NYMEX Light Sweet Crude Oil Future July 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 |
52.04 |
52.03 |
-0.01 |
0.0% |
55.92 |
| High |
53.19 |
52.06 |
-1.13 |
-2.1% |
57.29 |
| Low |
50.99 |
50.63 |
-0.36 |
-0.7% |
54.50 |
| Close |
52.85 |
51.77 |
-1.08 |
-2.0% |
55.48 |
| Range |
2.20 |
1.43 |
-0.77 |
-35.0% |
2.79 |
| ATR |
2.66 |
2.63 |
-0.03 |
-1.2% |
0.00 |
| Volume |
26,691 |
37,028 |
10,337 |
38.7% |
114,028 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.78 |
55.20 |
52.56 |
|
| R3 |
54.35 |
53.77 |
52.16 |
|
| R2 |
52.92 |
52.92 |
52.03 |
|
| R1 |
52.34 |
52.34 |
51.90 |
51.92 |
| PP |
51.49 |
51.49 |
51.49 |
51.27 |
| S1 |
50.91 |
50.91 |
51.64 |
50.49 |
| S2 |
50.06 |
50.06 |
51.51 |
|
| S3 |
48.63 |
49.48 |
51.38 |
|
| S4 |
47.20 |
48.05 |
50.98 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.13 |
62.59 |
57.01 |
|
| R3 |
61.34 |
59.80 |
56.25 |
|
| R2 |
58.55 |
58.55 |
55.99 |
|
| R1 |
57.01 |
57.01 |
55.74 |
56.39 |
| PP |
55.76 |
55.76 |
55.76 |
55.44 |
| S1 |
54.22 |
54.22 |
55.22 |
53.60 |
| S2 |
52.97 |
52.97 |
54.97 |
|
| S3 |
50.18 |
51.43 |
54.71 |
|
| S4 |
47.39 |
48.64 |
53.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.28 |
50.63 |
6.65 |
12.8% |
2.32 |
4.5% |
17% |
False |
True |
27,390 |
| 10 |
57.29 |
50.63 |
6.66 |
12.9% |
2.20 |
4.2% |
17% |
False |
True |
24,915 |
| 20 |
57.29 |
46.25 |
11.04 |
21.3% |
2.48 |
4.8% |
50% |
False |
False |
22,367 |
| 40 |
57.29 |
42.19 |
15.10 |
29.2% |
2.54 |
4.9% |
63% |
False |
False |
19,339 |
| 60 |
60.72 |
42.19 |
18.53 |
35.8% |
2.54 |
4.9% |
52% |
False |
False |
16,974 |
| 80 |
60.72 |
42.19 |
18.53 |
35.8% |
2.76 |
5.3% |
52% |
False |
False |
14,525 |
| 100 |
70.85 |
42.19 |
28.66 |
55.4% |
2.71 |
5.2% |
33% |
False |
False |
12,316 |
| 120 |
88.71 |
42.19 |
46.52 |
89.9% |
2.57 |
5.0% |
21% |
False |
False |
10,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
58.14 |
|
2.618 |
55.80 |
|
1.618 |
54.37 |
|
1.000 |
53.49 |
|
0.618 |
52.94 |
|
HIGH |
52.06 |
|
0.618 |
51.51 |
|
0.500 |
51.35 |
|
0.382 |
51.18 |
|
LOW |
50.63 |
|
0.618 |
49.75 |
|
1.000 |
49.20 |
|
1.618 |
48.32 |
|
2.618 |
46.89 |
|
4.250 |
44.55 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
51.63 |
52.87 |
| PP |
51.49 |
52.50 |
| S1 |
51.35 |
52.14 |
|