2.74 |
5.6% |
4% |
False |
True |
160,357 |
| 20 |
56.10 |
48.19 |
7.91 |
16.3% |
2.68 |
5.5% |
4% |
False |
True |
123,311 |
| 40 |
56.10 |
42.18 |
13.92 |
28.7% |
2.79 |
5.7% |
45% |
False |
False |
89,816 |
| 60 |
56.10 |
40.85 |
15.25 |
31.4% |
2.72 |
5.6% |
50% |
False |
False |
72,252 |
| 80 |
59.66 |
40.85 |
18.81 |
38.8% |
2.85 |
5.9% |
41% |
False |
False |
60,053 |
| 100 |
61.33 |
40.85 |
20.48 |
42.2% |
2.99 |
6.2% |
37% |
False |
False |
52,691 |
| 120 |
76.00 |
40.85 |
35.15 |
72.5% |
3.13 |
6.5% |
22% |
False |
False |
46,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
70.35 |
|
2.618 |
63.46 |
|
1.618 |
59.24 |
|
1.000 |
56.63 |
|
0.618 |
55.02 |
|
HIGH |
52.41 |
|
0.618 |
50.80 |
|
0.500 |
50.30 |
|
0.382 |
49.80 |
|
LOW |
48.19 |
|
0.618 |
45.58 |
|
1.000 |
43.97 |
|
1.618 |
41.36 |
|
2.618 |
37.14 |
|
4.250 |
30.26 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
50.30 |
50.70 |
| PP |
49.70 |
49.97 |
| S1 |
49.11 |
49.24 |
|