NYMEX Light Sweet Crude Oil Future August 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
55.90 |
52.72 |
-3.18 |
-5.7% |
58.00 |
| High |
55.90 |
53.08 |
-2.82 |
-5.0% |
58.33 |
| Low |
52.22 |
50.76 |
-1.46 |
-2.8% |
55.34 |
| Close |
52.43 |
52.22 |
-0.21 |
-0.4% |
56.11 |
| Range |
3.68 |
2.32 |
-1.36 |
-37.0% |
2.99 |
| ATR |
2.48 |
2.47 |
-0.01 |
-0.5% |
0.00 |
| Volume |
14,175 |
18,405 |
4,230 |
29.8% |
71,466 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
58.98 |
57.92 |
53.50 |
|
| R3 |
56.66 |
55.60 |
52.86 |
|
| R2 |
54.34 |
54.34 |
52.65 |
|
| R1 |
53.28 |
53.28 |
52.43 |
52.65 |
| PP |
52.02 |
52.02 |
52.02 |
51.71 |
| S1 |
50.96 |
50.96 |
52.01 |
50.33 |
| S2 |
49.70 |
49.70 |
51.79 |
|
| S3 |
47.38 |
48.64 |
51.58 |
|
| S4 |
45.06 |
46.32 |
50.94 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
65.56 |
63.83 |
57.75 |
|
| R3 |
62.57 |
60.84 |
56.93 |
|
| R2 |
59.58 |
59.58 |
56.66 |
|
| R1 |
57.85 |
57.85 |
56.38 |
57.22 |
| PP |
56.59 |
56.59 |
56.59 |
56.28 |
| S1 |
54.86 |
54.86 |
55.84 |
54.23 |
| S2 |
53.60 |
53.60 |
55.56 |
|
| S3 |
50.61 |
51.87 |
55.29 |
|
| S4 |
47.62 |
48.88 |
54.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
57.70 |
50.76 |
6.94 |
13.3% |
2.06 |
3.9% |
21% |
False |
True |
17,248 |
| 10 |
58.71 |
50.76 |
7.95 |
15.2% |
2.42 |
4.6% |
18% |
False |
True |
17,182 |
| 20 |
58.71 |
50.76 |
7.95 |
15.2% |
2.27 |
4.3% |
18% |
False |
True |
13,647 |
| 40 |
58.71 |
44.41 |
14.30 |
27.4% |
2.34 |
4.5% |
55% |
False |
False |
11,959 |
| 60 |
58.71 |
43.34 |
15.37 |
29.4% |
2.24 |
4.3% |
58% |
False |
False |
10,245 |
| 80 |
60.48 |
43.34 |
17.14 |
32.8% |
2.14 |
4.1% |
52% |
False |
False |
8,638 |
| 100 |
62.08 |
43.34 |
18.74 |
35.9% |
1.88 |
3.6% |
47% |
False |
False |
7,515 |
| 120 |
76.95 |
43.34 |
33.61 |
64.4% |
1.86 |
3.6% |
26% |
False |
False |
6,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
62.94 |
|
2.618 |
59.15 |
|
1.618 |
56.83 |
|
1.000 |
55.40 |
|
0.618 |
54.51 |
|
HIGH |
53.08 |
|
0.618 |
52.19 |
|
0.500 |
51.92 |
|
0.382 |
51.65 |
|
LOW |
50.76 |
|
0.618 |
49.33 |
|
1.000 |
48.44 |
|
1.618 |
47.01 |
|
2.618 |
44.69 |
|
4.250 |
40.90 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
52.12 |
53.74 |
| PP |
52.02 |
53.23 |
| S1 |
51.92 |
52.73 |
|