NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
53.32 |
56.55 |
3.23 |
6.1% |
56.05 |
| High |
57.35 |
58.52 |
1.17 |
2.0% |
58.52 |
| Low |
53.32 |
56.24 |
2.92 |
5.5% |
51.74 |
| Close |
57.22 |
57.71 |
0.49 |
0.9% |
57.71 |
| Range |
4.03 |
2.28 |
-1.75 |
-43.4% |
6.78 |
| ATR |
2.55 |
2.53 |
-0.02 |
-0.8% |
0.00 |
| Volume |
15,306 |
16,137 |
831 |
5.4% |
64,071 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
64.33 |
63.30 |
58.96 |
|
| R3 |
62.05 |
61.02 |
58.34 |
|
| R2 |
59.77 |
59.77 |
58.13 |
|
| R1 |
58.74 |
58.74 |
57.92 |
59.26 |
| PP |
57.49 |
57.49 |
57.49 |
57.75 |
| S1 |
56.46 |
56.46 |
57.50 |
56.98 |
| S2 |
55.21 |
55.21 |
57.29 |
|
| S3 |
52.93 |
54.18 |
57.08 |
|
| S4 |
50.65 |
51.90 |
56.46 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.33 |
73.80 |
61.44 |
|
| R3 |
69.55 |
67.02 |
59.57 |
|
| R2 |
62.77 |
62.77 |
58.95 |
|
| R1 |
60.24 |
60.24 |
58.33 |
61.51 |
| PP |
55.99 |
55.99 |
55.99 |
56.62 |
| S1 |
53.46 |
53.46 |
57.09 |
54.73 |
| S2 |
49.21 |
49.21 |
56.47 |
|
| S3 |
42.43 |
46.68 |
55.85 |
|
| S4 |
35.65 |
39.90 |
53.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.52 |
51.74 |
6.78 |
11.7% |
2.60 |
4.5% |
88% |
True |
False |
12,814 |
| 10 |
58.52 |
51.74 |
6.78 |
11.7% |
2.12 |
3.7% |
88% |
True |
False |
10,113 |
| 20 |
58.52 |
47.14 |
11.38 |
19.7% |
2.31 |
4.0% |
93% |
True |
False |
10,054 |
| 40 |
58.52 |
43.34 |
15.18 |
26.3% |
2.29 |
4.0% |
95% |
True |
False |
9,491 |
| 60 |
58.52 |
43.34 |
15.18 |
26.3% |
2.10 |
3.6% |
95% |
True |
False |
8,260 |
| 80 |
60.48 |
43.34 |
17.14 |
29.7% |
1.97 |
3.4% |
84% |
False |
False |
6,900 |
| 100 |
71.56 |
43.34 |
28.22 |
48.9% |
1.79 |
3.1% |
51% |
False |
False |
5,952 |
| 120 |
84.82 |
43.34 |
41.48 |
71.9% |
1.75 |
3.0% |
35% |
False |
False |
5,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
68.21 |
|
2.618 |
64.49 |
|
1.618 |
62.21 |
|
1.000 |
60.80 |
|
0.618 |
59.93 |
|
HIGH |
58.52 |
|
0.618 |
57.65 |
|
0.500 |
57.38 |
|
0.382 |
57.11 |
|
LOW |
56.24 |
|
0.618 |
54.83 |
|
1.000 |
53.96 |
|
1.618 |
52.55 |
|
2.618 |
50.27 |
|
4.250 |
46.55 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
57.60 |
56.85 |
| PP |
57.49 |
55.99 |
| S1 |
57.38 |
55.13 |
|