NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
56.55 |
58.21 |
1.66 |
2.9% |
56.05 |
| High |
58.52 |
58.71 |
0.19 |
0.3% |
58.52 |
| Low |
56.24 |
55.41 |
-0.83 |
-1.5% |
51.74 |
| Close |
57.71 |
56.76 |
-0.95 |
-1.6% |
57.71 |
| Range |
2.28 |
3.30 |
1.02 |
44.7% |
6.78 |
| ATR |
2.53 |
2.59 |
0.05 |
2.2% |
0.00 |
| Volume |
16,137 |
13,184 |
-2,953 |
-18.3% |
64,071 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
66.86 |
65.11 |
58.58 |
|
| R3 |
63.56 |
61.81 |
57.67 |
|
| R2 |
60.26 |
60.26 |
57.37 |
|
| R1 |
58.51 |
58.51 |
57.06 |
57.74 |
| PP |
56.96 |
56.96 |
56.96 |
56.57 |
| S1 |
55.21 |
55.21 |
56.46 |
54.44 |
| S2 |
53.66 |
53.66 |
56.16 |
|
| S3 |
50.36 |
51.91 |
55.85 |
|
| S4 |
47.06 |
48.61 |
54.95 |
|
|
| 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 |
58.71 |
51.74 |
6.97 |
12.3% |
2.60 |
4.6% |
72% |
True |
False |
13,840 |
| 10 |
58.71 |
51.74 |
6.97 |
12.3% |
2.24 |
3.9% |
72% |
True |
False |
10,813 |
| 20 |
58.71 |
47.14 |
11.57 |
20.4% |
2.35 |
4.1% |
83% |
True |
False |
10,194 |
| 40 |
58.71 |
43.34 |
15.37 |
27.1% |
2.31 |
4.1% |
87% |
True |
False |
9,654 |
| 60 |
58.71 |
43.34 |
15.37 |
27.1% |
2.14 |
3.8% |
87% |
True |
False |
8,401 |
| 80 |
60.48 |
43.34 |
17.14 |
30.2% |
2.01 |
3.5% |
78% |
False |
False |
7,034 |
| 100 |
66.38 |
43.34 |
23.04 |
40.6% |
1.78 |
3.1% |
58% |
False |
False |
6,076 |
| 120 |
83.75 |
43.34 |
40.41 |
71.2% |
1.77 |
3.1% |
33% |
False |
False |
5,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.74 |
|
2.618 |
67.35 |
|
1.618 |
64.05 |
|
1.000 |
62.01 |
|
0.618 |
60.75 |
|
HIGH |
58.71 |
|
0.618 |
57.45 |
|
0.500 |
57.06 |
|
0.382 |
56.67 |
|
LOW |
55.41 |
|
0.618 |
53.37 |
|
1.000 |
52.11 |
|
1.618 |
50.07 |
|
2.618 |
46.77 |
|
4.250 |
41.39 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
57.06 |
56.51 |
| PP |
56.96 |
56.26 |
| S1 |
56.86 |
56.02 |
|